# 矢野 孝次

メールアドレス
kyano ＠ math.kyoto-u.ac.jp

2006/04/01〜2007/03/31 京都大学数理解析研究所 Research Institute for Mathematical Sciences 講師（研究機関研究員） Lecturer (Researcher of the Institute)
2007/04/01〜2007/09/30 大阪大学大学院理学研究科 Graduate School of Science, Osaka University 日本学術振興会特別研究員（ＰＤ） JSPS Research Fellow (PD)
2007/10/01〜2009/12/31 神戸大学大学院理学研究科 Graduate School of Science, Kobe University 講師 Lecturer
2010/01/01〜2011/03/31 神戸大学大学院理学研究科 Graduate School of Science, Kobe University 准教授 Associate Professor
2011/04/01〜 京都大学大学院理学研究科 Graduate School of Science, Kyoto University 准教授 Associate Professor
プロフィール
(日本語)

(英語)
I am engaged in study and education in the field of probability theory and stochastic processes.

English

ORCID ID
https://orcid.org/0000-0003-3250-7394
researchmap URL
https://researchmap.jp/kyano

(日本語)

(英語)
Probability theory, Stochastic Processes

(日本語)

(英語)
My research interest is mainly the limit theorems of Markov processes based on the excursion theory

キーワード(日本語) キーワード(英語)

