List of my talks
2023
The vanishing discount limit for infinite horizon finite state Markov decision processes with constraint, The eleventh meeting on Probability and PDE, Tsuda University (2023/08/29)
2022
Optimal trajectories for stochastic calculus of variations with inward drift and the generalized principal eigenvalue of HJB equations, Tokyo probability seminar, KeioUniversity (2022/11/14)
2021
Ergodicity of optimal feedback diffusions for stochastic ergodic control problems with inward drift, The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications (SSS '21), Ritsumeikan University (2021/10/31)
2020
Generalized principal eigenvalues for viscous Hamilton-Jacobi equations with bounded inward drift, Applied Analysis Seminar, Waseda University (2020/11/28)
Phase transitions arising in stochastic ergodic control with bounded inward drift, MSJ meeting 2020, Kumamoto University (2020/09/22)
Convergence of value functions for finite horizon Markov decision processes with boundary conditions, MSJ meeting 2020, Nihon University (2020/03/17)
Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift, Osaka Probability Seminar, Osaka University (2020/01/14)
2019
Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift, MSJ meeting 2019, Kanazawa University (2019/09/18)
Ergodic problems for viscous Hamilton-Jacobi equations with inward drift, Conference on PDEs, Dynamical Systems and Probability, Tsuda University (2019/02/22)
2018
Ergodic problems for viscous Hamilton-Jacobi equations with inward drift, International Conference ''Viscosity Solutions and Related Topics'', Tohoku University (2018/11/22)
Ergodic problems for viscous Hamilton-Jacobi equations with inward drift, Workshop on ''Stochastic partial differential equations and related topics'', Shinshu University (2018/07/26)
Ergodic problems for viscous Hamilton-Jacobi equations with inward drift, The tenth meeting on Probability and PDE, Tsuda University (2018/07/19)
Ergodic problems for viscous Hamilton-Jacobi equations with inward drift, Niigata Probability Workshop, Niigata University (2018/03/17)
Ergodic problems for viscous Hamilton-Jacobi equations with inward drift, Markov Processes and Related Fields, Fukuoka University (2018/03/07)
2017
Qualitative properties of generalized principal eigenvalues for viscous Hamilton-Jacobi equations, Nonlinear PDE for Future Applications --Optimal Control and PDE--, Tohoku University (2017/07/18)
Stochastic optimal control and partial differential equations, Colloquium of Department of Mathematics, Tohoku University (2017/07/05)
Criticality theory for stochastic optimal control, Okayama-Hiroshima Analysis Probability Seminar 2017, Okayama University (2017/02/21)
2016
Generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations, 2016 Workshop on Stochastic Control and Financial Applications, Hong Kong Polytechnic University, Hong Kong (2016/08/16)
2015
The generalized principal eigenvalue for viscous Hamilton-Jacobi equations with superquadratic Hamiltonians, Asymptotic problems for partial differential equations and viscosity solutions, RIMS, Kyoto University (2015/12/03)
The generalized principal eigenvalue for viscous Hamilton-Jacobi equations and stochastic optimal control, Colloquium of Department of Mathematics, Kyoto University (2015/10/14)
Phase transitions arising in some stochastic optimal control problems, Tokyo probability seminar, The University of Tokyo (2015/05/11)
Phase transitions arising in some stochastic optimal control problems, Viscosity solutions and related topics, Waseda University (2015/03/27)
Criticality of HJB equations and stochastic ergodic control, Seminaire d'Analyse, Universite de Tours, Tours, France (2015/02/26)
2014
Phase transitions for controlled Markov chains on infinite graphs, Symposium on probability theory 2014, RIMS, Kyoto University (2014/12/17)
Phase transitions for controlled Markov chains on infinite graphs, The ninth meeting on probability and PDE, Tsuda College (2014/11/14)
Phase transitions in stochastic optimal control, Stochastic problems associated with partial differential equations, RIMS, Kyoto University (2014/09/17)
Phase transitions for controlled Markov chains on infinite graphs, Probability Seminar, Institute of Mathematics, Academia Sinica, Taiwan (2014/08/26)
The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type, Stochastic Processes and Mathematical Finance, Kansai University (2014/02/24)
Criticality theory for Hamilton-Jacobi-Bellman equations, KatarouSuurikaiseki, Hiroshima University (2014/02/18)
2013
