SPA OSAKA 2010 Schedule Table

Last modiﬁed on September 12, 2010

On Monday, the conference oﬃce will open at 7:30 in the morning Monday, 6th Tuesday, 7th Wednesday, 8th Thursday, 9th Friday, 10th 9;56.:;11 8 Opening (Life Hall) :;11.:;56 :;11.:;56 :;11.:;56 :;11.:;56 :;11.:;56 Lawler Wilson Sturm Miermont Hino 9 (Doob Lecture) (Life Hall) (Life Hall) (Life Hall) (Life Hall) (Life Hall)

coffee break :;66.21;51 :;66.21;51 :;66.21;51 :;66.21;51 Atar Kumagai 21;16.21;61 Biskup Tang 10 (Life Hall) (Life Hall) Lyons (IMS Medallion (Life Hall) (Life Hall) Lecture) (Life Hall) coffee break coffee break coffee break coffee break 21;61.22;26 22;16.22;61 22;16.23;41 Event of Bernoulli 22;16.22;61 22;16.22;61 Society (Life Hall) 11 Rogers SS04, SS06, SS13, Hairer Jacod (Life Hall) (Life Hall) (Life Hall) SS26, SS27, CS04, lunch CS07, CT06, CT11, CT16, CT18 23;11.23;56 (Parallel sessions) 23;11.23;56 23;11.23;56 Khoshnevisan Jeanblanc Landim 12 (Life Hall) (Life Hall) (Lévy Lecture) (Life Hall) lunch lunch 23;61. lunch lunch Excursion

25;21.26;46 14 25;31.26;56 SS09, SS12, SS14, 25;31.26;16 25;31.26;56 SS10, SS18, SS20, SS23, SS25, CS08, Taylor SS01, SS03, SS11, SS21, CS09, CS10, CS14, CT07, CT09, (Life Hall) SS15, SS16, CS03, CS12, CT02, CT03, CT12, CT19 CS05, CS11, CT04, CT10, CT15 (Parallel sessions) CT05, CT13, CT17, 26;26.27;11 15 (Parallel sessions) CT22 Seppäläinen (Parallel sessions) coffee break (Life Hall) coffee break PS I core time 27;11. 27;16.27;61 coffee break 27;26.29;21 PS II core time Closing (Life Hall) 16 Watanabe SS05, SS07, SS17, (Itô memorial lecture) 27;36.29;31 SS24, CS01, CS02, (Life Hall) SS02, SS08, SS19, CT20, CT23, CT25, SS22, CS06, CS13, CT26, CT27 28;11.28;56 CT01, CT08, CT14, (Parallel sessions) McKean CT21, CT24 17 (Itô memorial lecture) (Parallel sessions) (Life Hall)

18 29;41. Reception Party (Senri Room) 2:;11. SS: Invited Special Sessions Banquet CS: Organized Contributed Sessions 19 (Senri Room) CT: Open Contributed Sessions PS: Poster Sessions 2 Conference Schedule

Monday, September 6th Tuesday, September 7th

8:45–9:00 9:00–9:45 Opening Nesting of loops in 2D loop models David Wilson Microsoft 9:00–9:45 Doob Lecture Geometric, fractal, and multifractal properties of the 9:55–10:40 Schramm-Loewner evolution (SLE) Convergence of symmetric Markov chains on Zd Gregory F. Lawler University of Chicago Takashi Kumagai Kyoto University

9:55–10:40 11:05–12:30 On the non-degenerate slowdown diffusion regime Special Sessions and Contributed Sessions Rami Atar Technion (Parallel sessions, see page 11)

11:05–11:50 14:10–15:35 Mathematical ﬁnance: the P&L Special Sessions and Contributed Sessions Chris Rogers University of Cambridge (Parallel sessions, see page 14)

12:00–12:45 16:05–16:50 On randomly-forced heat equations A review on the development of stochastic analysis Davar Khoshnevisan The University of Utah Shinzo Watanabe Kyoto University

14:20–15:45 17:00–17:45 Special Sessions and Contributed Sessions Reminiscence K. Ito.ˆ Some memories and some re- (Parallel sessions, see page 5) marks on his mathematical style Henry P. McKean Courant Institute of Mathematical 16:15–18:10 Sciences Special Sessions and Contributed Sessions (Parallel sessions, see page 8)

18:30– Reception Party 3

Wednesday, September 8th Thursday, September 9th

9:00–9:45 9:00–9:45 Optimal transportation, gradient ﬂows and Wasser- Scaling limits of random planar maps stein diffusion Gregory´ Miermont Universite´ de Paris-Sud 11 Karl-Theodor Sturm University of Bonn 9:55–10:40 10:05–10:50 IMS Medallion Lecture Gradient models with non-convex interactions Rough paths Marek Biskup UCLA and University of South Bo- Terence John Lyons University of Oxford hemia

10:50–11:15 11:05–11:50 Event of Bernoulli Society Spatially rough stochastic PDEs ISI President-Elect Jae C. Lee and BS President- Martin Hairer University of Warwick Elect Edward Waymire World Statistics Day: The future of societies of 12:00–12:45 mathematical statistics & probability Construction and properties of a random time with a given Azema´ supermartingale 11:15–11:30 Monique Jeanblanc Evry University Announcement of SPA 2011 14:20–15:05 12:50–18:00 The integral geometry of random level sets Excursion Jonathan Taylor Stanford University

19:00– 15:15–16:00 Banquet Scaling exponents for 1+1-dimensional directed polymers Timo O. Seppal¨ ainen¨ University of Wisconsin- Madison

16:25–18:20 Special Sessions and Contributed Sessions (Parallel sessions, see page 17) 4

Friday, September 10th

9:00–9:45 Martingale dimensions for self-similar fractals Masanori Hino Kyoto University

9:55–10:40 On backward stochastic partial differential equations Shanjian Tang Fudan University

11:05–11:50 Discretization of processes and applications to high- frequency Jean Jacod UPMC (Paris-6)

12:00–12:45 Levy´ Lecture Metastability of Markov processes Claudio Landim IMPA

14:20–15:45 Special Sessions and Contributed Sessions (Parallel sessions, see page 20)

16:00– Closing 5

Monday, September 6th 14:20–15:45 (Parallel sessions)

Session title (Organizer) Room 802 SS10: Potential Theory on Jump Processes (Kim) Room 601 SS18: Random Structure in Asymptotic Representation Theory (Hora) Life Hall SS20: SLE and Related Topics (Lawler) Science Hall SS21: Spatial Random Networks (van der Hofstad) Room 604 CS09: Some Analysis Related to Exponential (Geometric) Processes (Shieh) Room 603 CS10: Stochastic Differential Equations and their Graphs Applications (Smii) Room 502 CS12: Stochastic Optimal Stopping (Ano) Room 503 CT02: Brownian Motion Room 602 CT03: BSDE and BSPDE Room 701 CT10: Mathematical Finance 1 Room 801 CT15: Mathematical Statistics 1 I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the ﬁrst talk; after this, each speaker chairs the next talk by turns.

