Representations of Stochastic Processes and Isomorphism Problems of Filtrations

February 5th-7th, 2003
Room 115, Research Institute for Mathematical Sciences
Kyoto University
Kyoto, 606-8502, JAPAN

　

Program

　

February 5 (Wed.)
10:00-11:00	Boris Tsirelson (Tel Aviv Univ.)
	Higher levels of Wiener chaos (I)
11:10-12:10	Michel Emery (Univ. Strasbourg)
	Time-changing a Brownian motion to make its filtration non-Brownian
13:40-14:40	Masuyuki Hitsuda (Kumamoto Univ.)
	Canonical property on the representation of a Gaussian process and its innovation (I)
14:50-15:50	Jon Warren (Univ. Warwick)   Shinzo Watanabe (Ritsumeikan Univ.)
	On spectra of noises associated with Harris flows (I)
16:00-17:00	Ching-Tang Wu (National Univ. of Kaohsiung)
	Further results on some singular linear stochastic differential equations
February 6 (Thur.)
10:00-11:00	Takeyuki Hida
	On innovation in random complex systems
11:10-12:10	Boris Tsirelson (Tel Aviv Univ.)
	Higher levels of Wiener chaos (II)
13:40-14:40	Jon Warren (Univ. Warwick)   Shinzo Watanabe (Ritsumeikan Univ.)
	On spectra of noises associated with Harris flows (II)
14:50-15:50	Masuyuki Hitsuda (Kumamoto Univ.)
	Canonical property on the representation of a Gaussian process and its innovation (II)
16:00-17:00	Yuji Hibino (Saga Univ.)
	On the noncanonical representations of an n-dimensional Brownian motion
February 7 (Fri.)
10:00-11:00	Ching-Tang Wu (National Univ. of Kaohsiung)
	On weak Brownian motions of arbitrary order
11:10-12:10	Shinzo Watanabe (Ritsumeikan Univ.)
	A duality in one-dimensional diffusions, stochastic flows and noises
13:40-14:40	Jon Warren (Univ. Warwick)
	A stochastic flow arising in the study of local times
14:50-15:50	Michel Emery (Univ. Strasbourg)
	On the loss of information associated to gamma bridges
16:00-17:00	Jiro Akahori (Ritsumeikan Univ.)   Shinzo Watanabe (Ritsumeikan Univ.)
	Noises in stochastic processes - noise stability and sensitivity