T. Sera and K. Yano T. Sera and K. Yano T. Sera and K. Yano Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations Trans. Amer. Math. Soc. Trans. Amer. Math. Soc. Trans. Amer. Math. Soc. 2019/12 英語
Kei Noba, Kouji Yano Kei Noba, Kouji Yano Kei Noba, Kouji Yano Generalized refracted Lévy process and its application to exit problem Generalized refracted Lévy process and its application to exit problem Generalized refracted Lévy process and its application to exit problem Stochastic Processes and their Applications Stochastic Processes and their Applications Stochastic Processes and their Applications 2019/05 英語
Christophe Profeta, Kouji Yano and Yuko Yano Christophe Profeta, Kouji Yano and Yuko Yano Christophe Profeta, Kouji Yano and Yuko Yano Local time penalizations with various clocks for one-dimensional diffusions Local time penalizations with various clocks for one-dimensional diffusions Local time penalizations with various clocks for one-dimensional diffusions J. Math. Soc. Japan, 71, 1, 203 J. Math. Soc. Japan, 71, 1, 203 J. Math. Soc. Japan, 71, 1, 203 2019/01 英語
Noba Kei, P\'{e}rez Jos\'{e}-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, P\'{e}rez Jos\'{e}-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, P\'{e}rez Jos\'{e}-Luis, Yamazaki Kazutoshi, Yano Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models J. Appl. Probab., 55, 4, 1272 J. Appl. Probab., 55, 4, 1272 J. Appl. Probab., 55, 4, 1272 2018/12 英語
Noba Kei, P\'erez Jos\'e-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, P\'erez Jos\'e-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, P\'erez Jos\'e-Luis, Yamazaki Kazutoshi, Yano Kouji On optimal periodic dividend strategies for Lévy risk processes On optimal periodic dividend strategies for Lévy risk processes On optimal periodic dividend strategies for Lévy risk processes Insurance Math. Econom., 80, 29-44 Insurance Math. Econom., 80, 29-44 Insurance Math. Econom., 80, 29-44 2018/05 英語
Yano Kouji, Yano Yuko, Yen Ju-Yi Yano Kouji, Yano Yuko, Yen Ju-Yi Yano Kouji, Yano Yuko, Yen Ju-Yi Weak convergence of $h$ -transforms for one-dimensional diffusions Weak convergence of $h$ -transforms for one-dimensional diffusions Weak convergence of $h$ -transforms for one-dimensional diffusions Statist. Probab. Lett., 122, 152-156 Statist. Probab. Lett., 122, 152-156 Statist. Probab. Lett., 122, 152-156 2017/03 英語
Kouji Yano Kouji Yano Kouji Yano Functional limit theorems for processes pieced together from excursions Functional limit theorems for processes pieced together from excursions Functional limit theorems for processes pieced together from excursions J. Math. Soc. Japan, 67, 4, 1859-1890 J. Math. Soc. Japan, 67, 4, 1859-1890 J. Math. Soc. Japan, 67, 4, 1859-1890 2015/11 英語
Kouji Yano and Yuko Yano Kouji Yano and Yuko Yano Kouji Yano and Yuko Yano On h-transforms of one-dimensional diffusions stopped upon hitting zero On h-transforms of one-dimensional diffusions stopped upon hitting zero On h-transforms of one-dimensional diffusions stopped upon hitting zero Seminaire de Probabilites, 2137, 127-156 Seminaire de Probabilites, 2137, 127-156 Seminaire de Probabilites, 2137, 127-156 2015/09 英語
Kouji Yano and Marc Yor Kouji Yano and Marc Yor Kouji Yano and Marc Yor Around Tsirelson's equation, or: The evolution process may not explain everything Around Tsirelson's equation, or: The evolution process may not explain everything Around Tsirelson's equation, or: The evolution process may not explain everything Probab. Surv., 12, 1-12 Probab. Surv., 12, 1-12 Probab. Surv., 12, 1-12 2015/07 英語 研究論文(学術雑誌)
K. Yano K. Yano K. Yano Entropy of random chaotic interval map with noise which causes coarse-graining Entropy of random chaotic interval map with noise which causes coarse-graining Entropy of random chaotic interval map with noise which causes coarse-graining J. Math. Anal. Appl., 414, 1, 250-258 J. Math. Anal. Appl., 414, 1, 250-258 J. Math. Anal. Appl., 414, 1, 250-258 2014/06 英語
K. Yano K. Yano K. Yano Extensions of diffusion processes on intervals and Feller's boundary conditions Extensions of diffusion processes on intervals and Feller's boundary conditions Extensions of diffusion processes on intervals and Feller's boundary conditions Osaka J. Math., 51, 2, 375-405 Osaka J. Math., 51, 2, 375-405 Osaka J. Math., 51, 2, 375-405 2014/04 英語