SS10: Potential Theory on Jump Processes 14:50–15:15 Panki Kim (Seoul National University) Asymptotics of characters and large Young dia- grams Valentin Feray´ LaBRI, CNRS Universite´ Bor- 14:20–14:45 deaux 1 Heat and Weyl asymptotics for stable processes Rodrigo Banuelos˜ Purdue University 15:20–15:45 Real Wishart matrices and Haar-distributed orthog- onal matrices 14:50–15:15 Sho Matsumoto Nagoya University Dirichlet heat kernel estimates for fractional Lapla- cian perturbed by gradient operator Zhen-Qing Chen University of Washington SS20: SLE and Related Topics Gregory F. Lawler (University of Chicago) 15:20–15:45 Transition probability densities of Levy processes 14:20–14:45 Rene´ L. Schilling TU Dresden Connection probabilities and RSW-type bounds for the two-dimensional FK Ising model Pierre Nolin Courant Institute, New York University SS18: Random Structure in Asymptotic Rep- resentation Theory 14:50–15:15 Akihito Hora (Nagoya University) A rate of convergence for loop-erased random walk to SLE(2) Michael Kozdron University of Regina 14:20–14:45 Higher order freeness and asymptotic representa- 15:20–15:45 tions of unitary groups Gaussian free ﬁeld and conformal ﬁeld theory Benoˆıt VP Collins University of Ottawa Nam-Gyu Kang Seoul National University 6

SS21: Spatial Random Networks 14:50–15:15 Remco van der Hofstad (Eindhoven University of Shooting methods for numerical solution of linear Technology) and nonlinear stochastic boundary-value problems Armando Arciniega The University of Texas at San Antonio 14:20–14:45 Invariant random graphs with prescribed iid degrees 15:20–15:45 Maria Deijfen Stockholm University Maximum principle for controlled stochastic partial differential equation 14:50–15:15 AbdulRahman Soliman Al-Hussein Qassim Uni- Collective phenomena on random networks versity Cristian Giardina` Modena and Reggio Emilia Uni- versity CS12: Stochastic Optimal Stopping Katsunori Ano (Institute of Applied Mathematics) 15:20–15:45 Threshold networks with random weights and their 14:20–14:45 extension to spatial networks Pricing swing options by a dual approach Naoki Masuda University of Tokyo Yusuke Tashiro University of Tokyo

14:50–15:15 CS09: Some Analysis Related to Exponential Uncertain Markov decision processes with Bayesian (Geometric) Processes intervals Narn-Rueih Shieh (National Taiwan University) Masayuki Horiguchi Kanagawa University

14:20–14:45 15:20–15:45 Exponential (geometric) Levy´ process models in Odds theorem with multiple selection chances mathematical finance Katsunori Ano Institute of Applied Mathematics Yoshio Miyahara Nagoya City University CT02: Brownian Motion 14:50–15:15 14:20–14:45 Exponential of stationary processes textsfSkew products of one-dimensional diffusion pro- Muneya Matsui University of Tokyo cesses and a spherical Brownian motion Tomoko Takemura Kyoto University 15:20–15:45 Infinite products of exponential Levy-driven´ OU pro- 14:50–15:15 cesses On collisions of Brownian particles Narn-Rueih Shieh National Taiwan University Tomoyuki Ichiba University of California, Santa Barbara CS10: Stochastic Differential Equations and 15:20–15:45 their Graphs Applications A new chart to monitor process target and variability Boubaker Smii (King Fahd University of on dependent process steps Petroleum and Minerals) Su-Fen Yang National Chengchi University

14:20–14:45 CT03: BSDE and BSPDE Generalized Feynman graphs representation of stochastic differential equations driven by Levy´ 14:20–14:45 noise A BSDE approach to the sensitivity of the utility Boubaker Smii King Fahd University of Petroleum maximization problem and Minerals Markus Mocha Humboldt-Universitat¨ zu Berlin 7

14:50–15:15 Measure solutions of BSDEs and a Feynman-Kac formula Jianing Zhang Humboldt-Universitat¨ zu Berlin 15:20–15:45 On the Cauchy problem for degenerate backward stochastic partial differential equations in Sobolev spaces Kai Du Fudan University

CT10: Mathematical Finance 1

14:20–14:45 A new approach to pricing European Union emis- sion allowance futures Anna Nazarova University of Duisburg-Essen 14:50–15:15 Market information and random ﬁelds Lane P. Hughston Imperial College London

15:20–15:45 Analytical solution for expected loss of a collateral- ized loan under a quadratic Gaussian default inten- sity process Toshinao Yoshiba Bank of Japan

CT15: Mathematical Statistics 1

14:20–14:45 Lifetime inference of skew-Wiener linear degrada- tion models Chien-Yu Peng Institute of Statistical Science, Academia Sinica 14:50–15:15 Residuals and goodness-of-ﬁt tests for stationary marked Gibbs point processes Frederic Lavancier Universite´ de Nantes 15:20–15:45 Estimation of multivariate CARMA processes Eckhard Schlemm Technische Universitat¨ Munchen¨ 8

Monday, September 6th 16:15–18:10 (Parallel sessions)

Session title (Organizer) Life Hall SS05: Financial Mathematics (Bouchard and Zariphopoulou) Room 802 SS07: Levy´ processes: Recent Developments (Kluppelberg)¨ Science Hall SS17: Random Media and Related Topics (Sidoravicius) Room 601 SS24: Stochastic Models in Neuroscience (Thieullen) Room 502 CS01: Afﬁne Processes and Applications (Keller-Ressel) Room 503 CS02: Branching Processes and their Applications (Gonzalez´ and del Puerto) Room 602 CT20: Queueing Theory Room 603 CT23: SDE and SPDE Room 801 CT25: Stochastic Analysis Room 701 CT26: Stochastic Controls and Related Topics Room 604 CT27: Stochastic Network I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the ﬁrst talk; after this, each speaker chairs the next talk by turns.

