From September 4, 2002, 10:00 through September 7, 2002, 16:50

At Lecture Hall (420) of RIMS from September 4 through September 6

At Room E of Kyoto International Conference Hall on September 7

**
Schedule** (All titles are tentative and may be changed.)

September 4 (Wednesday) | ||

9:50 -- 10:00 | Opening address by H. Kunita | |

10:00 -- 10:50 | Karatzas, Ioannis (Columbia University): | |

Convex duality in Probability, Mathematical Statistics, and Finance | ||

11:00 -- 11:50 | Nagai, Hideo (Osaka University): | |

Risk sensitive portfolio optimization, ergodic control and large deviation | ||

13:30 -- 14:20 | El Karoui, Nicole (Ecole Polytechnique): | |

Convex semimartingale, duality and optimisation (with P. Bank) | ||

14:30 -- 15:20 | Sekine, Jun (Osaka University): | |

Exponential hedging by solving another BSDE | ||

15:50 -- 16:40 | Hida, Takeyuki : | |

A Frontier of White Noise Analysis, in line with Ito Calculus | ||

16:50 -- 17:40 | Kunita, Hiroshi (Nanzan University): | |

Representation of Jump Martingales and Applications to Mathematical Finance | ||

September 5 (Thursday) | ||

10:00 -- 10:50 | R\"ockner, Michael (Universit\"at Bielefeld): | |

-analysis for the Kolmogorov operators of stochastic Burgers and Navier-Stokes equations | ||

11:00 -- 11:50 | Takeda, Masayoshi (Tohoku University): | |

Conditional gaugeability of generalized Schr\"odinger operators | ||

13:30 -- 14:20 | Lyons, Terry J. (University of Oxford): | |

The signature of a rough control | ||

14:30 -- 15:20 | Kumagai, Takashi (Kyoto University): | |

Sub-Gaussian estimates of heat kernels on a class of fractal-like graphs and the stability under rough isometries | ||

15:50 -- 16:40 | Fukushima, Masatoshi (Kansai University): | |

Function spaces and symmetric Markov processes | ||

16:50 -- 17:40 | Getoor, Ronald K. (University of California): | |

1. Recollections of times with K. Ito at Princeton and
later 2. Additive functionals and measures |
||

September 6 (Friday) | ||

10:00 -- 10:50 | \"Ust\"unel, Ali Suleyman (ENST, Paris): | |

Measure Transport, Monge-Ampere Equation and the Girsanov Theorem on Wiener Spaces | ||

11:00 -- 11:50 | Shigekawa, Ichiro (Kyoto University): | |

Square root of a Schr\"odinger operator and its norms | ||

13:30 -- 14:20 | Hino, Masanori (Kyoto University): | |

A weak version of the extension theorem for infinite
dimensional Dirichlet spaces |
||

14:20 -- 15:50 | Discussion | |

15:50 -- 16:40 | Watanabe, Shinzo : | |

Diffusions and stochastic flows in one dimensions | ||

16:50 -- 17:40 | Elworthy, David (University of Warwick): | |

Some problems in geometric stochastic analysis | ||

September 7 (Saturday) | ||

10:00 -- 10:50 | McKean, Henry P. (Courant Institute of Mathematical Sciences): | |

Probability and the Nonlinear Schr\"odinger Equation | ||

11:00 -- 11:50 | Kusuoka, Shigeo (University of Tokyo): | |

A limit theorem for a stochastic mechanical process | ||

13:40 -- 14:30 | Stroock, Daniel W. (Massachusetts Institute of Technology): | |

Ito's geometric interpretation of Ito's stochastic differential equations | ||

14:40 -- 15:30 | Ikeda, Nobuyuki : | |

Quadratic Wiener functionals and Ito's stochastic calculus | ||

16:00 -- 16:50 | Malliavin, Paul (University of Paris): | |

Stochastic Analysis on the group of Diffeomorphisms of the circle | ||

18:00 -- | Reception |