Math-Finance seminar
2012.05.21 Mon up
- Date: 24 May (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Takafumi Amaba
- Title: On the monotonicity of $\mathcal{L}_{0}$-cost along backward heat flow
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2012.05.14 Mon up
- Date: 17 May (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Hideyuki TANAKA
- Title: Theoretical aspects of multilevel Monte Carlo method and strong convergence
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2012.04.27 Fri up
- Date: 10 May (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Hideyuki TANAKA
- Title: An acceralated Euler-Maruyama scheme for perturbed SDE
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2012.04.23 Mon up
- Date: 26 April (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Takafumi Amaba
- Title: On the framework of Otto’s calculus.
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2012.04.15 Sun up
- Date: 19 April (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Go Yuki
- Title: Local and Global H\”older Properties of the Density of the Solutions of SDEs with Singular Coefficients
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2012.04.07 Sat up
- Date: 12 April (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Takafumi Amaba
- Title: a survey on Kuwada-Philipowski(2010), “Coupling of Brownian motions and Perelman’s L-functional”
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2012.03.24 Sat up
- Date: 5 April (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: Masaaki Fukasawa