We have created a team that has been selected for a CREST Research Project
entitled "Mathematical structure of complex financial products and infinite dimensional analysis" . The project finished on 2015.
Prof. Atsushi Takeuchi (Osaka City University) Malliavin Calculus for for marked Hawkes processes
2013-10-17
Kato Kengo(University of Tokyo) Gaussian approximation of suprema of empirical processes
2013-10-15
Vlad Bally(Universite Paris Est.) Convergence in total variation for the law of function on the Wiener space
What's new
2017-02
End of the year, old students leave (congratulations!), new students arrive (Welcome!).
2013-Nov.
We organized a CREST conference in Naha Okinawa under the title "Stochastic Processes and their Statistics in Finance" for the period of October 26-Novemebr 1, 2013.
2013-05-02
Birthday party of Prof. Arturo Kohatsu-higa. (organized by students)
Information
Arturo Kohatsu-higa
Department of Mathematical Sciences Ritsumeikan University
1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan
Fax:81-77561-2657
Office: West Wing (WW) 612
E-mail:khts00 [AT] fc.ritsumei.ac.jp
How to get my office:
How to get to Ritsumeikan Biwako Kusatsu campus? My office is in west wing 6th floor In short you have to get to the Minami Kusatsu station and take the bus to get to Ritsumeikan University. Link to map
Contents
Publications
List of my publications.
Research
There are my past & present activities.
Seminars
Details of Mathematical Finance seminar at Ritsumeikan University.
Lectures
About my lectures.
Master & PhD students
Details about my courses.
CREST activities
About our old team entitled "Mathematical structure of complex financial products and infinite dimensional analysis" (Project is finished).