Yano Kouji Yano Kouji Yano Kouji On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes J. Math-for-Ind., 5A, 17-24 J. Math-for-Ind., 5A, 17-24 J. Math-for-Ind., 5A, 17-24 2013/04 英語
T. Hirayama and K. Yano T. Hirayama and K. Yano T. Hirayama and K. Yano Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action Statist. Probab. Lett., 83, 3, 824-828 Statist. Probab. Lett., 83, 3, 824-828 Statist. Probab. Lett., 83, 3, 824-828 2013/03 英語
K. Yano K. Yano K. Yano Random walk in a finite directed graph subject to a road coloring Random walk in a finite directed graph subject to a road coloring Random walk in a finite directed graph subject to a road coloring J. Theoret. Probab., 26, 1, 259-283 J. Theoret. Probab., 26, 1, 259-283 J. Theoret. Probab., 26, 1, 259-283 2013/03 英語
M. Hayashi and K. Yano M. Hayashi and K. Yano M. Hayashi and K. Yano On the laws of total local times for h-paths and bridges of symmetric Levy processes On the laws of total local times for h-paths and bridges of symmetric Levy processes On the laws of total local times for h-paths and bridges of symmetric Levy processes Abstr. Appl. Anal., 2013, 463857, 1-12 Abstr. Appl. Anal., 2013, 463857, 1-12 Abstr. Appl. Anal., 2013, 463857, 1-12 2013/02 英語
K. Yano and K. Yasutomi K. Yano and K. Yasutomi K. Yano and K. Yasutomi Realization of an ergodic Markov Chain as a random walk subject to a synchronizing road coloring Realization of an ergodic Markov Chain as a random walk subject to a synchronizing road coloring Realization of an ergodic Markov Chain as a random walk subject to a synchronizing road coloring J. Appl. Probab., 48, 3, 766-777 J. Appl. Probab., 48, 3, 766-777 J. Appl. Probab., 48, 3, 766-777 2011/10 英語
K. Yano K. Yano K. Yano Wiener integral for the coordinate process under the sigma-finite measure unifying Brownian penalisations Wiener integral for the coordinate process under the sigma-finite measure unifying Brownian penalisations Wiener integral for the coordinate process under the sigma-finite measure unifying Brownian penalisations ESAIM Probab. Stat., 15, S69-S84 ESAIM Probab. Stat., 15, S69-S84 ESAIM Probab. Stat., 15, S69-S84 2011/05 英語
A. Matsumoto and K. Yano A. Matsumoto and K. Yano A. Matsumoto and K. Yano On a zero-one law for the norm process of transient random walk On a zero-one law for the norm process of transient random walk On a zero-one law for the norm process of transient random walk Sem. Probab., 2006, 105-126 Sem. Probab., 2006, 105-126 Sem. Probab., 2006, 105-126 2011/03 英語
K. Yano, Y. Yano and M. Yor K. Yano, Y. Yano and M. Yor K. Yano, Y. Yano and M. Yor Penalisation of a stable Levy process involving its one-sided supremum Penalisation of a stable Levy process involving its one-sided supremum Penalisation of a stable Levy process involving its one-sided supremum Ann. Inst. Henri Poincare Probab. Stat., 46, 4, 1042-1054 Ann. Inst. Henri Poincare Probab. Stat., 46, 4, 1042-1054 Ann. Inst. Henri Poincare Probab. Stat., 46, 4, 1042-1054 2010/11 英語
K. Yano and K. Yoshioka K. Yano and K. Yoshioka K. Yano and K. Yoshioka Scaling limit of d-inverse of Brownian motion with functional drift Scaling limit of d-inverse of Brownian motion with functional drift Scaling limit of d-inverse of Brownian motion with functional drift J. Math-for-Ind., 2B, 133-138 J. Math-for-Ind., 2B, 133-138 J. Math-for-Ind., 2B, 133-138 2010/10 英語
T. Hirayama and K. Yano T. Hirayama and K. Yano T. Hirayama and K. Yano Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups Stochastic Process. Appl., 120, 8, 1404-1423 Stochastic Process. Appl., 120, 8, 1404-1423 Stochastic Process. Appl., 120, 8, 1404-1423 2010/08 英語
K. Yano K. Yano K. Yano Cameron-Martin formula for the sigma-finite measure unifying Brownian penalisations Cameron-Martin formula for the sigma-finite measure unifying Brownian penalisations Cameron-Martin formula for the sigma-finite measure unifying Brownian penalisations J. Funct. Anal., 258, 10, 3492-3516 J. Funct. Anal., 258, 10, 3492-3516 J. Funct. Anal., 258, 10, 3492-3516 2010/05/15 英語
K. Yano K. Yano K. Yano Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Potential Anal., 32, 4, 305-341 Potential Anal., 32, 4, 305-341 Potential Anal., 32, 4, 305-341 2010/05 英語