The generalized principal eigenvalue for ergodic type HJB equations, MSJ meeting 2013, Ehime University (2013/09/24)
The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type, Probability Seminar, Institute of Mathematics, Academia Sinica, Taiwan (2013/09/02)
The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type, Kumamoto Applied Analysis Seminar, Kumamoto University (2013/07/27)
Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control, Differential Equations and Applications seminar, University of Padova, Padova, Italy (2013/06/20)
On the criticality of viscous Hamilton-Jacobi equations, MSJ meeting 2013, Kyoto University (2013/03/22)
Asymptotic problems for viscous Hamilton-Jacobi equations and stochastic control, MSJ meeting 2013, Kyoto University (2013/03/20)
Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control, PDE seminar, Brown University, Providence, USA (2013/03/08)
Criticality of ergodic type HJB equations and stochastic ergodic control, Workshop on Finance Stochastics and Asymptotic Analysis, Osaka University (2013/02/11)
On the criticality of viscous Hamilton-Jacobi equations, Matsuyama analysis seminar, Ehime University (2013/02/09)
On the criticality of viscous Hamilton-Jacobi equations, Fukae workshop on differential equations 2013, Kobe University (2013/01/25)
A variational formula for asymptotic solutions of viscous Hamilton-Jacobi equations, FMSP Tutorial Workshop "Weak KAM Theory and Related Topics", The University of Tokyo (2013/01/15)
Criticality of ergodic type Hamilton-Jacobi-Bellman equations and stochastic ergodic control, Markov processes and Stochastic Analysis, Kyoto University (2013/01/13)
2012
Criticality of ergodic type HJB equations and stochastic ergodic control, Symposium on probability theory 2012, RIMS, Kyoto University (2012/12/19)
Criticality of ergodic type HJB equations and stochastic ergodic control, Probability seminar, Tohoku University (2012/11/30)
Criticality of Hamilton-Jacobi-Bellman equations and stochastic ergodic control, MSJ meeting 2012, Kyushu University (2012/09/18)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Kyusyu functional equations seminar, Fukuoka University (2012/06/29)
Long time asymptotic problems for stochastic optimal control and related variational problems, Progress in Variational Problems, RIMS, Kyoto University (2012/06/12)
Large time asymptotic problems for stochastic control with superlinear cost and associated partial differential equations, Analysis seminar, Tohoku University (2012/05/11)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Probability seminar, National Central University, Taiwan (2012/03/21)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Probability seminar, National ChiaoTung University, Taiwan (2012/03/19)
Large time asymptotic problems for stochastic optimal control, Mathematical physics and Stochastic analysis, Shonan village center, Kanagawa (2012/03/14)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, CREST and 4th Ritsumeikan-Florence Workshop on Risk, Simulation and Related Topics, Ritsumeikan Asia Pacific University (2012/03/08)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, 13th Workshop on Nonlinear Partial Differential Equations, Waseda University (2012/03/05)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2012/02/21)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Analysis seminar, Kobe university (2012/02/09)
2011
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Dynamical Optimization in PDE and Geometry, Universite Bordeaux 1, Bordeaux, France (2011/12/19)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients, Osaka probability seminar, Osaka University (2011/10/18)
Large time asymptotic problems for viscous Hamilton-Jacobi equations, MSJ meeting 2011, Shinshu University (2011/09/29)
Large time asymptotic problems for some optimal stochastic control and associated partial differential equations, Hiroshima Applied Analysis seminar (16th), Hiroshima Univeristy (2011/08/31)
Large time asymptotic problems for optimal stochastic control with superlinear cost, Kyusyu probability seminar, Kyusyu Univeristy (2011/07/08)
Large time asymptotic problems for some stochastic control, Tokyo probability seminar, Tokyo Institute of Technology (2011/06/06)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients, Journee a Tours, Universite de Tours, Tours, France (2011/03/02)
On the large time behavior of solutions of Hamilton-Jacobi-Bellman equations, Okayama Probability and Analysis seminar, Okayama University (2011/02/18)
