Stochastic Analysis and Applications
German–Japanese bilateral research project, 2012–2013
Shigeki Aida (Tohoku Univ.)
Tadahisa Funaki (The Univ. of Tokyo)
Hiroshi Kawabi (Okayama Univ.)
Organizers:
Kazumasa Kuwada (Ochanomizu Univ.)
Hirofumi Osada (Kyushu Univ.)
Yuichi Shiozawa (Okayama Univ.)

Ryoki Fukushima (Kyoto Univ.)
Masanori Hino (Kyoto Univ.)
Takashi Kumagai (Kyoto Univ.)
Kazuhiro Kuwae (Kumamoto Univ.)
Ichiro Shigekawa (Kyoto Univ.)
Masayoshi Takeda (Tohoku Univ.)

Local organizers: Hiroshi Kawabi (Okayama Univ.), Yuichi Shiozawa (Okayama Univ.)
Date: Sep. 24–Sep. 28, 2012
Place: Okayama University, Tsushima East Campus, Building for General Education A, Room A41

ProgramSep. 24 (Mon.)
10:20–11:10 Jean-Dominique Deuschel (TU Berlin)
Marginal density expansions for diffusions and stochastic volatility
11:25–12:15 Shigeki Aida (Tohoku University)
Tunneling for spatially cut-off P (φ)2 -Hamiltonians
14:00–14:50 Stefan Adams (The University of Warwick)Random field of gradients
15:10–16:00 Takao Nishikawa (Nihon University)
Hydrodynamic limit for the Ginzburg-Landau ∇φ interface model with both a conservation law and the Dirichlet boundary condition
16:20–17:10 Seiichiro Kusuoka (Kyoto University)
Exponential convergence of Markovian semigroups and their spectra on Lp -spaces

Sep. 25 (Tue.)
9:20–10:10 Noriyoshi Sakuma (Aichi University of Education)
On the law of free subordinators
10:25–11:15 Moritz Kassmann (Bielefeld University)
Regularity theory for parabolic nonlocal operators
11:30–12:20 Matthias Keller (University of Jena)
Essential spectra and volume growth of regular Dirichlet forms
14:00–14:50 Hirofumi Osada (Kyushu University)
Infinitely dimensional stochastic equations related to Airy random point fields
15:10–16:00 Xueping Huang (Bielefeld University)
Stochastic completeness of jump processes and random walks
16:20–17:10 Masaki Wada (Tohoku University)
Perturbation of Dirichlet forms and stability of fundamental solutions

Sep. 26 (Wed.)
9:20–10:10 Harald Oberhauser (TU Berlin)
Free boundary problems, viscosity solutions and applications in finance
10:25–11:15 Masatoshi Fukushima (Osaka University)
Brownian motion with darning applied to KL and BF equations for planar slit domains
11:30–12:00 Yu Ito (Kyoto University)
Integrals along rough paths via fractional calculus

Sep. 27 (Thu.)
9:20–10:10 Ryoki Fukushima (Kyoto University)
Annealed Brownian motion in a heavy tailed Poissonian potentials
10:25–11:15 Kazumasa Kuwada (Ochanomizu University)
Wasserstein contractions associated with the curvature-dimension condition
11:30–12:20 Marcel Schmidt (University of Jena)
Global properties of Dirichlet forms in terms of Green’s formula
14:00–14:50 Tomoko Takemura (Nara Women’s University)Lévy measure density corresponding to inverse local time
15:10–16:00 Michael Röckner (Bielefeld University)
Stochastic variational inequalities and applications to the total variation flow perturbed
by linear multiplicative noise
16:20–17:10 Kazuhiro Kuwae (Kumamoto University)
On spectral bounds for symmetric Markov chains with coarse Ricci curvatures

Sep. 28 (Fri.)
9:20–10:10 Masanori Hino (Kyoto University)
Geodesic distances and intrinsic distances on some fractal sets
10:25–11:15 Wei Liu (Bielefeld University)
Well-posedness of SPDE with local monotonicity and generalized coercivity conditions
11:30–12:20 Makoto Nakashima (University of Tsukuba)
Super-Brownian motion in random environment and heat equation with noise
14:00–14:50 Takashi Kumagai (Kyoto University)
Quenched invariance principle for random walks and random divergence forms in random
media on cones
15:05–15:55 René L. Schilling (TU Dresden)
Some path properties of Lévy-type processes
This conference is partially supported by
JSPS-DFG Bilateral Research Project (Germany and Japan)
JSPS Grant-in-Aid for Scientific Research (A)24244010 (PI: H. Osada)(B)22340024 (PI: M. Takeda)(B)22340017 (PI: T. Kumagai)