SS05: Financial Mathematics 16:45–17:10 Bruno Bouchard (Universite´ Paris-Dauphine) and Distributional properties of stationary solutions of Thaleia Zariphopoulou (University of Oxford and some generalised Ornstein–Uhlenbeck processes University of Texas, Austin) Alexander M. Lindner TU Braunschweig 17:15–17:40 16:15–16:40 More about limits of nested subclasses of classes of New perspectives on the HJB equation arising in infinitely divisible distributions portfolio choice in incomplete markets Makoto Maejima Keio University Sergey Nadtochiy University of Oxford 17:45–18:10 16:45–17:10 The role of the arcsine distribution in infinite divisi- Optimal investment on finite horizon with random bility discrete order flow in illiquid markets Victor Perez-Abreu Center for Research in Mathe- Mihai Sˆırbu University of Texas matics CIMAT 17:15–17:40 No asymptotic arbitrage in models with transaction SS17: Random Media and Related Topics costs and production capacities Vladas Sidoravicius (CWI and IMPA) Bruno Bouchard CEREMADE, University Paris- Dauphine CREST, ENSAE 16:15–16:40 The self-dual point of the two-dimensional random- cluster model is critical for q ≥ 1 SS07: Levy´ Processes: Recent Developments Vincent Beffara UMPA - ENS Lyon Claudia Kluppelberg¨ (TU Munchen)¨ 16:45–17:10 16:15–16:40 Random pinning model: the issue of disorder rele- On fractional Levy´ processes vance Christian Bender Saarland University Hubert Lacoin Universita` di Roma Tre 9

17:15–17:40 CS02: Branching Processes and their Appli- Some aspects of directed edge reinforced random cations walks Miguel Gonzalez´ and Ines´ del Puerto (University Christophe Sabot Universite´ Lyon 1 of Extremadura)

17:45–18:10 16:15–16:40 Complexity of spin glass energy landscapes and Branching structure for an (L-1) random walk in ran- random matrices dom environment and its applications Gerard´ Ben Arous New York University Wenming Hong Beijing Normal University

SS24: Stochastic Models in Neuroscience 16:45–17:10 Michele Thieullen (Universite´ Pierre et Marie Y-linked bisexual branching processes with blind Curie) choice of mates: Bayesian inference through MCMC methods 16:15–16:40 Miguel Gonzalez´ University of Extremadura Stochastic differential equations with boundary 17:15–17:40 noise On controlled branching processes in varying envi- Stefano Bonaccorsi University of Trento ronment 16:45–17:10 Ines´ Maria del Puerto University of Extremadura (blank) CT20: Queueing Theory 17:15–17:40 Modelization of membrane potential and information 16:15–16:40 transmission in large systems of neurons Shadow-routing based control of flexible multi- Reinhard Hoepfner University of Mainz server pools in overload Tolga Tezcan University of Rochester 17:45–18:10 Piecewise deterministic processes and intrinsic fluc- 16:45–17:10 tuations of neuronal activity Non-identifiability of the two-state Markovian arrival Michele Marie Thieullen Universite´ Pierre et Marie process Curie-Paris 6 Josefa Ramirez Cobo IMUS (Institute of Mathe- matics, University of Seville) CS01: Affine Processes and Applications 17:15–17:40 Martin Keller-Ressel (Swiss Federal Institute of Multiscale diffusion approximations for stochastic Technology) networks in heavy traffic Xin Liu University of North Carolina at Chapel Hill 16:15–16:40 On strong solutions of positive definite jump- 17:45–18:10 diffusions Interararrival time distribution for a non-Markovian Eberhard Mayerhofer Vienna University of Eco- arrival process nomics and Business Mine Caglar Koc University 16:45–17:10 Affine processes on symmetric cones Christa Cuchiero ETH Zuerich 17:15–17:40 A characterization of the martingale property of ex- ponentially affine processes Johannes Muhle-Karbe University of Vienna 10

CT23: SDE and SPDE 16:45–17:10 Optimal control of trading algorithms: a general im- 16:15–16:40 pulse control approach Ergodicity and density asymptotics of complex diffu- Ngoc-Minh Dang CEREMADE, University Paris sion processes with quadratic drift Dauphine David Paul Herzog The University of Arizona 17:15–17:40 16:45–17:10 Card counting in continuous time Regularity of the diffusion semigroup with Dirichlet Patrik Andersson Stockholm University boundary condition 17:45–18:10 Shigeo Kusuoka The University of Tokyo Convex risk measures on Orlicz spaces: inf- 17:15–17:40 convolution and shortfall The equivalence of stochastic differential equations Takuji Arai Keio University and martingale problems Thomas G Kurtz University of Wisconsin-Madison CT27: Stochastic Network

17:45–18:10 16:15–16:40 Ergodicity of inﬁnite dimensional stochastic differen- The multiple scaling approximation in a heat shock tial equations with jump noises model of E.coli Bin Xie Shinshu University Hye Won Kang University of Minnesota

16:45–17:10 CT25: Stochastic Analysis Weak law for number of edges on a spherical sur- 16:15–16:40 face An algebraic approach to the Cameron-Martin- Bhupendra Gupta Indian Institute of Information Maruyama-Girsanov formula Technology -Desigm and Manufacturing-Jabalpur Takafumi Amaba Ritsumeikan University 17:15–17:40 16:45–17:10 The on-off network trafﬁc model under intermediate On integro-differential operators: Conservativeness scaling and Feller property Clement Dombry Universite´ de Poitiers Yuichi Shiozawa Okayama University 17:45–18:10 17:15–17:40 Stochastically perturbed gene regulatory networks Irina Shlykova Norwegian University of Life Sci- Lp-approximations of stochastic integrals and weighted BMO ences Stefan Geiss University of Innsbruck

17:45–18:10 Random time with a given Azema´ supermartingale: A multiplicative system approach Libo Li University of Sydney

CT26: Stochastic Controls and Related Topics

16:15–16:40 Large time behavior of solutions of Hamilton-Jacobi- Bellman equations with quadratic nonlinearity in gradients Naoyuki Ichihara Hiroshima University 11

Tuesday, September 7th 11:05–12:30 (Parallel sessions)

Session title (Organizer) Room 604 SS04: Excursion Theory and Applications (Fukushima and Yano) Room 601 SS06: Functional Inequalities and Related Topics (Wang) Room 802 SS13: Probabilistic Numerical Methods for PDEs (Touzi) Life Hall SS26: Stochastic Processes in Physics (Hara) Science Hall SS27: Stochastic Process Models in Genetics (Grifﬁths) Room 502 CS04: Non-Local Operators and Related Random Processes (Lorinczi) Room 503 CS07: SDE with Jumps I (Pavlyukevich and Simon) Room 603 CT06: Interacting Systems and Statistical Mechanics 1 Room 701 CT11: Mathematical Finance 2 Room 801 CT16: Mathematical Statistics 2 Room 602 CT18: Optimal Transportation, Random Walks on Graphs I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the ﬁrst talk; after this, each speaker chairs the next talk by turns.

