News&Events

Math-Fi seminar on 19 Sep.

2013.09.12 Thu up
  • Date : 19 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 14:30 – 16:00
  • Speaker:  Dai Taguchi (Ritsumeikan University)
  • Title: Gaussian bound for the density of Euler scheme
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Math-Fi seminar on 12 Sep.

2013.09.06 Fri up
  • Date : 12 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker:  Jie Zhong (Ritsumeikan University)
  • Title: Wiener chaos expansion and SPDE: introduction
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Math-Fi seminar on 5 Sep.

2013.08.28 Wed up
  • Date : 5 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 14:30 – 16:00
  • Speaker:  Song Xiaoming  (Ritsumeikan University)
  • Title: Malliavin calculus for backward stochastic differential equations and application to numerical solutions
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Math-Fi seminar on 22 Aug.

2013.08.12 Mon up
  • Date : 22 Aug. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:00 – 18:10
  • Speaker: Alexei Kulik  (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
　　　　Jian Song ( The university of Hong Kong )
 
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Math-Fi seminar on 20 Aug.

2013.08.11 Sun up
  • Date : 20 Aug. (Tue)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Alexei Kulik  (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
  • Title:  Ergodicity, coupling, and limit theorems in  Markov models
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Math-Fi seminar on 15 Aug.

2013.08.10 Sat up
  • Date : 15 Aug. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Alexei Kulik  (Institute of mathematics, Ukrainian National Academy of Science, Ukraine)
  • Title:  Ergodicity, coupling, and limit theorems in  Markov models
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Math-Fi seminar on 8 Aug.

2013.08.02 Fri up
  • Date : 8 Aug. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Hideyuki Tanaka  (Ritsumeikan University)
  • Title: On the convergence of an approximate nonlinear filer
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Math-Fi seminar is on 1 Aug.

2013.07.30 Tue up
  • Date : 1 Aug. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Ngo Hoang-Long (Hanoi National University of Education)
  • Title: Euler approximation for stochastic differential equations driven by fractional Brownian motions

Workshop [October 26–November 1, 2013]

2013.07.27 Sat up
Workshop “Stochastic processes and their statistics in Finance in Okinawa” 

Date: October 26(Saturday)-November 1(Friday), 2013
Place: Okinawaken Seinenkaikan　

Organaizers:

　Jiro Akahori (Ritsumeikan University, Research Center for Finance)
　Masafumi Hayashi (University of the Ryukyus)
　Arturo Kohatsu-Higa (Ritsumeikan University, Research Center for Finance)
　Josef Teichmann (ETHZ)
　Masayuki Uchida (Osaka University)

Math-Fi seminar is on 25 Juｌ.

2013.07.19 Fri up
  • Date : 25 Jul. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Hoang-Long Ngo  (Hanoi National University of Education)
  • Title: Weak approximation of SDE with irregural drift

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