2010
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients, Probability seminar, National ChiaoTung University, Taiwan (2010/11/25)
Optimal control theory and partial differential equations, Colloquium at Department of Mathematics, National Central University, Taiwan (2010/10/21)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients, Probability seminar, Institute of Mathematics, Academia Sinica, Taiwan (2010/09/27)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients, SPA 2010 Osaka, Senri Life Science Center, Osaka (2010/09/06)
Probability theory and nonlinear partial differential equations, Probability YSS 2010, Grampus inn Shirahama, Wakayama (2010/08/18)
Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients, Symposium "Viscosity methods and nonlinear PDE", Hokkaido University (2010/07/23)
On the large time behavior of solutions of Hamilton-Jacobi-Bellman equations, MSJ meeting 2010, Keio University (2010/03/25)
Viscous Hamilton-Jacobi equations and associated diffusion processes, Seminaire d'analyse numeruque, Universite de Rennes 1, Rennes, France (2010/02/18)
Viscous Hamilton-Jacobi equations and associated diffusion processes, Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2010/02/16)
On the ergodic problem for viscous Hamilton-Jacobi equations, Fukae Workshop on Differential Equations, Kobe University (2010/01/22)
2009
On the ergodic problem for viscous Hamilton-Jacobi equations, Stochastic Problems and Nonlinear PDEs, Kyoto University (2009/11/30)
Recurrence and transience of diffusion processes associated with Bellman equations of ergodic type, One day seminar "Finance, Stochastics and Asymptotic analysis", Osaka University (2009/11/28)
Recurrence and transience of diffusion processes associated with nonlinear differential equations, Probability seminar, National ChiaoTung University, Taiwan (2009/11/11)
Recurrence and transience of optimal feedback processes associated with Bellman equations of ergodic type, Probability seminar, Institute of Mathematics, Academia Sinica (2009/11/02)
On the recurrence of diffusion processes associated with viscous Hamilton-Jacobi equations, Kansai probability seminar, Kyoto University (2009/10/16)
On the recurrence of diffusion processes associated with viscous Hamilton-Jacobi equations, Markov processes and stochastic analysis, Okayama University (2009/10/10)
On the ergodic problem for viscous Hamilton-Jacobi equations, MSJ meeting 2009, Osaka University (2009/09/25)
Long-time behavior of solutions of Hamilton-Jacobi equations, Probability seminar, Institute of Mathematics, Academia Sinica (2009/03/16)
Long-time behavior of solutions of Hamilton-Jacobi equations, Analysis seminar, Saitama University (2009/02/24)
2008
Long-time behavior of solutions of Hamilton-Jacobi equations with convex and coercive Hamiltonians, HMA seminar, Hiroshima University (2008/11/14)
Stochastic control and homogenization, Information and mathematical science seminar, Hiroshima University (2008/10/08)
Long-time behavior of solutions of Hamilton-Jacobi equations with convex and coercive Hamiltonians, Hiroshima applied analysis seminar, Hiroshima University (2008/09/03)
Long-time behavior of solutions of Hamilton-Jacobi equations with convex and coercive Hamiltonians, Viscosity Solutions of Differential Equations and Related Topics, RIMS, Kyoto University (2008/06/27)
Homogenization of partial differential equations and the probability theory, Nagoya probability seminar, Nagoya University (2008/06/16)
On the long-time behavior of viscosity solutions to Hamilton-Jacobi equations II, MSJ annual meeting 2008, Kinki University (2008/03/26)
On the long-time behavior of viscosity solutions to Hamilton-Jacobi equations I, MSJ annual meeting 2008, Kinki University (2008/03/26)
On the long-time behavior of viscosity solutions to Hamilton-Jacobi equations, Mini-workshop "KAM theory and viscosity solution", Fukuoka University (2008/03/19)
Long-time asymptotic problems for Hamilton-Jacobi Equations, Seminaire d'Analyse, Universite de Tours, Tours, France (2008/03/13)
On the long-time behavior of viscosity solutions to Hamilton-Jacobi equations, 8th Matsuyama analysis seminar, Ehime University (2008/02/12)
2007
On the long-time behavior of viscosity solutions to Hamilton-Jacobi equations, Studies on differential equations, Tokyo University (2007/12/14)
A dynamical approach to asymptotic solutions of Hamilton-Jacobi equations, PDE seminar, Hokkaido University (2007/11/05)
Asymptotic solutions of Hamilton-Jacobi equations with semi-periodic Hamiltonians, MSJ meeting 2007, Tohoku University (2007/09/21)