SS04: Excursion Theory and Applications 11:35–12:00 Masatoshi Fukushima (Osaka University) and Lyapunov conditions for functional inequalities Yuko Yano (Kyoto University) Arnaud Guillin Universite´ Blaise Pascal

11:05–11:30 SS13: Probabilistic Numerical Methods for Applications of excursion theory to construction and PDEs uniqueness of stochastic processes Nizar Touzi (Ecole´ Polytechnique) Krzysztof Burdzy University of Washington

11:35–12:00 11:05–11:30 Extremality of excursion measure and of σ-ﬁnite Optimal stopping of piecewise deterministic Markov measure unifying penalisations processes Kouji Yano Kobe University Franc¸ois Dufour INRIA Bordeaux Sud-Ouest

12:05–12:30 11:35–12:00 Shift-monotonicity and inﬁnite divisibility for regen- An application of the Kusuoka-Lyons-Victoir cuba- erative sets ture method to the numerical solution of semilinear Patrick Joseph Fitzsimmons University of Cali- PDEs fornia San Diego Dan Crisan Imperial College London

SS06: Functional Inequalities and Related 12:05–12:30 Topics Monte Carlo Methods for high dimensional BSDEs Feng-Yu Wang (Swansea University) and PDEs Jianfeng Zhang University of Southern California 11:05–11:30 COH formula and Dirichlet Laplacians on small do- mains of pinned path spaces SS26: Stochastic Processes in Physics Shigeki Aida Tohoku University Takashi Hara (Kyushu University) 12

11:05–11:30 CS07: SDE with Jumps I Lace expansion in the past and future Ilya Pavlyukevich (Friedrich Schiller University of Akira Sakai Hokkaido University Jena) and Thomas Simon (Universite´ de Lille 1)

11:35–12:00 11:05–11:30 Dissipative Abelian sandpiles and rate of conver- Stationary solutions of generalised Ornstein- gence Uhlenbeck processes Antal A Jarai´ University of Bath Anita Diana Behme TU Braunschweig

SS27: Stochastic Process Models in Genetics 11:35–12:00 Robert Grifﬁths (University of Oxford) The lent particle method and its applications Laurent Denis University of Evry 11:05–11:30 Computing likelihoods under multiple-merger coa- 12:05–12:30 lescents Stochastic equations and Fleming-Viot ﬂows Matthias Birkner University Mainz Zenghu Li Beijing Normal University

11:35–12:00 CT06: Interacting Systems and Statistical Me- A coalescent dual process in a Cannings model with chanics 1 genic selection, and the Lambda coalescent limit Robert Charles Griffiths University of Oxford 11:05–11:30 Existence and uniqueness of random gradient 12:05–12:30 states Evolution in a spatial continuum Codina Cotar Technische Universitat¨ Muenchen Jerome Kelleher University of Edinburgh 11:35–12:00 CS04: Non-Local Operators and Related Ran- Fractional Fokker-Planck equation for subdiffusion dom Processes with space-and-time-dependent drift Jozsef Lorinczi (Loughborough University) Peter Straka University of New South Wales 12:05–12:30 11:05–11:30 Annealed critical curve of a disordered pinning Hitting distributions of stable and related processes model with finite range correlations Michal Ryznar Wroclaw University of Technology Julien Poisat Universite´ Lyon 1 11:35–12:00 Hitting half-spaces by Bessel-Brownian diffusions CT11: Mathematical Finance 2 Jacek Malecki University of Angers and Wroclaw University of Technology 11:05–11:30 A model for multiscaling and clustering of volatility 12:05–12:30 in financial indexes Schroedinger perturbations of transition densities Paolo Dai Pra Universita` di Padova Krzysztof Bogdan Wroclaw University of Technol- ogy 11:35–12:00 On the Fatou property for quasiconvex functions Ranja Reda Vienna University of Technology

12:05–12:30 Large liquidity expansion of the super-hedging costs Dylan Possama¨ı Ecole Polytechnique 13

CT16: Mathematical Statistics 2

11:05–11:30 Proﬁle monitoring via penalized spline regression Longcheen Huwang National Tsing Hua University

11:35–12:00 Misspeciﬁcation analyses of Gamma with inverse Gaussian processes Sheng Tsaing Tseng National Tsing-Hua Univer- sity

12:05–12:30 Estimation in linear regression measurement error models for processes with uncorrelated increments Tiee-Jian Wu National Cheng-Kung University

CT18: Optimal Transportation, Random Walks on Graphs

11:05–11:30 Fair allocation via optimal transportation Martin Otto Josef Huesmann University of Bonn 11:35–12:00 Large deviations on nilpotent covering graphs Ryokichi Tanaka Kyoto University

12:05–12:30 Duality on gradient estimates and Wasserstein controls Kazumasa Kuwada Ochanomizu University 14

Tuesday, September 7th 14:10–15:35 (Parallel sessions)

Session title (Organizer) Room 601 SS09: Mathematical Populations Genetics (Baake) Room 802 SS12: Probabilistic Methods for Solving Stochastic and Deterministic PDEs (Crisan) Room 801 SS14: Probability and Geometry (Kuwae) Life Hall SS23: Stochastic Analysis on Large Scale Interacting Systems (Deuschel) Science Hall SS25: Stochastic Networks (Ramanan) Room 502 CS08: SDE with Jumps II (Pavlyukevich and Simon) Room 503 CS14: Stochastic Processes in Actuarial Modelling (Willmot) Room 603 CT07: Interacting Systems and Statistical Mechanics 2 Room 602 CT09: Limit Theorems and Random Dynamics Room 701 CT12: Mathematical Finance 3 Room 604 CT19: Probability Distribution I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the ﬁrst talk; after this, each speaker chairs the next talk by turns.

