増田弘毅（九州大学大学院数理学研究院）
	On independent estimation of the diffusion component
		We consider independent estimation of the diffusion component of a stochastic process with jumps, leaving other components (drift and pure-jump parts) unknown. The estimation is based on a kind of asymptotically high-frequency discrete data. We propose a very simple estimator of the "long-term realized multipower variation" type. Under appropriate conditions, the estimator is shown to be asymptotically normal with the optimal convergence rate.