Kansai Probability Seminar | Department of Mathematics Kyoto University

Kansai Probability Seminar

BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets
2018/06/08 Fri 15:00 - 16:30|Yushi Hamaguchi
On the first hitting times of Ornstein-Uhlenbeck processes
2018/06/01 Fri 15:00 - 16:30|Yuji Hamana
Chordal Komatu-Loewner equation for a family of continuously growing hulls and its applications
2018/04/20 Fri 15:00 - 16:30|Takuya Murayama
Identification of finite variation processes from the stochastic Fourier coefficients
2018/04/13 Fri 15:00 - 16:30|Kiyoiki Hoshino
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
2018/03/23 Fri 15:30 - 16:30|José Luis Pérez