Presentations

2025

国内

1. A generalized coupling approach for the weak approximation of stochastic functional differential equations, 大阪大学確率論セミナー, 2025/01/28

International

1. Approximation of irregular functionals of SDEs, Advanced numerical methods for deterministic and stochastic differential equations, 2025/06/13,14, Vietnam Hanoi, Vietnam Institute for Advanced Study in Mathematics (VIASM)

2024

国内

1. 確率微分方程式の数値解析, 2023 年度確率論早春セミナー, 2024年02月20日, slide

2. Strong solutions and numerical schemes for non-colliding particle systems, 日本数学会2024年度秋季総合分科会, 2024年09月03日.

3. A generalized coupling approach for the weak approximation of stochastic functional differential equations, 応用確率論とその周辺in 東京,  2024年09月08日.

4. A generalized coupling approach for the weak approximation of stochastic functional differential equations, 確率解析とその周辺, 2024年12月4日.

5. A generalized coupling approach for the weak approximation of stochastic functional differential equations, 2024年度確率論シンポジウム, 2024年09月08日.

International

1. A generalized coupling approach for the weak approximation of stochastic functional differential equations, Numerical analysis and applications of SDEs (NAASDE), Bedlewo, 22.09.2024 - 28.09.2024.

2023

国内

1. Besov regularity of the density function for a class of SDEs with superlinearly growing coefficients and its application，九州確率論セミナー 2023年05月12日．

2. Besov regularity of the density function for a class of SDEs with superlinearly growing coefficients and its application，大阪大学確率論セミナー2023年06月20日．

3. Regularity of the density function for SDEs with BV drift，確率解析とその周辺 2023年12月15日

International

1. Besov Regularity of the Density Function for SDEs with Super-linearly Growing Coefficients and its Application, Stochastics around Finance, August 29 2023.

2. Besov regularity of the density function for SDEs, Stochastic Analysis, November 6–9, 2023

2022

国内

1.  Avikainen の不等式と確率数値解析, 関西大学 確率論研究会 2022, 2022年11月12-13日, slide.

2. CIR過程の数値解析について, 2022年度中之島ワークショップ 金融工学・数理計量ファイナンスの諸問題 2022, 2022年12月1日

International

3. "Numerical schemes for radial Dunkl processes", MFO-RIMS Tandem Workshop, 2022/3/21-25, slide, online.

4. "Numerical schemes for Dyson’s Brownian motions and radial Dunkl processes", Theory of Markov Semigroups and Schrödinger Operators seminar, Wrocław University of Science Technology, April 8, 2022, slide, online.

5. "Avikainen’s estimate and its application to numerical analysis for SDEs", Seminar on Probability and Mathematical Statistics at Vietnam Academy of Science and Technology Institute of Mathematics., slide, online.

6. ''Approximation for Lévy driven SDEs with irregular coefficient'', MATRIX conference, November 2, 2022, slide, online.

2021

国内

1.  "確率微分方程式の数値解析,  Euler–Maruyama 近似の近年の話題", 日本数学会2021年度年会特別講演, 特別講演予稿，slide.

2. "Numerical schemes for radial Dunkl processes", 確率解析とその周辺 (オンライン), November 4, 5 2021, slide.

International

1.  "Backward and truncated Euler--Maruyama schemes for radial Dunkl processes", International Conference on Monte Carlo Methods and Applications (MCM), online, slide.

2. "Numerical schemes for radial Dunkl processes", AIMS Ghana's Online Research Seminar Series, online, slide.

2020

国内

1.  "確率微分方程式の数値解析,  Euler–Maruyama 近似の近年の話題", 日本数学会2020年度年会特別講演, 特別講演予稿.

2. "Multi-dimensional Avikainen's estimates",  立命館大学ファイナンスセミナー(webinar), April 23, 2020 (webinar), slide.

3. "Multi-dimensional Avikainen's estimates", 大阪大学確率論セミナー(webinar), July 28, 2020 (webinar), slide.