SS09: Mathematical Population Genetics 14:40–15:05 Ellen Baake (Universitat¨ Bielefeld) On generalized Malliavin calculus Boris L Rozovsky Brown University 14:10–14:35 The symbiotic branching model: Moment spectrum, 15:10–15:35 longtime-behaviour and width of the interface Second order backward SDEs Jochen Blath TU Berlin Nizar Touzi Ecole´ Polytechnique

14:40–15:05 Spatial Lambda-Fleming-Viot process and associ- SS14: Probability and Geometry ated genealogies Kazuhiro Kuwae (Kumamoto University) Amandine Veber´ University Paris-Sud 11 14:10–14:35 15:10–15:35 Concentration of measure phenomenon and eigen- Single–crossover recombination and ancestral re- values of Laplacian combination trees Kei Funano Kumamoto University Ute von Wangenheim Bielefeld University 14:40–15:05 SS12: Probabilistic Methods for Solving Displacement convexity of generalized relative en- Stochastic and Deterministic PDEs tropies Dan Crisan (Imperial College London) Shin-ichi Ohta Kyoto University

14:10–14:35 15:10–15:35 Accelerated numerical schemes for deterministic Comparison geometry of the Bakry-Emery Ricci and stochastic PDEs curvature on complete Riemannian manifolds Istvan Gyongy University of Edinburgh Xiangdong Li Chinese Academy of Sciences 15

SS23: Stochastic Analysis on Large Scale In- 15:10–15:35 teracting Systems Sensitivity and hypoellipticity for jump processes Jean-Dominique Deuschel (TU Berlin) Atsushi Takeuchi Osaka City University

14:10–14:35 CS14: Stochastic Processes in Actuarial Mod- Effective velocity for interfaces in a random environ- elling ment Gordon Willmot (University of Waterloo) Nicolas P Dirr University of Bath 14:10–14:35 14:40–15:05 Distributional analysis of a generalization of the Fluctuations of the Ginzburg-Landau model and uni- Polya process versality for SLE(4) Gordon Willmot University of Waterloo Jason P. Miller Stanford University 14:40–15:05 15:10–15:35 General structures of a class of stochastic models Scaling limits of self-interacting random walks and with two-sided jumps diffusions Eric Cheung University of Hong Kong Balint´ Toth´ Budapest University of Technology 15:10–15:35 Reﬁnements of the two-sided bounds for renewal SS25: Stochastic Networks equations Kavita Ramanan (Brown University) Jae-Kyung Woo University of Waterloo

14:10–14:35 CT07: Interacting Systems and Statistical Me- A stochastic model of coupled enzymatic process- chanics 2 ing Ruth Williams University of California, San Diego 14:10–14:35 Hydrodynamic limit for exclusion processes with ve- 14:40–15:05 locity Scaling limits for critical epidemics and random Makiko Sasada The University of Tokyo graphs Johan van Leeuwaarden TU Eindhoven and EU- 14:40–15:05 RANDOM Duality and hidden symmetries in interacting particle systems 15:10–15:35 Kiamars Vafayi Leiden University Interpolation method and scaling limits in sparse random graphs 15:10–15:35 David Gamarnik MIT Spatial random permutations and Poisson-Dirichlet distribution CS08: SDE with Jumps II Volker Betz University of Warwick Ilya Pavlyukevich (Friedrich Schiller University of Jena) and Thomas Simon (Universite´ de Lille 1) CT09: Limit Theorems and Random Dynamics

14:10–14:35 14:10–14:35 On estimating SDE with jumps Quenched limit theorems Hiroki Masuda Kyushu University Dalibor Volny´ Universite´ de Rouen

14:40–15:05 14:40–15:05 Cylindrical Levy´ processes in Banach spaces On the central limit theorem for trimmed r.v.’s Markus Riedle University of Manchester Istvan Berkes Graz University of Technology 16

15:10–15:35 Cooperation principle and disappearance of chaos in random complex dynamics Hiroki Sumi Osaka University

CT12: Mathematical Finance 3

14:10–14:35 Active portfolio selection: Outperforming a bench- mark portfolio Daniel Michelbrink The University of Nottingham

14:40–15:05 Constrained portfolio choices in the decumulation phase of a pension plan Fausto Gozzi Luiss University

15:10–15:35 Volatility in the Black-Scholes and other formulae Kais Hamza Monash University

CT19: Probability Distribution

14:10–14:35 Symmetric stable processes and the Lamperti transformation Maria Emilia Caballero Instituto de Matematicas, UNAM 14:40–15:05 On the joint distribution of two quantiles Yuri Imamura Ritsumeikan University

15:10–15:35 Transition densities of transformations of Itoˆ diffusions Sanae Rujivan Walailak University 17

Thursday, September 9th 16:25–18:20 (Parallel sessions)

Session title (Organizer) Room 601 SS02: Determinantal Processes and Related Topics (Shirai) Life Hall SS08: Mathematical Finance and Stochastic Control (Sheu) Science Hall SS19: Rough Paths (Lyons) Room 802 SS22: Statistical Inference for Stochastic Processes (Yoshida) Room 502 CS06: Quantum Walks (Konno) Room 604 CS13: Stochastic Partial Differential Equations and Related Topics (Tappe) Room 602 CT01: Branching Processes and Other Stochastic Processes Room 503 CT08: Levy´ Processes Room 701 CT14: Mathematical Finance and Risk Analysis Room 603 CT21: Random Media Room 801 CT24: SPDE and its Applications I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the ﬁrst talk; after this, each speaker chairs the next talk by turns.

