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活動報告

研究集会

Stochastic processes and their applications 2010

2010.09.13

開催日:2010年9月6日-10日

■場所: Senri life science center building, Osaka

■世話人:長田博文

■HP研究集会HP

September 6 (Mon)
7:30- Registration (at the reception desk)
8:45-9:00 Opening

Plenary Talks
9:00-9:45 Lawler (Doob Lecture)
9:55-10:40 Atar
11:05-11:50 Rogers
12:00-12:45 Khoshnevisan

Invited Special Sessions (parallel sessions)
14:20-15:45 SS10: Potential Theory on Jump Processes (Kim)
SS18: Random Structure in Asymptotic Representation Theory (Hora)
SS20: SLE and Related Topics (Lawler)
SS21: Spatial Random Networks (van der Hofstad)

Contributed Sessions (paralles sessions)
14:20-15:45 CS09: Some Analysis Related to Exponential (Geometric) Processes (Shieh)
CS10: Stochastic Differential Equations and their Graphs Applications (Smii)
CS12: Stochastic Optimal Stopping (Ano)
CT02: Brownian Motion
CT03: BSDE and BSPDE
CT10: Mathematical Finance 1
CT15: Mathematical Statistics 1

Invited Special Sessions (parallel sessions)
16:15-18:10 (or 17:40 for sessions with three speakers) SS05: Financial Mathematics (Bouchard and Zariphopoulou)
SS07: Lévy processes Recent Developments (Klüppelberg)
SS17: Random Media and Related Topics (Sidoravicius)
SS24: Stochastic Models in Neuroscience (Thieullen)

Contributed Sessions (paralles sessions)
16:15-18:10 (or 17:40 for sessions with three speakers) CS01: Affine Processes and Applications (Keller-Ressel)
CS02: Branching Processes and their Applications (González and del Puerto)
CT20: Queueing Theory
CT23: SDE and SPDE
CT25: Stochastic Analysis
CT26: Stochastic Controls and Related Topics
CT27: Stochastic Network

18:30- Reception Party


September 7 (Tue)
Plenary Talks
9:00-9:45 Wilson
9:55-10:40 Kumagai

Invited Special Sessions (parallel sessions)
11:05-12:30 SS04: Excursion Theory and Applications (Fukushima and Yano)
SS06: Functional Inequalities and Related Topics (Wang)
SS13: Probabilistic Numerical Methods for PDE's (Touzi)
SS26: Stochastic Processes in Physics (Hara)
SS27: Stochastic Process Models in Genetics (Griffiths)

Contributed Sessions (paralles sessions)
11:05-12:30 CS04: Non-Local Operators and Related Random Processes (Lorinczi)
CS07: SDE with Jumps I (Pavlyukevich and Simon)
CT06: Interacting Systems and Statistical Mechanics 1
CT11: Mathematical Finance 2
CT16: Mathematical Statistics 2
CT18: Optimal Transportation, Random Walks on Graphs

Invited Special Sessions (parallel sessions)
14:10-15:35 SS09: Mathematical Populations Genetics (Baake)
SS12: Probabilistic Methods for Solving Stochastic and Deterministic PDE's (Crisan)
SS14: Probability and Geometry (Kuwae)
SS23: Stochastic Analysis on Large Scale Interacting Systems (Deuschel)
SS25: Stochastic Networks (Ramanan)

Contributed Sessions (paralles sessions)
14:10-15:35 CS08: SDE with Jumps II (Pavlyukevich and Simon)
CS14: Stochastic Processes in Actuarial Modelling (Willmot)
CT07: Interacting Systems and Statistical Mechanics 2
CT09: Limit Theorems and Random Dynamics
CT12: Mathematical Finance 3
CT19: Probability Distribution

Itô Memorial Lectures
16:05-16:50 Watanabe
17:00-17:45 McKean


September 8 (Wed)
Plenary Talks
9:00-9:45 Sturm
10:05-10:50 Lyons (IMS Medallion Lecture)

10:50-11:15 Event of Bernoulli Society
12:50-18:00 Excursion
19:00- Banquet


September 9 (Thu)
Plenary Talks
9:00-9:45 Miermont
9:55-10:40 Biskup
11:05-11:50 Hairer
12:00-12:45 Jeanblanc
14:20-15:05 Taylor
15:15-16:00 Seppäläinen

Invited Special Sessions (parallel sessions)
16:25-18:20 (or 17:50 for sessions with three speakers) SS02: Determinantal Processes and Related Topics (Shirai)
SS08: Mathematical Finance and Stochastic Control (Sheu)
SS19: Rough Paths (Lyons)
SS22: Statistical Inference for Stochastic Processes (Yoshida)

Contributed Sessions (parallel sessions)
16:25--18:20 (or 17:50 for sessions with three speakers) CS06: Quantum Walks (Konno)
CS13: Stochastic Partial Differential Equations and Related Topics (Tappe)
CT01: Branching Processes and Other Stochastic Processes
CT08: Lévy Processes
CT14: Mathematical Finance and Risk Analysis
CT21: Random Media
CT24: SPDE and its Applications


September 10 (Fri)
Plenary Talks
9:00-9:45 Hino
9:55-10:40 Tang
11:05-11:50 Jacod
12:00-12:45 Landim (Lévy Lecture)

Invited Special Sessions (parallel sessions)
14:20-15:45 SS01: Branching Processes and Heavy Tails (Borovkov)
SS03: Dirichlet Forms and Applications (Takeda)
SS11: Probabilistic Analysis of Algorithms (Devroye)
SS15: Probability and Zeta Function (Matsumoto)
SS16: Quantum Physiscs by Stochastic Analysis (Hiroshima)

Contributed Sessions (paralles sessions)
14:20-15:45 CS03: Multifractional Processes and Fields (Ayache)
CS05: Noncolliding Diffusion Processes and Random Matrix Theory (Tanemura)
CS11: Stochastic Dynamical Systems (Doobko)
CT04: Error Estimates and MCMC
CT05: Infinite-Dimensional Analysis for Finance
CT13: Mathematical Finance 4
CT17: Mathematical Statistics 3
CT22: Random Walks and Random Graphs

16:00- Closing

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