K. Yano K. Yano K. Yano Two kinds of conditionings for stable Levy processes Two kinds of conditionings for stable Levy processes Two kinds of conditionings for stable Levy processes Probabilistic approach to geometry, 57, 493-503 Probabilistic approach to geometry, 57, 493-503 Probabilistic approach to geometry, 57, 493-503 2010/04 英語
R. Fukushima, A. Tanida and K. Yano R. Fukushima, A. Tanida and K. Yano R. Fukushima, A. Tanida and K. Yano Non-Markov property of certain eigenvalue processes analogous to Dyson's model Non-Markov property of certain eigenvalue processes analogous to Dyson's model Non-Markov property of certain eigenvalue processes analogous to Dyson's model Probabilistic approach to geometry, 57, 119-128 Probabilistic approach to geometry, 57, 119-128 Probabilistic approach to geometry, 57, 119-128 2010/04 英語
K. Yano, Y. Yano and M. Yor K. Yano, Y. Yano and M. Yor K. Yano, Y. Yano and M. Yor Penalising symmetric stable Levy paths Penalising symmetric stable Levy paths Penalising symmetric stable Levy paths J. Math. Soc. Japan, 61, 3, 757-798 J. Math. Soc. Japan, 61, 3, 757-798 J. Math. Soc. Japan, 61, 3, 757-798 2009/07 英語
K. Yano, Y. Yano and M. Yor K. Yano, Y. Yano and M. Yor K. Yano, Y. Yano and M. Yor On the laws of first hitting times of points for one-dimensional symmetric stable Levy processes On the laws of first hitting times of points for one-dimensional symmetric stable Levy processes On the laws of first hitting times of points for one-dimensional symmetric stable Levy processes Sem. Probab., 42, 187-227 Sem. Probab., 42, 187-227 Sem. Probab., 42, 187-227 2009/06 英語
K. Yano K. Yano K. Yano Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line Bernoulli, 14, 4, 963-987 Bernoulli, 14, 4, 963-987 Bernoulli, 14, 4, 963-987 2008/11 英語
K. Yano and Y. Yano K. Yano and Y. Yano K. Yano and Y. Yano Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Statist. Probab. Lett., 78, 14, 2175-2180 Statist. Probab. Lett., 78, 14, 2175-2180 Statist. Probab. Lett., 78, 14, 2175-2180 2008/10 英語
P.J. Fitzsimmons and K. Yano P.J. Fitzsimmons and K. Yano P.J. Fitzsimmons and K. Yano Time change approach to generalized excursion measures, and its application to limit theorems Time change approach to generalized excursion measures, and its application to limit theorems Time change approach to generalized excursion measures, and its application to limit theorems J. Theoret. Probab., 21, 1, 246-265 J. Theoret. Probab., 21, 1, 246-265 J. Theoret. Probab., 21, 1, 246-265 2008/03 英語
J. Akahori, C. Uenishi and K. Yano J. Akahori, C. Uenishi and K. Yano J. Akahori, C. Uenishi and K. Yano Stochastic equations on compact groups in discrete negative time Stochastic equations on compact groups in discrete negative time Stochastic equations on compact groups in discrete negative time Probab. Theory Rel. Fields, 140, 3, 569-593 Probab. Theory Rel. Fields, 140, 3, 569-593 Probab. Theory Rel. Fields, 140, 3, 569-593 2008/03 英語
Yano K. Yano K. Yano K. Excursion measure away from an exit boundary of one-dimensional diffusion processes Excursion measure away from an exit boundary of one-dimensional diffusion processes Excursion measure away from an exit boundary of one-dimensional diffusion processes Publications of the Research Institute for Mathematical Sciences, 42, 3, 837-878 Publications of the Research Institute for Mathematical Sciences, 42, 3, 837-878 Publications of the Research Institute for Mathematical Sciences, 42, 3, 837-878 2006 英語
S. Watanabe, K. Yano and Y. Yano S. Watanabe, K. Yano and Y. Yano S. Watanabe, K. Yano and Y. Yano A density formula for the law of time spent on the positive side of one-dimensional diffusion processes A density formula for the law of time spent on the positive side of one-dimensional diffusion processes A density formula for the law of time spent on the positive side of one-dimensional diffusion processes J. Math. Kyoto Univ., 45, 4, 781-806 J. Math. Kyoto Univ., 45, 4, 781-806 J. Math. Kyoto Univ., 45, 4, 781-806 2005 英語
K. Yano K. Yano K. Yano A generalization of the Buckdahn-Follmer formula for composite transformations denned by finite dimensional substitution A generalization of the Buckdahn-Follmer formula for composite transformations denned by finite dimensional substitution A generalization of the Buckdahn-Follmer formula for composite transformations denned by finite dimensional substitution J. Math. Kyoto Univ., 42, 4, 671-702 J. Math. Kyoto Univ., 42, 4, 671-702 J. Math. Kyoto Univ., 42, 4, 671-702 2003 英語

