No.1620
Šm—¦”’l‰ðÍ‚ɉ—‚¯‚鏔–â‘èC‡[
The 8th Workshop on Stochastic Numerics
RIMS ‹¤“¯Œ¤‹†•ñW
@
2008/07/07`2008/07/09
¬ì@d‹`
Shigeyoshi Ogawa
@
–ځ@ŽŸ
@
1. High frequency statistics with irregularly spaced observations (The 8th Workshop on Stochastic Numerics)--------------------------1
@@@@Œcœä‹`m‘åŠwŒo‰cŠÇ—Œ¤‹†‰È / / “Œ‹ž‘åŠw”—‰ÈŠwŒ¤‹†‰È@@@—Ñ ‚Ž÷ / / ‹g“c •üL@(Hayashi,Takaki / Jacod,Jean / Yoshida,Nakahiro)
@
2. Testing finite activity against infinite activity for jumps, for high frequency observation : an overview (The 8th Workshop on Stochastic Numerics)---11
@@@@Department of Economics, Princeton University / Institut de mathematiques de Jussieu, Universite P. et M. Curie@@@Ait-Sahalia,Yacine / Jacod,Jean
@
3. Empirical Invariance in Stock Market and Related Problems (The 8th Workshop on Stochastic Numerics)------------------------------18
@@@@Institute of Mathematics, Academia Sinica@@@Hwang,Chii-Ruey
@
4. An Invariance Property for Exchangeable Sequence : Application to Stock Price Data (The 8th Workshop on Stochastic Numerics)-----23
@@@@Division of Theoretical Statistics & Mathematics, Indian Statistical Institute@@@Goswami,Alok
@
5. Nonlinear Time Series Analysis of Stock Return Variation (The 8th Workshop on Stochastic Numerics)-------------------------------27
@@@@—§–½ŠÙ‘åŠw—HŠw•” / ŠwK‰@‘åŠwŒoÏŠwŒ¤‹†‰È@@@‹{–ì ‰ëÆ / ’C–¤ Œ›ˆê@(Miyano,Takaya / Tatsumi,Kenichi)
@
6. An attempt to the real-time estimation of the spot volatility (The 8th Workshop on Stochastic Numerics)--------------------------39
@@@@—§–½ŠÙ‘åŠw—HŠw•”@@@¬ì d‹`@(Ogawa,Shigeyoshi)
@
7. Economic growth under two stochastic perturbations (The 8th Workshop on Stochastic Numerics)-------------------------------------53
@@@@’†‰›‘åŠw¤Šw•”@@@¼‰ª š —Y@(NISHIOKA,Kunio)
@
8. Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts (The 8th Workshop on Stochastic Numerics)---67
@@@@ˆ¤•Q‘åŠw—Šw•”@@@Îì •ÛŽu@(Ishikawa,Yasushi)
@
9. Portfolio optimization for piecewise concave criteria functions (The 8th Workshop on Stochastic Numerics)------------------------81
@@@@Laboratoire de Probabilites et Modeles Aleatoires, CNRS UMR 7599, Universite Paris 7 / Laboratoire de Probabilites et Modeles Aleatoires, CNRS UMR 7599, Universite Paris 7@@@Carassus,Laurence / Pham,Huyen
@
10. On a $J_1$-convergence theorem for stochastic processes on $D[0, \infty)$ having monotone sample paths and its applications (The 8th Workshop on Stochastic Numerics)---109
@@@@—®‹…‘åŠw—Šw•”@@@ŽR—¢ áÁ@(Yamazato,Makoto)
@
11. New generation wavelets associated with statistical problems (The 8th Workshop on Stochastic Numerics)-------------------------119
@@@@Paris 7 / Paris 7@@@KERKYACHARIAN,Gerard / PICARD,Dominique
@
12. Some remarks on approximate sampling theorems : estimate with Besov norm and an application (The 8th Workshop on Stochastic Numerics)---147
@@@@Žñ“s‘åŠw“Œ‹ž—HŠwŒ¤‹†‰È / Ž©Ž¡ˆã‰È‘åŠw@@@‰ª“c ³–¤ / ã–ì •qG@(Okada,Masami / Ueno,Toshihide)
@
13. Analysis of Noise Sensitivity of Attractor Selection (The 8th Workshop on Stochastic Numerics)---------------------------------150
@@@@‘åã‘åŠwî•ñ‰ÈŠwŒ¤‹†‰È / ’}”g‘åŠwƒVƒXƒeƒ€î•ñHŠwŒ¤‹†‰È@@@ƒ‰ƒCƒvƒjƒbƒc Œ«Ž¡ / “c ³l@(Leibnitz,Kenji / Koda,Masato)
@
14. Privacy Preserving Independent Component Analysis (The 8th Workshop on Stochastic Numerics)------------------------------------162
@@@@“d—Í’†‰›Œ¤‹†Š / “d—Í’†‰›Œ¤‹†Š@@@²–ì ‰ÄŽ÷ / ŽÂŒ´ –õŽu@(Sano,Natsuki / Sinohara,Yasusi)
@
15. Some problems of algorithmic randomness on product space (The 8th Workshop on Stochastic Numerics)-----------------------------175
@@@@“Œv”—Œ¤‹†Š@@@‚‹´ —El@(Takahashi,Hayato)
@
16. Uniform Sets and Complexity (The 8th Workshop on Stochastic Numerics)----------------------------------------------------------197
@@@@¼ŽR‘åŠwŒoÏŠw•”@@@Š˜] “N˜N@(KAMAE,Teturo)
@
17. Low discrepancy sequences (The 8th Workshop on Stochastic Numerics)------------------------------------------------------------204
@@@@“ú–{‘åŠw•¶—Šw•”@@@X ^@(Mori,Makoto)
@