4. "Multi-dimensional Avikainen's estimates", 確率解析とその周辺 (オンライン), November 24, 25 2020, slide.

International

1. "Multi-dimensional Avikainen's estimates", Probability Seminar of Toulouse, May 5, 2020 (webinar), slide.

2. "Multi-dimensional Avikainen's estimates", Monash Probability and Statistics Seminar, July 14, 2020 (webinar), slide.

3. "Multi-dimensional Avikainen's estimates",  14th International Conference on Monte Carlo and Quasi-Monte Carlo in Oxford, UK (online), August 09-14, 2020, slide.

2019

国内

1. "Probability density function of SDEs with unbounded and path--dependent drift coefficient", 関西大学 確率論セミナー, 5/2019.

2. "Implicit Euler--Maruyama scheme for radial Dunkl processes", 九州確率論セミナー, 福岡, July 26, 2019.

3. "Implicit Euler--Maruyama scheme for radial Dunkl processes", 確率論ヤングサマーセミナー 2019, 宮城, August 26-30, 2019.

4. "Implicit Euler-Maruyama scheme for radial Dunkl processes", 確率解析とその周辺, 東北大学, November 18-20, 2019.

5. "A generalized Avikainen’s estimate and its applications", 第七回数理ファイナンス合宿型セミナー, November 22-24, 2019, slide.

6. "A generalized Avikainen’s estimate and its applications", 確率論シンポジウム, 慶應義塾大学, September 16-19, 2019, slide.

International

1. "On the Euler-Maruyama scheme for degenerate SDEs with non-sticky boundary condition", Stochastic processes and related topics, Kansai University, February 21, 2019, slide.

2. "Probability density function of SDEs with unbounded and path--dependent drift coefficient", ICIAM Congress (the international Congress of Industrial and Applied Mathematics) , in Valencia, Spain, July 15-19, 2019

2018

国内

1. "Newton's method for BSDEs", 大阪大学確率論セミナー, 5/2018.

2. "Gaussian bound for the density of SDEs with unbounded and path-dependent drift", 福岡大学確率論セミナー, 6/2018.

3. "Probability density function of SDEs with unbounded and path--dependent drift coefficient", 確率解析とその周辺, 11/2018, slide.

4. "Jump型CIR過程の離散近似について", 金融工学・数理計量ファイナンスの諸問題 2018, 11/29/2018, slide.

International

1. "Implicit Euler-Maruyama scheme for non-colliding particle systems", Workshop on "Mathematical finance and related issues",  Osaka University Nakanoshima Center, March 16, 2018.

2. "Semi-implicit Euler-Maruyama scheme for non-colliding particle systems", 13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing, Rennes, France, July 3, 2018, slide.

3. "Semi-implicit Euler-Maruyama scheme for non-colliding particle systems", The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Taipei, Taiwan, July 9, 2018, slide.

4. "On a positivity preserving scheme for the alpha-CIR process", Ritsumeikan Workshop on Probability Theory and its Applications to Insurance and Finance, Japan, Shiga, Oct 18, 2018.

2017

国内

1. "On the Euler-Maruyama scheme for SDEs with discontinuous diffusion coefficient", Okayama Probability Seminar, 1/2017.

2. "On the Euler-Maruyama scheme for SDEs with irregular coefficients", Osaka, 確率論早春セミナー, 3/2017, Slide

3. "On the Euler-Poisson scheme for SDEs with positive jumps and Holder continuous coecient", The mathematical society of Japan, Tokyo, 3/2017.

4. "Semi-implicit Euler-Maruyama scheme for non-colliding particle systems", Fukuoka, 九州確率論セミナー, 6/2017.

5. "確率微分方程式の解の一意性について", 確率論ヤングサマーセミナー, Slide, Okayama, Aug. 7-11/2017.

6. "Discrete approximations for non-colliding SDEs", Shiga, 確率解析シンポジウム, Oct. 16-18/2017.

7. "Discrete approximations for non-colliding SDEs", Miyagi, 確率論シンポジウム, ショートコミュニケーション, Dec. 11-14/2017.