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タイトル言語:

タイトル タイトル(日本語) タイトル(英語) 会議名 会議名(日本語) 会議名(英語) 主催者 主催者(日本語) 主催者(英語) 開催年月日 記述言語 会議種別
Generalized arcsine laws for null recurrent diffusions and for infinite ergodic transformations[招待あり] Generalized arcsine laws for null recurrent diffusions and for infinite ergodic transformations [招待あり] Generalized arcsine laws for null recurrent diffusions and for infinite ergodic transformations [招待あり] Second Interdisciplinary and Research Alumni Symposium Second Interdisciplinary and Research Alumni Symposium Second Interdisciplinary and Research Alumni Symposium 2018/09/05 英語 口頭発表(招待・特別)
Generalization of refracted Levy processes and its application to exit problems[招待あり] Generalization of refracted Levy processes and its application to exit problems [招待あり] Generalization of refracted Levy processes and its application to exit problems [招待あり] 8th International Conference on Levy Processes 8th International Conference on Levy Processes 8th International Conference on Levy Processes 2016/07/26 英語 口頭発表(招待・特別)
On discrete-time Tsirelson equations[招待あり] On discrete-time Tsirelson equations [招待あり] On discrete-time Tsirelson equations [招待あり] Brownian Motion and Stochastic Processes --- Conference in memory of Marc Yor --- Brownian Motion and Stochastic Processes --- Conference in memory of Marc Yor --- Brownian Motion and Stochastic Processes --- Conference in memory of Marc Yor --- 2016/06/04 英語 口頭発表(招待・特別)
Several limit theorems for Markov processes via convergence of excursions[招待あり] Several limit theorems for Markov processes via convergence of excursions [招待あり] Several limit theorems for Markov processes via convergence of excursions [招待あり] Stochastic Analysis Stochastic Analysis Stochastic Analysis 2015/09/10 英語 口頭発表(招待・特別)
Local time penalizations with various clocks for one-dimensional diffusions[招待あり] Local time penalizations with various clocks for one-dimensional diffusions [招待あり] Local time penalizations with various clocks for one-dimensional diffusions [招待あり] Summer School on Dirichlet Forms and Stochastic Analysis Summer School on Dirichlet Forms and Stochastic Analysis Summer School on Dirichlet Forms and Stochastic Analysis 2015/08/27 英語 口頭発表(招待・特別)
Functional limit theorems for processes pieced together from excursions[招待あり] Functional limit theorems for processes pieced together from excursions [招待あり] Functional limit theorems for processes pieced together from excursions [招待あり] Dirichlet Forms and Applications: German-Japanese Open Meeting on Stochastic Analysis Dirichlet Forms and Applications: German-Japanese Open Meeting on Stochastic Analysis Dirichlet Forms and Applications: German-Japanese Open Meeting on Stochastic Analysis 2013/09/10 英語 口頭発表(招待・特別)
Excursion theoryとその応用(サーベイ講演)[招待あり] Excursion theoryとその応用(サーベイ講演) [招待あり] Excursion theoryとその応用(サーベイ講演) [招待あり] 確率論シンポジウム 確率論シンポジウム 確率論シンポジウム 2011/12/19 日本語 口頭発表(招待・特別)
On universal sigma-finite measures for penalisations by multiplicative weights[招待あり] On universal sigma-finite measures for penalisations by multiplicative weights [招待あり] On universal sigma-finite measures for penalisations by multiplicative weights [招待あり] 5th International Conference on Stochastic Analysis and Its Applications 5th International Conference on Stochastic Analysis and Its Applications 5th International Conference on Stochastic Analysis and Its Applications 2011/09/05 英語 口頭発表(招待・特別)
Extremality of excursion measure and of sigma-finite measure unifying penalisations[招待あり] Extremality of excursion measure and of sigma-finite measure unifying penalisations [招待あり] Extremality of excursion measure and of sigma-finite measure unifying penalisations [招待あり] 34th Conference on Stochastic Processes and their Applications 34th Conference on Stochastic Processes and their Applications 34th Conference on Stochastic Processes and their Applications 2010/09/07 英語 口頭発表(招待・特別)
Penalising stable Levy paths[招待あり] Penalising stable Levy paths [招待あり] Penalising stable Levy paths [招待あり] 4th International Conference on Stochastic Analysis and its Applications 4th International Conference on Stochastic Analysis and its Applications 4th International Conference on Stochastic Analysis and its Applications 2010/09/03 英語 口頭発表(招待・特別)
Stochastic equations indexed by negative integers and taking values in compact groups[招待あり] Stochastic equations indexed by negative integers and taking values in compact groups [招待あり] Stochastic equations indexed by negative integers and taking values in compact groups [招待あり] Mathematical Finance and Related Topics in Economics and Engineering Mathematical Finance and Related Topics in Economics and Engineering Mathematical Finance and Related Topics in Economics and Engineering 2009/08/15 英語 口頭発表(招待・特別)
Penalisation of symmetric stable Levy paths with Feynman Kac weights[招待あり] Penalisation of symmetric stable Levy paths with Feynman Kac weights [招待あり] Penalisation of symmetric stable Levy paths with Feynman Kac weights [招待あり] Markov Processes and applications Markov Processes and applications Markov Processes and applications 2008/10/18 英語 口頭発表(招待・特別)
Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part[招待あり] Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part [招待あり] Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part [招待あり] Stochastic Analysis and Applications Stochastic Analysis and Applications Stochastic Analysis and Applications 2008/09/11 英語 口頭発表(招待・特別)
Random time evolution with remote past[招待あり] Random time evolution with remote past [招待あり] Random time evolution with remote past [招待あり] Stochastic Processes and Applications to Mathematical Finance Stochastic Processes and Applications to Mathematical Finance Stochastic Processes and Applications to Mathematical Finance 2007/02/26 英語 口頭発表(招待・特別)
Generalized excursion measure for one-dimensional diffusion processes[招待あり] Generalized excursion measure for one-dimensional diffusion processes [招待あり] Generalized excursion measure for one-dimensional diffusion processes [招待あり] Probability Theory and Related Topics --- Oidemase Yamaguchi Symposium --- Probability Theory and Related Topics --- Oidemase Yamaguchi Symposium --- Probability Theory and Related Topics --- Oidemase Yamaguchi Symposium --- 2006/11/13 英語 口頭発表(招待・特別)

