On “rough” Quadratic Wiener Functionals

Speaker: Prof. Jiro Akahori (Professor, Department of Mathematical Sciences, Ritsumeikan University, Japan)

Abstract: In this talk, the law of functionals of fractional Brownian motion, which is quadratic in an infinite-dimensional sense, and also related topics, will be discussed.  We are interested in how the classical results on quadratic functionals of standard Browian motion are generalized. Applications will also be  discussed.

Short biography of Speaker:Jiro Akahori is a Professor at the Department of Mathematical Sciences, Ritsumeikan University, Japan. He obtained his PhD in Mathematical Sciences from the University of Tokyo in March 1997. He was then appointed a Lecturer from 1998 to 2000, an Associate Professor from 2000 to 2008, and subsequently as a Professor since 2008 at the Department of Mathematical Sciences, Ritsumeikan University. Prof. Akahori is currently the Director of the Research Center for Finance at the Ritsumeikan University. He has been the Vice President of the Japanese Association of Financial Econometrics & Engineering since 2012, and the Editor-in-Chief of the Asia Pacific Financial Markets (The official journal of the Japanese Association of Financial Econometrics & Engineering, published by Springer) since 2006. Professor Akahori has authored and co-authored several scientific research articles.

Coordinator: Elizabeth Dadzie
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