Department of Mathematical Sciences, Ritsumeikan University Web Page

• Date : 27 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Lorick Huang
• Title: Density bounds for some degenerate stable driven SDEs

December 4, 2014 @Prism House P107, 16：30–17:50

Speaker: Vlad Bally （University Paris-Est Marne-la-Vallée）
Title : Convergence and regularity of probability laws using an interpolation method
abstract:
Integration by parts formulae represent a usefull instrument for proving regularity of probability laws and the now a day classical Malliavin calculus represents a central method in building such integration by parts formulas and using them. Another important application concerns estimates of the error in total variation distance in some limit theorems. Stochastic equations are the classical framework in which such methods are used. But much regularity for the coefficients of such equations is needed in order to be able to employ Malliavin calculus. In recent years, following some ideas of N. Fournier and J. Printemps, an alternative approach has been initiated, permitting to deal with equations with rather law regularity of the coefficients (and so, out of rich by using Malliaivn calculus). In a work in collaboration with L. Caramellino, we developed these ideas and we proved that this approach feets in the classical framework of Interpolation spaces. The aim of my talk is to give an insight in this new approach.

• Date : 20 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Noufel Frikha
• Title: An introduction to stochastic approximation algorithm: theoretical aspects and applications

Date: Nov 28, 2014 14:40–16:10
Place: F105
Speaker:
・Akihiro Tanaka (Sumitomo Mitsui Banking Corporation)
・Yuta Ishigaki (COSMEDIA. CO., LTD)
・Toshiki Okumura (The Dai-ichi Life Insurance Company, Limited)

• Date : 13 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Takafumi Amaba (Ritsumeikan University)
• Title: An Integration by Parts on “Space of Loops”

• Date : 6 Nov. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Jorge Clarke (Universided del Bio-Bio)
• Title: Potential Theory for random fields and Hitting times for the stochastic wave equation with fractional colored noise

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• Date : 30 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Dmitry Ivanenko
• Title: LA(M)N property for Markov models

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• Date : 23 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Tomoki Nakai (Ritsumeikan University) 
• Title: Survey on Semiclassical approximation in stochastic control by Chaiworawitkul et al.

• Date : 16 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Arturo Kohatsu-Higa (Ritsumeikan University)
• Title: Parametrix for Levy driven SDEs

• Date : 9 Oct. (Thu)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30 – 18:00
• Speaker: Hideyuki Tanaka (Ritsumeikan university)
• Title: Asymptotic error distribution of the Euler method for nonlinear filtering

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