SS02: Determinantal Processes and Related SS08: Mathematical Finance and Stochastic Topics Control Tomoyuki Shirai (Kyushu University) Shuenn-Jyi Sheu (Academia Sinica)

16:25–16:50 16:25–16:50 Random point processes and Wigner matrices Robust utility maximization for Levy market models Alexander B. Soshnikov University of California at Daniel Hernandez´ Centro de Investigacion´ en Davis Matematicas´ 16:55–17:20 16:55–17:20 The critical Z-invariant Ising model via dimers Robust utility maximization on an inﬁnite time hori- Cedric´ Boutillier UPMC Paris 6 – Ecole´ Normale zon Superieure´ Thomas Knispel Leibniz University Hannover 17:25–17:50 17:25–17:50 Limit of characteristic polynomials of a random ma- An impulse control approach to optimal order exe- trix cution with market price impact Manjunath Krishnapur Indian Institute of Science Huyenˆ Pham University Paris Diderot 17:55–18:20 17:55–18:20 Phase transition in kinetically constrained models On nearly optimal strategies for risk-sensitive port- Thierry Bodineau Ecole´ Normale Superieure´ folio optimization on inﬁnite horizon Jun Sekine Osaka University 18

SS19: Rough Paths CS13: Stochastic Partial Differential Equa- Terry Lyons (University of Oxford) tions and Related Topics Stefan Tappe (ETH Zurich)¨ 16:25–16:50 Evolving communities with individual preferences 16:25–16:50 Thomas Cass University of Oxford Support theorem for SPDE and its application to HJM model 16:55–17:20 Toshiyuki Nakayama Mitsubishi UFJ Morgan Stan- A new pathwise theory of SPDEs ley Securities Co., Ltd. Peter Karl Friz TU and WIAS Berlin 17:25–17:50 16:55–17:20 Laplace-type asymptotics for rough differential Invariant manifolds with boundary for jump- equation driven by fractional Brownian motion diffusions Yuzuru Inahama Nagoya University Stefan Tappe ETH Zurich¨ 17:25–17:50 SS22: Statistical Inference for Stochastic Pro- Relation between stochastic integrals and the ge- cesses ometry of Banach spaces Nakahiro Yoshida (University of Tokyo) Barbara Rudiger¨ Bergische Universitat¨ Wuppertal 16:25–16:50 CT01: Branching Processes and Other On the goodness of ﬁt tests for ergodic diffusion pro- Stochastic Processes cesses Yury A. Kutoyants University of Maine 16:25–16:50 16:55–17:20 A stochastic SIS epidemic with demography: initial Unlimited liabilities, reserve capital requirements stages and time to extinction and the taxpayer put option David Lindenstrand Stockholm University Ernst Wilhelm Eberlein University of Freiburg 16:55–17:20 17:25–17:50 Some asymptotic results for near critical branching Statistical estimation of the volatility for a stochastic processes differential equation Dominik Reinhold University of North Carolina at Masayuki Uchida Osaka University Chapel Hill

CS06: Quantum Walks 17:25–17:50 Estimation of distribution function in marked point Norio Konno (Yokohama National University) processes 16:25–16:50 Zbynekˇ Pawlas Charles University in Prague Spectral methods for quantum random walks 17:55–18:20 F. Alberto Grunbaum University of California, The graph-value random variable and the unique ex- Berkeley istence of probabilistic measurement 16:55–17:20 Xianmin Geng Nanjing University of Aeronautics Applications of spectral methods for quantum ran- and Astronautics dom walks Luis Velazquez´ Universidad de Zaragoza CT08: Levy´ Processes 17:25–17:50 16:25–16:50 Limit theorems and localization for quantum walks On scale functions of spectrally negative Levy´ pro- on graphs cesses with phase-type jumps Norio Konno Yokohama National University Kazutoshi Yamazaki Osaka University 19

16:55–17:20 17:25–17:50 Spectral theory for subordinate Brownian motions in Exact value of the resistance exponent for four di- half-line mensional random walk trace Mateusz Kwasnicki´ Wrocław University of Tech- Daisuke Shiraishi Kyoto University nology 17:55–18:20 17:25–17:50 Brownian motion among heavy tailed Poissonian The symbol of an Itoˆ process and its relations to ﬁne potential properties Ryoki Fukushima Tokyo Institute of Technology Jan Alexander Schnurr Technical University Dort- mund CT24: SPDE and its Applications

17:55–18:20 16:25–16:50 Composition with distributions of Wiener-Poisson On stochastic Burgers PDEs with random coeffi- variables and its asymptotic expansion cients and a generalization of the Cole-Hopf trans- Yasushi Ishikawa Ehime University formation Nikolaos Englezos University of Piraeus CT14: Mathematical Finance and Risk Analy- 16:55–17:20 sis 1-D quintic NLS with white noise dispersion Yoshio Tsutsumi Kyoto University 16:25–16:50 Operational risk measure in Bayesian context 17:25–17:50 Marie Kratz ESSEC Business School Stochastic model for second grade fluids: existence, uniqueness results and α-limit 16:55–17:20 Paul Andre´ Razafimandimby University of Preto- Risk averse asymptotics in a Black-Scholes market ria on a finite time horizon Stefan Thonhauser University of Lausanne 17:55–18:20 On the strong solution for the stochastic 3D Leray- 17:25–17:50 alpha model of turbulence Compensators and defaultable securities Gabriel Deugoue University of Pretoria- South Ramin Okhrati Concordia University Africa

17:55–18:20 Parameter-dependent optimal stopping problems for one-dimensional diffusions Christoph Baumgarten Technische Universitat¨ Berlin

CT21: Random Media

16:25–16:50 Random walks in random environment with un- bounded jumps and Knudsen billiards with drift Serguei Popov University of Campinas

16:55–17:20 On the behavior of the population density of branching random walks in random environment Makoto Nakashima Kyoto University 20

Friday, September 10th 14:20–15:45 (Parallel sessions)

Session title (Organizer) Science Hall SS01: Branching Processes and Heavy Tails (Borovkov) Room 802 SS03: Dirichlet Forms and Applications (Takeda) Life Hall SS11: Probabilistic Analysis of Algorithms (Devroye) Senri Room A SS15: Probability and Zeta Function (Matsumoto) Senri Room B SS16: Quantum Physics by Stochastic Analysis (Hiroshima) Room 502 CS03: Multifractional Processes and Fields (Ayache) Room 503 CS05: Noncolliding Diffusion Processes and Random Matrix Theory (Tanemura) Room 601 CS11: (canceled) Room 602 CT04: Error Estimates and MCMC Room 604 CT05: Inﬁnite-Dimensional Analysis for Finance Room 701 CT13: Mathematical Finance 4 Room 801 CT17: (canceled) Room 603 CT22: Random Walks and Random Graphs I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the ﬁrst talk; after this, each speaker chairs the next talk by turns.

