Okayama Workshop on Stochastic Analysis 2019
We organize Okayama Workshop on Stochastic Analysis 2019 as follows.
| Date： | February 4th (Mon) -- 6th (Wed), 2019 |
| Place: | Room 21 Main building of Faculty of Science, Okayama University |
| 岡山大学理学部本館２１番教室(津島キャンパス) (アクセス) | |
| Organizers： | Seiichiro Kusuoka (Okayama University) |
| Takahiro Aoyama (Okayama University) | |
| This workshop is financially supported by Research Institute for Interdisciplinary Science, Okayama University. | |
| (List of participants) | |
| Program (PDF) | ||
| February 4th (Mon) | 13:30～14:10 | Nobuaki Naganuma (Osaka University) |
| Asymptotic expansion of the density for hypoelliptic rough differential equation | ||
| 14:20～15:00 | Tomonori Nakatsu (Shibaura Institute of Technology) | |
| Integration by parts formulas for maxima of diffusion processes and applications | ||
| 15:10～15:50 | Ryuya Namba (Okayama University) | |
| A moderate deviation principle on a covering graph of polynomial volume growth | ||
| 16:10～17:10 | Giovanni Peccati (Luxembourg University) | |
| Fluctuations of functionals of Poisson random measures | ||
| 17:20～18:00 | Noriyoshi Sakuma (Aichi University of Education) | |
| The normal distribution is freely selfdecomposable | ||
| February 5th (Tue) | 9:20～10:00 | Yu Ito (Kyoto Sangyo University) |
| Integration with respect to Holder rough paths of order greater than 1/4: an approach via fractional calculus | ||
| 10:10～10:50 | Reika Fukuizumi (Tohoku University) | |
| On the stochastic Gross-Pitaevskii equation | ||
| 11:00～12:00 | Martina Hofmanova (Bielefeld University) | |
| Rough Gronwall Lemma and weak solutions to rough PDEs | ||
| 12:00～13:30 | Lunch Break | |
| 13:30～14:10 | Hiroshi Kawabi (Keio University) | |
| Uniqueness of Dirichlet forms related to stochastic quantization of $exp(\phi )_2$-measures in finite volume | ||
| 14:20～15:00 | Atsushi Takeuchi (Osaka City University) | |
| Rates of convergence of extreme value distributions via the IBP formulas | ||
| 15:10～16:10 | Giovanni Peccati (Luxembourg University) | |
| Nodal sets of random waves: second order results and phase transitions | ||
| 16:30～17:10 | Takafumi Amaba (Fukuoka University) | |
| On the regularity of time occupation functionals for Gaussian processes | ||
| 17:20～18:00 | Naotaka Kajino (Kobe University) | |
| Analysis of diffusions on self-similar and round Sierpiński carpets | ||
| February 6th (Wed) | 9:20～10:00 | Yushi Hamaguchi (Kyoto University) |
| BSDEs driven by cylindrical martingales with application to finance | ||
| 10:10～10:50 | Makoto Nakashima (Nagoya University) | |
| Free energy of directed polymers in random environment | ||
| 11:00～12:00 | Martina Hofmanova (Bielefeld University) | |
| Compressible Navier-Stokes system under stochastic perturbation | ||
| 12:00～13:30 | Lunch Break | |
| 13:30～14:10 | Bin Pei (Kyushu University) | |
| Strong limit results for two-time-scale neutral delay stochastic partial differential equations driven by fractional Brownian motions | ||
| 14:20～15:00 | Masato Hoshino (Kyushu University) | |
| A relation between paracontrolled calculus and regularity structures | ||
| 15:10～15:50 | Yuzuru Inahama (Kyushu University) | |
| Paracontrolled quasi-geostrophic equation with space-time white noise | ||