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 |
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| 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 |
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| 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 |
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| 13:30 -- 14:20 | Hino, Masanori (Kyoto University): | |
| A weak version of the extension theorem for infinite
dimensional Dirichlet spaces |
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| 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 | |