Periodic homogenization of Hamilton-Jacobi-Bellman equations, 11th International Symposium on Continuum Models and Discrete Systems, Ecole Nationale Superieure des Mines de Paris, Paris, France (2007/07/31)
On the long-time behavior of solutions of Hamilton-Jacobi equations, Hiroshima probability seminar, Hiroshima University (2007/06/19)
A dynamical approach to asymptotic solutions of Hamilton-Jacobi equations, International Conference for the 25th Anniversary of Viscosity Solution, The University of Tokyo (2007/06/04)
Asymptotic solutions of Hamilton-Jacobi equations and related topics, Todai probability seminar, Tokyo University (2007/01/17)
2006
A probabilistic approach to homogenization of nonlinear second order equations, Singularities arising in nonlinear problems (SNP2006), Kansai Seminar House, Kyoto (2006/12/04)
Recent results on asymptotic solutions of Hamilton-Jacobi equations, Asymptotic problems on partial differential equations and the theory of viscosity solution, Toyama University (2006/12/01)
Asymptotic solutions of Hamilton-Jacobi equations with non-periodic perturbations, Mathematical Models of Phenomena and Evolution Equations, RIMS, Kyoto University (2006/10/18)
A probabilistic approach to homogenization of Hamilton-Jacobi-Bellman equations, Probability seminar, Institute of mathematics, Academia Sinica, Taiwan (2006/09/25)
Asymptotic solutions of Hamilton-Jacobi equations with non-periodic perturbations, Probability seminar, Institute of mathematics, Academia Sinica, Taiwan (2006/09/18)
Asymptotic solutions of Hamilton-Jacobi equations with non-periodic perturbations, Stochatic Equations and Related Topics, University of Jena, Jena, Germany (2006/07/28)
Asymptotic solutions of Hamilton-Jacobi equations with non-periodic perturbations, Nonlinear Partial Differential Equations and Applications, Cortona, Italy (2006/06/23)
Asymptotic solutions of a class of Hamilton-Jacobi equations, Viscosity Solution Theory of Differential Equations and its Developments, RIMS, Kyoto University (2006/06/01)
The long-time behavior of solutions of Hamilton-Jacobi equations and Aubry-Mather theory, Todai probability seminar, The University of Tokyo (2006/01/25)
2005
A stochastic representation for fully nonlinear PDEs and its application to homogenization, Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2005/11/15)
Homogenization of nonlinear PDEs and backward SDEs, Analysis seminar, Saitama University (2005/10/07)
Homogenization of nonlinear PDEs and backward SDEs (2), Analysis seminar, Waseda University (2005/09/29)
Homogenization of nonlinear PDEs and backward SDEs (1), Analysis seminar, Waseda University (2005/09/14)
Stochastic representation for fully nonlinear PDEs and application to homogenization, Probability and PDE, Hokkaido University (2005/08/31)
Homogenization of fully nonlinear PDEs and backward SDEs, Viscosity Solution Theory of Differential Equations and its Developments, RIMS, Kyoto University (2005/06/29)
Stochastic representation for fully nonlinear PDEs and application to homogenization, Osaka Probability Seminar, Osaka University (2005/05/17)
2004
Limit theorem for controlled backward SDEs and homogenizations of Hamilton-Jacobi-Bellman equations, Osaka Probability Seminar, Osaka University (2004/10/26)
Limit theorem for controlled backward SDEs and homogenizations of Hamilton-Jacobi-Bellman equations, Tokyo Probability Seminar, Tokyo Institute of Technology (2004/10/18)
BSDE approach and homogenization, Evolution Equations for Deterministic and Stochastic Systems, TU Delft, Delft, Netherlands (2004/06/01)
Limit theorem for controlled backward SDEs and homogenizations of Hamilton-Jacobi-Bellman equations, Seminaire de probabilites, Universite Rennes 1, Rennes, France (2004/05/10)
Limit theorem for controlled backward SDEs and homogenizations of Hamilton-Jacobi-Bellman equations, Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2004/04/20)
2003
Homogeneisation d'EDPS du type Zakai (4), Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2003/11/25)
Homogeneisation d'EDPS du type Zakai (3), Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2003/10/28)
Homogeneisation d'EDPS du type Zakai (2), Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2003/10/21)
Homogeneisation d'EDPS du type Zakai (1), Seminaire d'analyse appliquee, Universite de Bretagne Occidentale, Brest, France (2003/10/14)
On homogenization for a class of SPDEs, Tokyo Probability Seminar, Tokyo Institute of Technology (2003/06/16)