数理ファイナンスセミナー

Math-Fi seminar on 29 May

2014.05.25 Sun up
  • Date : 29 May (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan university)
  • Title:  Parametrix approximation scheme for SDEs with unbounded and irregular coefficients and its error estimate

Math-Fi seminar on 22 May

2014.05.16 Fri up
  • Date : 22 May  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Ju-Yi Yen (University of Cincinnati)
  • Title:  Some examples of Skorokhod embeddings and their applications

Math-Fi seminar on 8 May

2014.05.03 Sat up
  • Date : 8 May  (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Jiro Akahori  (Ritsumeikan University)
  • Title:  TBA

Math-Fi seminar on 24 Apr.

2014.04.18 Fri up
  • 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)

Math-Fi seminar on 17 Apr.

2014.04.11 Fri up
  • 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

Math-Fi seminar on 10 Apr.

2014.04.03 Thu up
  • 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

Math-Fi seminar on 3 Apr.

2014.04.01 Tue up
  • Date : 3 Apr.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: TBA

Math-Fi seminar on 26 Mar.

2014.03.21 Fri up
  • 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
(joint work with M. Khristoforov & V. Kleptsyn)
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Math-Fi seminar on 13 Mar.

2014.03.07 Fri up
  • 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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Math-Fi seminar on 6 Mar.

2014.03.02 Sun up
  • 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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