The 3rd Keio-Yonsei Workshop

Date:

May 24-25, 2012

Place:

Keio University

May 24 (Thursday)

Morning Session (at Kosei building 3F)

9:30-10:20 Sung Chul Lee
Path-dependent option pricing under a regime-switching beta model(Joint work with Geonwoo Kim)
10:30-11:20 Yasuhito Miyamoto
Stable pattern and Morse index one solutions
11:30-12:20 Jae-Suk Park
Homotopical Probability Theory

Algebra session (at Kosei building 3F)

13:30-13:50 Yuuki Takai
On Sturm's theorem for modular forms
14:00-14:20 Joongjo Lee
Ranks of Jacobians of curves related to binary forms
14:30-14:50 Satoshi Fujii
On p-ramifications and pseudo-null submodules for $\mathbb{Z}_p^2$-extensions
== Coffee break ==
15:20-15:40 Yongwok Jeon
About $K_2$ and Galois cohomology
15:50-16:10 Takahiro Kitajima
On the orders of $K_2$ of ring of integers in the cyclotomic $\mathbb{Z}_p$-extensions of $\mathbb{Q}$
16:20-16:40 Kazuaki Murakami
On the isomorphism classes of Iwasawa modules
17:00-17:20 Jiae Eom
The Tree For Hyper M-ary Partition Functions
17:30-17:50 Hayan Nam
The proof of the pentagonak number theorem using Fix-Project model

Analysis and Geometry session (at 14-631)

13:30-13:50 Tongkeun Chang
Boundary Integral Operator for the Fractional Laplace Equation in a Bounded Lipschitz Domain
14:00-14:20 Yun Sung Chung
An algebraic method for identification of multipoles
14:30-14:50 Shintaro Kondo
Initial Boundary Value Problem for Model Equations of Resistive Drift Wave Turbulence with Stepanov-Almost-Periodic Initial Data
== Coffee break ==
15:20-15:40 Jongkeun Choi
Green's functions for second order elliptic systems in divergence form with Neumann boundary conditions
15:50-16:10 Masashi Aiki
Motion of a Vortex Filament with Axial Flow in the Half Space
16:20-16:40 Minsuk Yang
Harmonic Analysis and Stochastic Partial Differential Equations
17:00-17:20 Jiae Eom
The Tree For Hyper M-ary Partition Functions
17:30-17:50 Jun Nonaka
Coxeter polyhedra in hyperbolic spaces

Statistics, Probability and Math Finance session (at 14-733)

13:30-13:50 Tomoaki Imoto
A Convolution of Binomial and Negative Binomial Variables
14:00-14:20 Yicheng Hong
Poisson point process with detection and rest
14:30-14:50 Ryoichi Suzuki
A Clark-Ocone type formula under change of measure for canonical Lévy processes
== Coffee break ==
15:20-15:40 Sunyong Choi
Various interest rate models on the pricing of an intensity-based defaultable bond
15:50-16:10 Shogo Kato
A family of circular distributions arising from Brownian motion
16:20-16:40 Sojeong Shin
Binomial tree method for American put options : Under the CEV model

May 25 (Friday)

Morning Session (at Kosei building 3F)

9:30-10:20 Tomonari Sei
Holonomic gradient methods for likelihood analysis
10:30-11:20 Sung Soon Kim
On the center of the Iwahori-Hecke algebra
11:30-12:20 Shuji Yamamoto
Weighted lonesum matrices and their generating function(Joint work with Ken Kamano and Yasuo Ohno)

Algebra session (at Kosei building 3F)

13:30-13:50 Hajime Kaneko
On the base-b expansions of algebraic irrational numbers
14:00-14:20 A. Sankaranarayanan
On the mean-square of certain error term (Joint work with Huixue Lao)
14:30-14:50 Takashi Miura
On the Fitting ideals of the ideal class groups of CM-fields
== Coffee break ==
15:20-15:40 Jiro Nomura
Non-abelian Brumer's conjecture for $\mathfrak{S}_3 \times \mathbb{Z}/2\mathbb{Z}$ extensions
15:50-16:10 Tomoki Hirotsune
$p$-adic Eisenstein-Kronecker series and special values of $p$-adic $L$-functions
16:20-16:40 Takamichi Sano
Euler systems and the structure of Selmer groups
17:00-17:20 Hyungjoon Kim
Applications of Infinitary Combinatorics in Model Theory

Analysis and Geometry session (at 14-631)

13:30-13:50 Yoichi Matsuo
Parallel Gram-Schmidt Method with Optimal Block-size
14:00-14:20 Myoungho Yoon
Optimal control of a HIV infection model
14:30-14:50 Yasushi Nagai
Spaces of Tilings and C*-algebras Associated to Them
== Coffee break ==
15:20-15:40 Mitsuhiro Imada
Normality of complex contact manifolds
15:50-16:10 Donghui Kim
Homotopical algebras in quantum theories
16:20-16:40 Nobuhiko Otoba
New examples of Riemannian metrics with constant scalar curvature
17:00-17:20 Shota Murakami
Classification of Inoue Surfaces

Statistics, Probability and Math Finance session (at 14-733)

13:30-13:50 Minzhen Wang
A Bivariate Cardioid Distribution
14:00-14:20 Yejin Kim
Volatility Merton Problem with Markovian Jumps
14:30-14:50 Mayumi Naka
Challenges in Biological Data Analysis
== Coffee break ==
15:20-15:40 Junkyung Lee
Fitting bivariate cumulative returns with Student-T Copula
15:50-16:10 Hiroshi Takahashi
Limiting behaviors of multi-dimensional diffusion processes in random environments
16:20-16:40 Minku Lee
A frist passage model of the Black-Cox type for defaultable bonds

18:00 Party at 7F Forum