立命館大学数理科学科

• Date: 21 Feb. ( Thu )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Nien-Lin Liu
• Title: The Fourier estimation method based on discrete Fourier transform

• Date: 16 Feb. ( Sat )
• Place: W.W. 7th-floor
• Time: 19:00 —
• Speaker: Kaori Okuma
• Title: Discrete-Time Clark Formula in View of Applications to Finance

• Date: 14 Feb. ( Thu )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Ngo Hoang Long
• Title: Approximations of non-smooth integral type functionals of one dimensional diffusion processes

• Date: 31 Jan. ( Thu )
• Place: W.W. 7th-floor, 2nd lab.
• Time: 16:30 — 17:30
• Speaker: Kamae Teturo
• Title: An easy criterion for randomness

日時： 1月18日(金)　　16：30 ～ 18：00
場所： ウエストウイング7階　数学第2研究室
講演者： 山田 俊皓 氏 (MTC ＆ 東京大学)
講演題目： A Closed-form approximation method for computational finance

日時： 1月31日(木) 　16:30 — 17:30
場所： ウエストウイング７階　数学第２研究室
講演者： 釜江 哲朗 氏（大阪市立大学）
講演題目： An easy criterion for randomness

• Date: 18 Jan. ( Fri )
• Place: W.W. 7th-floor
• Time: 16:30 — 18:00
• Speaker: Toshihiro Yamada
• Title: A Closed-form approximation method for computational finance

≫ 続きを読む

• Date: 10 Jan. (Thu)
• Place: W.W. 7th-floor
• Time: 16：30 — 18：45
• Speaker: Yasushi Ota,   Atsushi Takeuchi

≫ 続きを読む

• Date: 13 Dec. (Thu) 16:30 — 18:00
• Place: W.W. 7th-floor
• Speaker: Hongwei Long
• Title: Nadaraya-Watson estimator for stochastic processes driven by stable Levy motions

≫ 続きを読む

• Date: 6 Dec. (Thu) 16:30 — 18:00
• Place: W.W. 7th-floor
• Speaker: Mireia Besalu Mayol
• Title: Fractional Brownian motion and stochastic differential delay equations with non-negativity constraints