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

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Program

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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

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