Session of Probability Theory, Meeting of Mathematical Society of Japan 2001 Autumn

3--4 Oct 2001

3 Oct 2001, 9:00--12:00

1. Hiroshi Sugita (Kyushu Univ.) Satoshi Takanobu (Kanazawa Univ.)

The probability of two integers to be co-prime, revisited --law of large numbers and its refinement

2. Kiminori Iriyama (Nagoya Univ.) Shunsuke Ihara (Nagoya Univ.)

Asymptotic behavior of error probability for source coding

3. Wang Jun (Kobe Univ.) Yasunari Higuchi (Kobe Univ.) Joshin Murai (Okayama Univ.)

The central limit theorem for phase separating cluster of 2-dimensional Windom-Rowlinson model

4. Nobuaki Sugimine (Kobe Univ.)

A lower bound on the spectral gap of the three-dimensional Ising models

5. Masaki Takeshima (Osaka Univ.)

On recurrence of some multi dimensional reinforced random walks

6. Nobuo Aoki (Chuo Univ.) Michihiro Hirayama (Kyushu Univ.)

Probability measure constructed by periodic points

7. Akihiko Inoue (Hokkaido Univ.)

On the worst conditional expectation

8. Akihiko Inoue (Hokkaido Univ.) V. Anh (Queensland Univ. Tech.)

Dynamic models of asset prices with long memory

9. Yumiharu Nakano (Hokkaido Univ.)

Efficient hedging with coherent risk measure

10. Takuji Arai (Keio Univ.)

Equivalent martingale measure for Poisson jump type model

11. Tsukasa Fujiwara (Hyogo Ed. Univ.) Takao Miyahara (Nagoya city Univ.)

The minimal entropy martingale measures for geometric Levy processes

3 Oct 2001, 14:10--14:40

12. Nariyuki Minami (Tsukuba Univ.)

Numbers of vertices and edges of Galton-Watson tree

13. Toshio Nakata (Fukuoka Ed. Univ.) Masashi Yamashita (Kyushu Univ.)

Some upper bounds for expected agreement times for probabilistic local majority polling games on graphs

14:50--15:50 Tetsuya Hattori (Nagoya Univ.)

Re-normalizing group of stochastic processes on fractals

16:00--17:00 Shigeyoshi Ogawa (Kanazawa Univ.)

On discrete approximations of stochastic differential equations

4 Oct 2001, 9:00--12:10

14. Yuji Hibino (Saga Univ.) Masuyuki Hitsuda (Kumamoto Univ.)

On standardness of representation of Gaussian processes by parametrized Volterra type integral operator

15. Si Si (Aichi Pref. Univ.)

Complexity of Gaussian random fields

16. Hideaki Uemura (Aichi Ed. Univ.)

Substitution for parametrized generalized Wiener functionals

17. Koji Yano (Kyoto Univ.)

An extension of formula of Buckdahn-Follmer and its applications

18. Itaru Mitoma (Saga Univ.)

Asymptotic expansion for Chern-Simons integral

19. Setsuo Taniguchi (Kyushu Univ.) Yukihiro Matsumoto (Nagoya Univ.)

Wiener functionals of degree 2 and Levy measures

20. L. Nguyen (Univ. Paris VI) M. Yor (Univ. Paris VI) Hiroyuki Matsumoto (Nagoya Univ.)

Subordinations related to the exponential functionals of Brownian bridges

21. Masatoshi Fukushima (Kansai Univ.) Toshihiro Uemura (Kobe Univ. Commerce)

On Sobolev and capacitary inequalities for contractive Besov spaces over d-sets

22. Takashi Komatsu (Osaka city Univ.)

Integration by parts formula for filtering measure of jump type processes

23. Takeshi Taniguchi (Kurume Univ.)

The exponential behavior and stabilization of stochastic 2D-Navier-Stokes equations

24. Takeshi Taniguchi (Kurume Univ.)

Existence, uniqueness and asymptotic behavior of mild solutions to stochastic differential equations in Hilbert spaces

25. Isamu Doku (Saitama Univ.)

On some properties of measure valued processes with singular branching rate