ニュース&イベント

Math-Fi seminar on 12 Jun.

2014.06.05 Thu up
  • Date : 12 Jun. (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Yoshihiro Ryu (Ritsumeikan University)
  • Title: An Introduction to Category Theory and Yoneda’s Lemma

Math-Fi seminar on 5 Jun.

2014.06.03 Tue up
  • Date : 5 Jun. (Thu)
  • Place: W.W. 7th-floor, 3rd lab. 
  • Time : 16:30 – 18:00
  • Speaker: Kenji Yasutomi (Ritusmeikan University)
  • Title:  Hölder continuity and finite variation

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

学部生向け講演会(2014/5/15)

2014.05.15 Thu up
日時 5月15日(木曜日) 16:30–17:30
場所 ウエストウイング7F数学第3研究室
講師 荒川研一氏(りそな銀行リスク統括部)
題目:金融工学と銀行業務 
概要:銀行業務にける、金融工学や確率・統計分野の活用内容について概説します。 
        貸出審査モデル、年金アクチュアリー、金融商品評価、リスク計測の例を紹介をします。
 

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

2014年5月2日(金) 談話会

2014.04.21 Mon up
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
 

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