Excursion measure away from an exit boundary of one-dimensional diffusion processes[招待あり] Excursion measure away from an exit boundary of one-dimensional diffusion processes [招待あり] Excursion measure away from an exit boundary of one-dimensional diffusion processes [招待あり] Stochastic Analysis for Markov processes and its applications Stochastic Analysis for Markov processes and its applications Stochastic Analysis for Markov processes and its applications 2006/02/24 英語 口頭発表(招待・特別)
A generalization of the Buckdahn-Follmer formula[招待あり] A generalization of the Buckdahn-Follmer formula [招待あり] A generalization of the Buckdahn-Follmer formula [招待あり] Stochastic Processes and Their Applications Stochastic Processes and Their Applications Stochastic Processes and Their Applications 2002/05/31 英語 口頭発表(招待・特別)

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タイトル言語:

Perspectives of Nonlinear Phenomena in Random and Non-autonomous Dynamics (佐藤譲(北海道大学)・角大輝(京都大学)と共催) 2017/09/28
RIMS共同研究（公開型）ランダム力学系理論の総合的研究 (佐藤譲(北海道大学)・角大輝(京都大学)と共催) 2017/09/25
Workshop on interactions between commutative and noncommutative probability (長谷部高広（北海道大学）・佐久間紀佳（愛知教育大学）と共催) 2017/07/26
Kyoto Dynamics Days: Random Dynamical Systems Theory and Its Applications (國府寛司(京都大学)・佐藤譲(北海道大学)・角大輝(京都大学)と共催) 2017/04/24
Seminars related to Levy processes 2017/02/14

Brownian Motion and Stochastic Processes (local organizer) 2016/06/03
ランダム力学系理論とその応用(佐藤譲(北海道大学)・角大輝(大阪大学)と共催) 2015/09/27
Stochastic Analysis (local organizer) 2015/09/07
Workshop on interactions between commutative and noncommutative probability (長谷部高広（北海道大学）・佐久間紀佳（愛知教育大学）と共催) 2015/08/05
ワークショップ「確率論早春セミナー」(矢野裕子(京都産業大学)と共催) 2014/03/07
ランダム力学系理論とその応用(角大輝(大阪大学)・佐藤譲(北海道大学)と共催) 2014/02/19
マルコフ過程と確率解析(上村稔大(関西大学)・塩沢裕一(岡山大学)と共催) 2013/01/11

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コルモゴロフ「確率論の基礎概念」を読む Foundations of the Theory of Probability 前期 全学共通科目 2013/04〜2014/03

コルモゴロフ「確率論の基礎概念」を読む Foundations of the Theory of Probability 前期 全学共通科目 2014/04〜2015/03

コルモゴロフ「確率論の基礎概念」を読む Foundations of the Theory of Probability 前期 全学共通科目 2015/04〜2016/03

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