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東京確率論セミナー
過去の記録 ～09/24｜次回の予定｜今後の予定 09/25～
| 開催情報 | 月曜日 16:00～17:30 数理科学研究科棟(駒場) 126号室 |
|---|---|
| 担当者 | 佐々田槙子、中島秀太（慶應義塾大学）、星野壮登（東京科学大学）、蛯名真久（東京科学大学） |
| セミナーURL | https://sites.google.com/view/tokyo-probability-seminar23/ |
今後の予定
2026年09月28日(月)
14:00-17:30 数理科学研究科棟(駒場) 126号室
15:20〜 ２階のコモンルームでTea timeを行います。ぜひこちらにもご参加ください。
Stefan Junk 氏 (Gakushuin University) 14:00-15:15
Some elements of the proof of equivalence of strong and very strong disorder for directed polymers (private seminar)
Dominik Schmid 氏 ( University of Augsburg) 16:00-17:30
The periodic directed landscape
15:20〜 ２階のコモンルームでTea timeを行います。ぜひこちらにもご参加ください。
Stefan Junk 氏 (Gakushuin University) 14:00-15:15
Some elements of the proof of equivalence of strong and very strong disorder for directed polymers (private seminar)
Dominik Schmid 氏 ( University of Augsburg) 16:00-17:30
The periodic directed landscape
[ 講演概要 ]
The Kardar--Parisi--Zhang universality class is a central topic in mathematical physics and probability theory. In this talk, we discuss the conjectural scaling limit of periodic models in the Kardar--Parisi--Zhang universality class: the periodic directed landscape. We establish the convergence of periodic exponential last passage percolation to the periodic directed landscape and give a variational characterization of the periodic KPZ fixed point, recently constructed by Baik, Liao, and Liu. We also establish the convergence of periodic asymmetric simple exclusion processes to periodic KPZ fixed points, coupled through the same periodic directed landscape. A key ingredient is a gluing technique for combining overlapping directed landscapes, which may be of independent interest. This is based on joint work with Amol Aggarwal and Ivan Corwin.
The Kardar--Parisi--Zhang universality class is a central topic in mathematical physics and probability theory. In this talk, we discuss the conjectural scaling limit of periodic models in the Kardar--Parisi--Zhang universality class: the periodic directed landscape. We establish the convergence of periodic exponential last passage percolation to the periodic directed landscape and give a variational characterization of the periodic KPZ fixed point, recently constructed by Baik, Liao, and Liu. We also establish the convergence of periodic asymmetric simple exclusion processes to periodic KPZ fixed points, coupled through the same periodic directed landscape. A key ingredient is a gluing technique for combining overlapping directed landscapes, which may be of independent interest. This is based on joint work with Amol Aggarwal and Ivan Corwin.
2026年10月05日(月)
16:50-18:20 数理科学研究科棟(駒場) 122号室
教室は１２２です。今日はTea Time はありません。
田口 大 氏 (関西大学)
Euler–Maruyama scheme with unbounded Hölder drift
教室は１２２です。今日はTea Time はありません。
田口 大 氏 (関西大学)
Euler–Maruyama scheme with unbounded Hölder drift
[ 講演概要 ]
In this talk, we establish the strong rate of convergence of the Euler--Maruyama scheme for multidimensional stochastic differential equations with unbounded, uniformly locally Hölder continuous drift and multiplicative noise. Our approach relies on the Itô--Tanaka trick (Zvonkin-type transformation) adapted to unbounded drift. Furthermore, in order to apply the stochastic sewing lemma, we employ heat kernel estimates for the transition density of the Euler--Maruyama scheme. This talk is based on joint work with Tsukasa Moritoki (Okayama university).
In this talk, we establish the strong rate of convergence of the Euler--Maruyama scheme for multidimensional stochastic differential equations with unbounded, uniformly locally Hölder continuous drift and multiplicative noise. Our approach relies on the Itô--Tanaka trick (Zvonkin-type transformation) adapted to unbounded drift. Furthermore, in order to apply the stochastic sewing lemma, we employ heat kernel estimates for the transition density of the Euler--Maruyama scheme. This talk is based on joint work with Tsukasa Moritoki (Okayama university).