SS01: Branching Processes and Heavy Tails 14:50–15:15 Kostya Borovkov (University of Melbourne) Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet 14:20–14:45 process Multidimensional branching random walk with Wei Sun Concordia University branching at the origin only 15:20–15:45 Vladimir Alekseevich Vatutin Steklov Mathemati- On transformation of Markov processes cal Institute Jiangang Ying Fudan University 14:50–15:15 Lower limits and equivalences for random sums of SS11: Probabilistic Analysis of Algorithms random variables with heavy-tailed distributions Luc Devroye (McGill University) Sergey Foss Heriot-Watt University 14:20–14:45 15:20–15:45 Inﬁnite extensions of the Mallows model for random Age and population dependent branching pro- permutations cesses Alexander Gnedin Utrecht University Fima C Klebaner Monash University 14:50–15:15 Variance of random digital tree structures SS03: Dirichlet Forms and Applications Hsien-Kuei Hwang Institute of Statistical Science, Masayoshi Takeda (Tohoku University) Academia Sinica 14:20–14:45 15:20–15:45 Heat kernel asymptotics for the measurable Rie- Clique number of high-dimensional random geomet- mannian structure on the Sierpinski gasket ric graphs Naotaka Kajino Kyoto University Gabor Lugosi Pompeu Fabra University 21

SS15: Probability and Zeta Function CS05: Noncolliding Diffusion Processes and Hiroyuki Matsumoto (Yamagata University) Random Matrix Theory Hideki Tanemura (Chiba University) 14:20–14:45 Zeta function and Brownian motion on matrices 14:20–14:45 Philippe Biane CNRS IGM Universite´ Paris-Est Complex Brownian motion representation for the 14:50–15:15 Dyson model Random matrices and number theory: Gaussian Hideki Tanemura Chiba University fluctuations Paul Bourgade Harvard University 14:50–15:15 Determinantal processes and entire functions 15:20–15:45 Makoto Katori Chuo University On the value-distribution of log L and L’/L Kohji Matsumoto Nagoya University 15:20–15:45 Height fluctuations of 1D KPZ equation SS16: Quantum Physics by Stochastic Analy- Tomohiro Sasamoto Chiba University sis Fumio Hiroshima (Kyushu University) CT04: Error Estimates and MCMC 14:20–14:45 Quantum physics and stochastic deformation 14:20–14:45 Jean Claude Zambrini GFM, University Lisbon New estimate of the false-positive rate of a Bloom filter 14:50–15:15 Allen Roginsky National Institute of Standards and Properties of fractional Schrodinger operators by Technology (NIST) functional integration methods Jozsef´ Lorinczi¨ Loughborough University 14:50–15:15 Fault-detecting time evaluations by discrete 15:20–15:45 stochastic models on software fault-failure pro- Spectral analysis of QFT by functional integrations cesses with jump processes Shuen-Lin Jeng National Cheng Kung University Fumio Hiroshima Kyushu University 15:20–15:45 CS03: Multifractional Processes and Fields Convergence of Markov measure valued random Antoine Ayache (Laboratory Paul Painleve´ Uni- variables and its application to MCMC versity Lille 1) Kengo Kamatani University of Tokyo 14:20–14:45 Linear multifractional stable motion: Wavelet meth- CT05: Infinite-Dimensional Analysis for Fi- ods and sample paths properties nance Julien Hamonier Universite´ Lille1 14:50–15:15 14:20–14:45 On the identification of hidden pointwise Holder¨ ex- Asymptotic expansion for a martingale with a mixed ponents normal limit distribution Qidi Peng Paul Painleve´ laboratory, Lille 1 university Nakahiro Yoshida University of Tokyo and JST

15:20–15:45 14:50–15:15 LND of multiparameter mfBm Stochastic expansion for the pricing of call options Antoine Ayache Laboratory Paul Painleve,´ Univer- with discrete dividends sity Lille 1 Pierre Etore LJK - ENSIMAG 22

15:20–15:45 Inﬁnite dimensional calculus via regularization with ﬁnancial motivations Cristina Di Girolami University LUISS Guido Carli

CT13: Mathematical Finance 4

14:20–14:45 On the robustness of the Snell envelope applied to the analysis of various approximation schemes Peng Hu INRIA - University Bordeaux 1

14:50–15:15 The tracking error rate of the Delta-Gamma hedging strategy Azmi Makhlouf Osaka university

15:20–15:45 Discretization error in stochastic integration Masaaki Fukasawa Osaka University

CT22: Random Walks and Random Graphs

14:20–14:45 Extended random signal-to-interference-and-noise- ratio graphs with fading Srikanth Krishnan Iyer Indian Institute of Science Bangalore 14:50–15:15 Realization of a ﬁnite-state mixing Markov chain as a random walk subject to a synchronized road col- oring Kenji Yasutomi Ritsumeikan University

15:20–15:45 Random spanning trees on the Sierpinski´ gasket Masato Shinoda Nara Women’s University 23

Poster Session I Poster Session II (Sept. 7th and 8th) (Sept. 9th and 10th)

The integration parts by formula of Bessel random Trade-offs in pre-scheduled queueing processes. point ﬁeld Application to air transportation Ryuichi Honda Kyushu University Claus Peter Gwiggner Electronic Navigation Re- search Institute One–dimensional space–discrete transport subject to Levy´ perturbations Continuous-time random and quantum walks on the Ilya Pavlyukevich Friedrich Schiller University of threshold network model Jena Yusuke Ide Kanagawa University

On the Markov transition kernel for ﬁrst-passage Spectral measure of quantum walks percolation on the ladder Etsuo Segawa Tokyo Institute of Technology Eckhard Schlemm Technische Universitat¨ Munchen¨ Probabilistic interpretation of the forward problem of Uniform inﬁnite Lorentzian triangulation and critical electrical impedance tomography branching process Martin Simon Johannes Gutenberg Universitat¨ Valentin Sisko Universidade Federal Fluminense Mainz

Scaling relations for percolation in the high temper- Using approximation Bayesian computation for test- ature Ising Model on the square lattice ing founder effect speciation models Masato Takei Osaka Electro-Communication Uni- Pi-Wen Tsai National Taiwan Normal University versity

Asymptotics of IDS for a randomly perturbed lattice Naomasa Ueki Kyoto University

Basic properties of a long range perturbation of the one dimensional Kac model Maria Eulalia Vares Centro Brasileiro de Pesquisas Fisicas

Percolation for two dimensional non-ideal gas Anatoly Yambartsev Universidade de Sao˜ Paulo

Penalisation of a stable Levy´ process involving its one-sided supremum Yuko Yano Kyoto University 24

General Information

Venue - Senri Life Science Center Building

1-4-2 Shinsenri-higashimachi Toyonaka, Osaka 560-0082 JAPAN

Access

By Subway (Kita-Osaka-Express)

Take a subway ”Mido-suji” line” bound for Senri-Chuo and get oﬀ at Senri-Chuo terminal station. Use the north exit to Senri Life Science Center. It is a 5-minute walk from Senri-Chuo (The Life Science Center building stands just in front of the station; it will take several minutes to exit from the station).