International

1. "Semi-implicit Euler-Maruyama scheme for non-colliding particle systems", Osaka-UCL Workshop on Stochastics, Numerics and Risk, Osaka, 3/2017, Slide.

2. "On the Euler-Maruyama scheme for SDEs with discontinuous diffusion coefficient", International Conference on Monte Carlo Methods and Applications, Canada, 7/2017, Slide.

2016

国内

1. "Euler-Maruyama approximation for SDEs with bounded p-variation drift", 大阪大学確率論セミナー, 2/2016

2. "Euler-Maruyama scheme for SDEs with dis-continuous diffusion coefficient", 確率論ヤングサマーセミナー, Mie, 8/2016, Slide

3. "Euler Maruyama scheme for SDEs with discontinuous diffusion coefficient", The mathematical society of Japan, Osaka, Kansai University, 9/2016, Slide

4. "On the Euler-Maruyama scheme for SDEs with discontinuous diffusion coefficient", Stochastic Analysis and Related Topics 2016, Kyusyu University, 11/2016, Slide

International

1.  "On the Euler-Maruyama scheme for SDEs with irregular coefficients", The Fourth Asian Quantitative Finance Conference (AQFC), Osaka University Nakanoshima Center, 2/2016, Slide

2. "Euler-Maruyama approximation for SDEs with irregular coefficients", Statistics Seminar, UNSW, Sydney, 8/2016,  Slide

3. "Euler-Maruyama scheme for SDEs with fractional differential drift", Workshop: Stochastic processes - numerical methods and related topics, Hanoi, Viet Nam 8/2016.

2015

国内

1. "Weak approximation for non-smooth functionals of SDEs with irregular drift", 確率論早春セミナー, Siga, Ritsumeikan university, 3/2015, Slide

2. "Parametrix method for skew diffusions", The mathematical society of Japan, Tokyo, Meiji University, 3/2015, Slide

3. "Numerical Results for Stochastic Differential Equations via Parametrix Method", The Japanese Association of Financial Econometrics and Engineering (JAFEE), Chuo University, 8/2015.

4. "Approximation for non-smooth functionals of SDEs with irregular drift", The mathematical society of Japan, Kyoto, Kyoto Sangyo University, 9/2015, Slide

5. "Parametrix method for skew diffusions", Stochastic Analysis and Related Topics 2015, Osaka University, 10/2015, Slide

6. "Weak and Strong rate for the Euler-Maruyama scheme for SDEs with irregular coefficients", 数理ファイナンス合宿型セミナー, 11/2015, Slide

7. "On the Euler-Maruyama approximation for one-dimensional SDEs with irregular coefficients", Symposium on Probability Theory, Okayama, Okayama university, 12/2015,  Slide

International

1.  "Weak approximation for non-smooth functionals of SDEs with irregular drift", 5th-Ritsumeikan-Monash Symposium on Probability and Related Fields, Melbourne, Australia, Monash University, 3/2015, Slide

2. "The rate of convergence for the Euler scheme for stochastic differential equation with irregular drift", Workshop on Quantum Information Theory and related Topics, Hanoi, Viet Nam September, 1,2,3, 2015, Slide

3. "Parametrix method for skew diffusions", Probability and Applied Mathematics Seminar, Hanoi, Viet Nam 9/2015, Slide

2014

国内

1. "Strong Rate of Euler-Maruyama Approximation for Stochastic Differential Equations with Irregular Coefficients", 数理ファイナンス合宿型セミナー（ショートコミュニケーション） Shizuoka, 1/2014, Slide

2. "Strong Rate of Euler-Maruyama Approximation for Stochastic Differential Equations with Irregular Coefficients", The mathematical society of Japan, Tokyo, Gakushuin University, 3/2014, Slide

3. "Stability problem for SDEs with discontinuous drift", 確率論ヤングサマーセミナー, Nigata, 8/2014. Slide

International

1. "Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations with Irregular Coefficients", The Quantitative Methods in Finance 2014 Conference, Australia, Sydney, 12/2014,  Slide