2週內演講

Applied Mathematics Seminar, Department of Mathematics, Baruch College, CUNY, Prof. Tai-Ho Wang Friday, September 8, 14:00—15:00 數學系3F會議室 Title: Bridge Representation and Small Time Approximation of Transition Density Abstract:In this talk we present a bridge representation for the transition density of stochastic process driven by either standard Brownian motions or mixed Brownian and fractional Brownian motions. A small time approximation of the transition density is readily obtained by approximate the bridge representation by a single deterministic path, which in the classical case recovers the heat kernel expansion for diffusion processes. Applications of such small time approximations include small time asymptotics for prices and implied volatilities of European or Asian equity options as well as options on realized variance.

Colloquium, 中央研究院數學研究所 謝銘倫教授 Thursday, September 21, 16:10—17:00 數學系3174 Title: Critical p-Adic Analytic Construction of Rational Points in Elliptic Curves Abstract: Finding rational points in algebraic curves defined over the rational number field has been a fundamental and difficult problem in number theory. In this talk, we would like to explain some examples, including Pell’s equation and elliptic curves, where one can use p-adic (or complex) analytic methods to construct rational points.

Colloquium, 政治大學應用數學系 陳隆奇教授 Tuesday, September 26, 16:10—17:00 數學系3174 Title: Critical Two-Point Functions for Long-Range Random Walk and Long-Range Self-Avoiding Walk in High Dimensions Abstract: 摘要PDF檔