Department of Mathematical Sciences, Ritsumeikan University Web Page

• Date : 19 Feb. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Dai Taguchi (Ritsumeikan unviersity)
• Title: Weak approximation for non-smooth functionals of SDEs with irregular drift (joint work with Hoang-Long Ngo)

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• Date : 12 Feb. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Hiroaki Hata (Shizuoka University)
• Title: Risk-sensitive asset management with jump-Wishart-autoregressive factor model

• Date : 6 Feb. (Fri)
• Place: W.W. 7th-floor, 4th lab.
• Time : 17:00 – 18:30
• Speaker: Alexei Kulik (Taras Shevchenko University）
• Title: Applications of parametrix method for SDEs driven by stable noise: non-negative CAFs and LA(M)N property in statistical models with high frequency of observations.

• Date : 2 Feb. (Mon)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Alexei Kulik (Taras Shevchenko University)
• Title: Parametrix method for SDEs driven by stable noise, II: justification and applications.

• Date : 29 Jan. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Alexei Kulik (Taras Shevchenko University)
• Title: Parametrix method for SDEs driven by stable noise, I: “cooperative” construction and convergence of the parametrix series

Date: 17:00–17:50, January 16, 2015
Place: The 1st Lab. of Math. on the 7th floor of West Wing
Speaker: Jens Wittsten　(Ritsumeikan University)
Title : An interpolation problem arising in seismic imaging
Abstract:
In seismic imaging, one wishes to use knowledge of reflected seismic waves to make an image of the Earth’s sub-surface. However, in marine seismic surveys (such as towed streamers), the obtained data is typically undersampled or has missing traces. The aim of this talk is to (briefly) discuss the mathematics behind the seismic imaging method, and to describe one way to interpolate the known data in case of missing traces, using a type of anisotropic diffusion to fill in the gaps. This is based on joint work with F. Andersson and Y. Morimoto.

Date: 17:00–17:50, January 15, 2015
Place: The 4th Lab. of Math. on the 7th floor of West Wing
Speaker: David Herzog (Drake University)
Title: Noise-Induced Stabilization of Planar Flows
Abstract:
We discuss certain, explosive ODEs in the plane that become stable under the additionof noise. In each equation, the process by which stabilization occurs is intuitively clear: Noisediverts the solution away from any instabilities in the underlying ODE. However, in many cases, proving rigorously this phenomenon occurs has thus far been difficult and the current methods used to do so are rather ad hoc. Here we present a general, novel approach to showingstabilization by noise and apply it to these examples. We will see that the methods used streamline existing arguments as well as produce optimal results, in the sense that they allow us to understand well the asymptotic behavior of the equilibrium measure at infinity.

• Date : 8 Jan. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Patrik Andersson (Ritsumeikan University)
• Title: Sampling the parametrix method

• Date : 15 Dec. (Mon)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Ngoc Khue Tran (Ritsumeikan University)
• Title: LAN property for some jump-diffusion processes

• Date : 11 Dec. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Hoang-Long Ngo (Hanoi National University of Education)
• Title: On the strong rate of Euler Maruyama approximation for stochastic differential equations with super-linear growth coefficients