Name: Ryoji Takano (髙野凌史)
Affiliation: Assistant Professor, Faculty of Economics and Business Administration, Tokyo Metropolitan University.
Address: 18F Marunouchi Eiraku Building, 1-4-1 Marunouchi, Chiyoda-ku, Tokyo, 100-0005, Japan
Email: rtakano [at] tmu.ac.jp
Stochastic analysis and its applications. In particular:
Singular stochastic PDEs, regularity structures
Rough path analysis
Rough volatility
Employment
Jan. 2026 - present. Assistant Professor, Faculty of Economics and Business Administration, Tokyo Metropolitan University.
Oct. 2025 - Dec, 2025. Research Fellow (PD)*, Japan Society for the Promotion of Science.
Apr. 2025 - Sep. 2025. Research Fellowship for Young Scientists (DC2), Japan Society for the Promotion of Science.
Apr. 2024 - Sep. 2025. Part-time Lecturer, Institute for General education, Setsunan University.
*The category was changed from (DC2) since I obtained the doctral degree.
Education
Apr, 2023 - Sep.2025. Department of Systems Innovation, Graduate School of Engineering Science, Osaka University (Doctoral course).
Apr, 2021 - Mar, 2023. Department of Systems Innovation, Graduate School of Engineering Science, Osaka University (Master's course).
Apr, 2017 - Mar, 2021. Department of Mathematical Sciences, School of Science and Technology, Kwansei Gakuin University.
Grants
Apr, 2025 - present. Grants-in-Aid for Scientific Research Grant-in-Aid for JSPS Fellows.
Apr, 2023 - Mar, 2025. JST SPRING (JPMJSP2138)
Research Abroad
26th Sep. 2025 - 26th Oct. 2025. the Université de Bretagne Occidentale, France (Host: Ismaël Bailleul).
3rd Nov. 2025 - 30th Nov. 2025. TU-Berlin, Germany (Host: Peter K. Friz, also supported by Christian Bayer)
Conference
Feb. 13-14, 2025. New Trends in Rough Path Analysis.
I. Bailleul, M. Hoshino, and R. Takano, Transportation cost inequalities for singular SPDEs. arXiv:2511.19216.
M.Hoshino and R. Takano, A semigroup approach to the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions, Stoch PDE: Anal Comp 13, 1181–1219 (2025), arXiv:2408.04322.
R. Takano, Large Deviation Principle for Stochastic Differential Equations Driven by Stochastic Integrals, SIAM Journal on Financial Mathematics Vol.16, 2, p480-515, (2025), arXiv:2403.14321.
M. Fukasawa, R. Takano, A partial rough path space for rough volatility, Electron. J. Probab. 29 (2024), article no. 18, 1–28, arXiv:2205.09958.
2025
Large deviations for rough volatility, FS Stochastische Analysis und Stochastik der Finanzmärkte, Humboldt University, Nov. 2025. [invited]
Large deviations for rough volatility, Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics, Weierstrass Institute for Applied Analysis and Stochastics, Nov. 2025. [invited]
A semigroup approach to the reconstruction theorem for singular modelled distributions and its applications, French-Japanese Conference on Probability and Interactions, Waseda University, Sep. 2025, poster session.
Transportation cost inequalities for BPHZ models, Stochastic Processes and Complex Systems, Tohoku University, Aug. 2025. [invited]
Large deviation principle for stochastic differential equations driven by stochastic integrals, 2025年度確率論ヤングサマーセミナー, おおむたハイツ, 2025年8月．
A semigroup approach to the reconstruction theorem for singular modelled distributions and its application, 東京確率論セミナー, 東京大学, 2025年7月. [invited]
A semigroup approach to the reconstruction theorem and its applications, Far East Probability Workshop 2025, Hokkaido University, June 2025. [invited]
A semigroup approach to the reconstruction theorem and its applications, Third China-Japan-Korea Joint Probability Workshop, Kyoto university, May. 2025.
