The tenth meeting on Probability and PDE

July 19 - July 20, 2018

Tsuda University, Kodaira, Japan
Venue：南校舎１階S107室/ Rm S107, South BLDG

Organizer：Toshio Mikami (Tsuda University)

 

 

Program*

 

 

July 19

9:20- 9:40 　Reception

 

9:40-10:30 　Shuenn-Jyi Sheu (National Central University, Taipei)

On Some PDEs in the Studies of Portfolio Optimization Problems

 

10:40-11:30 　Jin Feng (The University of Kansas)

A two scale Hamilton-Jacobi convergence approach to hydrodynamic limit of Carleman particles

 

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Lunch Break - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

 

13:00-13:50 　Naoyuki Ichihara (Aoyama Gakuin University)

Ergodic problems for viscous Hamilton-Jacobi equations with inward drift

 

14:00-14:50 　Yasuhiro Fujita (University of Toyama)

A class of everywhere continuous and nowhere differentiable functions and its connection with a Hamilton-Jacobi equation

 

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Coffee Break - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

 

15:20-16:10 　Zhao Dong (Chinese Academy of Science, Beijing)

Exponential Convergence for 3D Stochastic Primitive Equations of the Large Scale Ocean

 

16:20-17:10 　Atsushi Takeuchi (Osaka City University)

Remark on pathwise uniqueness of solutions to SDEs driven by Levy processes

 

～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～

 

July 20

9:10-10:00 　 Shigeru Sakaguchi (Tohoku University)

Stationary isothermic surfaces and surfaces with the constant flow property

 

10:10-11:00 　Hitoshi Ishii (Tsuda University)

Two asymptotic problems concerning the Langevin equation with variable friction

 

11:10-12:00 　Masayoshi Takeda (Tohoku University)

Quasi-stationary distributions for absorbing symmetric stable processes

 

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Lunch Break - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

 

13:10-14:00 　Kaneharu Tsuchida (National Defense Academy)

Criticality of Schrödinger operators for relativistic stable processes

 

14:10-15:00 　Hiroshi Kawabi (Keio University)

Central limit theorems for non-symmetric random walks on nilpotent covering graphs

 

15:15-16:00 　Toshio Mikami (Tsuda University)

Regularity of Schrödinger's functional equation in the weak topology and its applications

 

*updated on July 13, 2018

・津田塾大学関係者以外の方が出席される場合は当日守衛所にて記帳をお願いします.

・Campus map: http://www.tsuda.ac.jp/about/campus-guide.html

・Access to Tsuda University：http://www.tsuda.ac.jp/about/access/index.html