立命館大学数理科学科

日時： 5月2日(金)
場所： プリズムハウス P106

時間： 16:30 — 17:10
講演者： 足立 高德 氏（立命館大）
講演題目： Toward Categorical Risk Measure Theory
アブストラクト： We introduce a category that represents varying risk as well as ambiguity. We give a generalized conditional expectation as a presheaf for the category which not only works as a traditional conditional expectation given a σ-field but also is compatible with change of measure. Then, we reformulate dynamic monetary value measures as a presheaf for the category. We show how some axioms of dynamic monetary value measures in the classical setting are deduced as theorems in the new formulation, which is an evidence that the axioms are natural. Finally, we point out the possibility of giving a theoretical criteria with which we can pick up appropriate sets of axioms required for monetary value measures to be good, using a topology-as-axioms paradigm.

時間： 17:20 — 18:00
講演者： 若林 徳子 氏（立命館大）
講演題目： 多重ゼータ値と有限多重ゼータ値
アブストラクト: 有限多重ゼータ値とは，近年ザギエによって定式化された多重ゼータ値のバリエーションのひとつである． 本講演では，多重ゼータ値における諸概念の紹介に加え，それらと対比させながら有限多重ゼータ値における予想や最近の結果などを紹介する
 

• Date : 24 Apr.  (Thu)
• Place: W.W. 7th-floor, 3rd lab. 
• Time : 16:30 – 18:00
• Speaker: Libo Li  (Ritsumeikan University)
• Title:  Backward parametrix method for SDE driven by stable Levy process + pseudo stopping times (if there is time)

• Date : 17 Apr.  (Thu)
• Place: W.W. 7th-floor, 3rd lab. 
• Time : 16:30 – 18:00
• Speaker: Go Yuki (Ritsumeikan University)
• Title: Holder Continuity Property of the Densities of SDEs with Singular Drift Coefficients

• Date : 10 Apr.  (Thu)
• Place: W.W. 7th-floor, 3rd lab. 
• Time : 16:30 – 18:00
• Speaker: Yuuki Ida (Ritsumeikan University)
• Title: Stochastic Calculus for Parisian Walk

• Date : 3 Apr.  (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Takafumi Amaba (Ritsumeikan University)
• Title: TBA

• Date : 26 Mar. (Wed)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Michcle Triestino (Ecole Normale Superieure de Lyon)
• Title: Obtaining stationary random metrics on hierarchical graphs by a cut-off method

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• Date : 13 Mar.  (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Dai Taguchi (Ritsumeikan University)
• Title: Gaussian estimate of density of SDE with irregular coefficients and its application to the stability ploblems

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• Date : 6 Mar.  (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Kazufumi Fujimoto (Osaka University)
• Title: Expected utility maximization under incomplete information and with Cox-process observations

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• Date : 17 Feb. (Mon)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Annie Millet  (Université Paris I）
• Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs

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• Date : 13 Feb. (Thu)
• Place: W.W. 7th-floor, 4th lab. 
• Time : 16:30 – 18:00
• Speaker: Takahiro Tsuchiya (University of Aizu)
• Title: Convergence rate of stability problems of SDEs with (dis-)continuous coefficients

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