A semigroup approach to the reconstruction theorem and its applications, 東北大学数学教室確率論セミナー, 東北大学, 2025年4月. [invited]
A semigroup approach to the reconstruction theorem and its applications, 2024年度日本数学会年会, 早稲田大学, 2025年3月.
Large deviation principle for rough volatility models, Winter Workshop on Operations Research, Finance and Mathematics, 2025, Hokkaido, Feb. 2025.
A semigroup approach to the reconstruction theorem and its applications, New Trends in Rough Path Analysis, Osaka university, Feb. 2025.
Large deviation principle for rough volatility models, Ritsumeikan University Probability and Mathematical Finance Seminar, Ritsumeikan University, Jan. 2025. [invited]
2024
A semigroup approach to the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions, 2024年度確率論シンポジウム, 京都大学, 2024年12月.
Large deviation principle for rough volatility models, UQ-Osaka Seminar on Financial Mathematics and Economics, online, Dec. 2024. [invited]
Large deviation principle for stochastic differential equations driven by stochastic integrals, 確率解析とその周辺, ソニックシティビル, 2024年12月.
Large deviation principle for rough volatility models, TMU Workshop on Finance 2024, Tokyo Metropolitan University, Sep. 2024. [invited]
A semigroup approach to the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions, 2024 Open German-Japanese Conference on Stochastic Analysis and Applications, Hokkaido University, Sep. 2024, poster session.
確率積分が駆動する確率微分方程式に対する大偏差原理, 日本数学会2024年度秋季総合分科会, 大阪大学, 2024年9月．
A semigroup approach to the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions, 2024年度確率論ヤングサマーセミナー, 西谷津温泉宮本の湯, 2024年8月．
Large deviation principle for stochastic differential equations driven by stochastic integrals, The Eighth Asian Quantitative Finance Conference, National Taipei University of Technology, Aug. 2024.
Large deviation principle for stochastic differential equations driven by stochastic integrals, 九州大学確率論セミナー, 九州大学, 2024年6月. [invited]
ラフボラティリティモデルに対する大偏差原理, 丸の内QFセミナー, 東京都立大学, 2024年5月. [invited]
Large deviation principle for stochastic differential equations driven by stochastic integrals, 関西確率論セミナー, 京都大学, 2024年5月. [invited]
A partial rough path space for rough volatility, Winter Workshop on Operations Research, Finance and Mathematics 2024, Hokkaido, Mar. 2024.
A partial rough path space for rough volatility, 関西大学確率論セミナー, 関西大学, 2024年2月. [invited]
A partial rough path space for rough volatility, 16 Bachelier Colloquium, France, Jan. 2024．
2023
A partial rough path space for rough volatility, 大阪大学確率論セミナー, 大阪大学, 2023年4月，
The large deviation for the Lyons-Victoir extension, 確率論早春セミナー2023, 奈良女子大学, 2023年3月．
The large deviation for the Lyons-Victoir extension, 日本数学会2023年度年会, 中央大学, 2023年3月．
The large deviation for the Lyons-Victoir extension, Osaka-UCL Mini-Workshop on Stochastics, Numerics and Risk, Osaka University, Feb. 2023．
2022
The large deviation for the Lyons-Victoir extension, 2022年度確率論シンポジウム, 京都大学, 2022年12月.
A partial rough path space for rough volatility, 2022年度確率論ヤングサマーセミナー, 京都大学, 2022年8月．
A partial rough path space for rough volatility, 日本数学会2022年度年会, 2022年3月,（コロナウイルス蔓延措置有：詳細）
A partial rough path space for rough volatility, 日本応用数理学会第18回研究部会連合発表会, オンライン, 2022年3月
2021
A partial rough path space for rough volatility, 2021年度確率論シンポジウム, オンライン, 2021年12月．
Rough Pathについて, 2021年度確率論若手セミナー, オンライン, 2021年8月．