Talks

1. A real time estimation scheme for the volatility of jump diffusion processes. First Florence - Ritsumeikan Workshop on Finance and Risk Theory. Florence , 11-12-13 March 2009.

2. On the real-time estimation scheme for the spot volatilities. 33rd Conference on Stochastic Processes and Their Applications. Berlin 27–31 July 2009.

3. A central limit theorem and its application for the estimation of the spot volatilities. 2009 Young Summer Seminar. Shiga, 18–22 August 2009.

4. On the real-time estimation scheme for the spot volatilities in the simultaneous presence of microstructure noise and jumps. Ritsumeikan Innovation Fair. 11th December 2009.

5. On the real-time scheme for spot volatility estimation in the presence of microstructure noise and jumps. Workshop on Stochastic Processes and Applications to Mathematical Finance. Ritsumeikan 10-11 March 2010.

6. On the real-time estimation scheme for the spot volatilities and its application. Workshop and Spring school on stochastic calculus and applications. Taipei 9-17 April 2010.

7. On the discrete approximation of occupation time of diffusion processes. Mathematical Finance and its surroundings. Tokyo University 27-28 January 2011.

8. On the discrete approximation for edokko option, Statistical inference and numerical analysis for stochastic processes and financial econometrics. Florence 17-18 March 2011.

9. An integrated cross-volatility estimation for diffusions with asynchronous noisy observations. 2nd mathematical finance seminar camp, Tokyo, November 3rd 2012.

10. Central limit theorems for Euler-Maruyama approximation of SDEs. Mathematical Finance Seminar, Ritsumeikan University, November 8th 2012.

11. Discrete approximation of some non-smooth functionals of diffusions. Mathematical Seminar, University of the Ryukyus, January 16th 2013.

12. Approximations of non-smooth integral type functionals of one dimensional diffusion processes. Mathematical Finance Seminar, Ritsumeikan University, February 14th 2013.

13. Weak approximation of SDE with irregural drift. Mathematical Finance Seminar, Ritsumeikan University, July 25th 2013.

14. Euler-Maruyama approximation for SDEs driven by fractional Brownian motion. Mathematical Finance Seminar, Ritsumeikan University August 1st 2013.

15. Approximation for stochastic differential equations: Irregular case. The 8th Vietnamese Mathematical Conference. Nha Trang August 10th 2013.

16. An Application of Yamada-Watanabe Approximation to Study the Strong Rates of Convergence of the Approximation for Stochastic Differential Equations. The 12th Workshop on Optimization and Scientific Computing. Hanoi April 23-25th, 2014.

17. Numerical approximation for stochastic differential equations with irregular coefficients. The meeting of Mathematics Department, HNUE, May 29th 2014.

18. Some recent results in numerical simulation of stochastic differential equations. Series of lectures on Differential Equations and Dynamical Systems. VIASM Hanoi, September 4th and 11th, 2014.

19. Strong Approximation for Highly Nonlinear Stochastic Functional Differential Equations with Distributed Delays. 6th International Conference on High Performance Scientific Computing. Hanoi March 20th 2015.

20. Numerical approximation for stochastic differential equations with irregular coefficients. The 5th Vietnam National Congress in Probability and Statistics. Da Nang, May 23-25, 2015 (Plenary Lecture)

— Aug 25, 2010 5:50:17 AM