May 20, 2021

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
Google Meet Link: HERE!

We kindly urge all participants to mute themselves and turn off their cameras when they join the meeting.

NB: Presentations are 50 minutes long after which the speaker would respond to questions from participants. Participants can ask their questions by any or a combination of the following:

1. By typing their questions in the chat box.
2. By writing “I have a question(s)” in the chat box.3. Raising hands by clicking on the raise hand symbol.

The coordinator would then read out the questions to the presenter or ask the participant to ask his/her question(s).
With the permission of the speaker, we may also record the talk for later distribution upon request.

Prof. Jiro Akahori (Speaker): See attached his short CV for some selected articles.