From Kanasi International Airport (KIX) [By JR] Take JR Express ”Haruka” bound for Kyoto and get oﬀ at Shin-Osaka station. Change to the subway ”Mido-suji” line bound for Senri-Chuo and get oﬀ at Senri-Chuo terminal station. Use the north exit to Senri Life Science Center. It is a 5-minute walk from Senri-Chuo.

[By Nankai Line] Take Nankai Express ”Rapi:t” bound for Namba and get oﬀ at Namba terminal station. Change to the subway ”Mido-suji” line bound for Senri-Chuo and get oﬀ at Senri-Chuo terminal station. Use the north exit to Senri Life Science Center. It is a 5-minute walk from Senri-Chuo.

From Itami Airport (ITM, Osaka International Airport) [By Monorail] Take the monorail bound for Kadoma-shi and get oﬀ at Senri-Chuo. Senri Life Science Center is a 7-minute walk from Senri-Chuo.

From Narita International Airport (NRT) [By rail] Narita Express links Narita airport to Tokyo station. From Tokyo station, Shinkansen ”Nozomi” and ”Hikari” super express trains frequently depart to Shin-Osaka. It takes about 3 hours from Tokyo to Shin-Osaka. At Shin- Osaka station, change to the subway ”Mido-suji” line bound for Senri-Chuo and get oﬀ at Senri-Chuo terminal station. Use the north exit to Senri Life Science Center. It is a 5-minute walk from Senri-Chuo. We, however, recommend to transit to Itami Airport. 25

Access Map Kitasenri

N Convenience Store UFJ Bank

Daimaru Senri Plaza Hankyu

Dept.

Shin Midoh Suji Sen Sen Suji Midoh Shin Gas Station

Selcy Subway Senri Chuo St.

Senri Hankyu Hotel Convenience Store

Mitsui Tokyo Ikeda Sumitomo Mitsubishi Bank Bank

Monorail Senri-Chuo st.

Chuo Kanjo Sen 26

Senri Life Science Center Floor plan

7th & 8th Floor 701

Lifts Lifts

802 801

6th Floor 601 602 603 604 Life Hall

Lifts

Senri Room A Science Hall

Senri Room B

5th Floor 501 502 503 Life Hall

Lifts

Lobby Science Hall

Cafe & Restaurant Port 5

Men's Restroom Women's Restroom Restroom for Disabled

Conference Room 502, 503, 601, 602, 603, 604, 701, 801, 802 Life Hall (L.H.), Sceience Hall (S. H.)

Conference Office 501

Banquet Room Senri Room A & B (SR.A. & SR. B.) 27 Senri HankyuSenri Hotel on 6F on 22F R R Life Science Life Center on B1F R on 2F R on B1F 26 SELCY A large on each floor on each A&H 2 large 5 R R some some PAL many on 4F Monorail Station Monorail R LABI 14 Restaurants’ Map Restaurants’ 薩摩とりとん千里熊五郎温野菜梅八芋と大根三間堂北海道千里百番瓢天一鮮がんこうな匠マクドナルド . Hyoten (Japanese tempura) tempura) (Japanese Hyoten etc A&H 2F sushi) (Japanese, Ganko etc. restaurant(s) R denotes map, In this etc. PAL 2F McDonalds (Japanese) Hyakuban Senri 6F SELCY sushi) (Japanese, Hokkaido B1F SELCY noodle) (Japanese Sangendou Satuma Toriton (Japanese, hot pot) pot) hot (Japanese, Toriton Satuma noodles) Issen (Japanese etc. PAL B1F noodles) (Japnese Kumagoro Senri pork) fried (Japanese Umehachi Una-syo (Japanese, eel) eel) Una-syo (Japanese, LABI 4F buffet) (Japnese, Daikon Imoto shabu-shabu) (Japanese, Onyasai 28 Opening Ceremony On Monday morning (8:45) at Life Hall, after a short introduction by the hosts, the conference will be oﬃcially opened by Professor Marta Sanz-Sole´ (Barcelona, past chair of CCSP of the Bernoulli Society).

Reception Party On Monday night (18:30), all participants will be invited to a reception at Senri Room.

Itoˆ Memorial Lectures

Kiyosi Itoˆ (Sep. 7, 1915 – Nov. 10, 2008)

The theory of stochastic integral and stochastic differential equation due to Professor Kiyoshi Itoˆ first appeared in “Zenkoku Sizyo Sugaku Danwakai-si” (i.e., Journ. Pan-Japan Math. Coll.) The journal was published in 1942 from Osaka University. Since then, many works related to stochastic analysis were done by Professor Itoˆ mainly in Kyoto University, and he passed away in 2008. This time, the SPA conference is held in Osaka. So, in this occasion, we made a plan of special event in memory of Professor Ito,ˆ here in Osaka. On Tuesday evening at Life Hall, there are two lectures in memory of Professor Kiyosi Ito:ˆ 16:05-16:50 Shinzo Watanabe “A review on the development of stochastic analysis” 17:00-17:45 Henry P. McKean “Reminiscence K. Itô,Some memories and some remarks on his mathematical style” 29 Event of Bernoulli Society On Wednesday morning (10:50–11:15) at Life Hall, for World Statistics Day, two speeches will be given by ISI President-Elect Jae C. Lee and BS President-Elect Edward Waymire. The title is “World Statistics Day: The future of societies of mathematical statistics & probability.”

Excursion A half day bus tour is arranged on Wednesday afternoon by Nippon Travel Agency. There are three plans as follows: [A] Kiyomizu-dera & Kinkaku-ji, [B] Kinkaku-ji, Nishijin Textile Center & Nishiki-ichiba Market, [C] Kennin-ji Zazen Experience & Tea Ceremony at Kodai-ji.

Banquet The banquet will take place on Wednesday night (19:00) at Senri Room. The charge for the banquet is 4,000 JPY for registered participants.

Closing Ceremony On Friday afternoon (16:00) at Life Hall, there will be a speech of Professor Victor Perez-Abreu´ (Guanajuato, President of Bernoulli Society).