Kiyosi Itô’s Legacy
from a Franco-Japanese Perspective

26-27 NOVEMBER 2015 - TOKYO

Register :
Conference celebrating the centennial of the birth of Kiyosi Itô

Kiyosi Itô’s Legacy from a Franco-Japanese Perspective

26-27 november 2015 - Tokyo

Due to security checks at the Embassy, please bring a valid I.D. and plan to arrive 20 minutes before the conference begins.



Contributeurs: Jean-Pierre BOURGUIGNON (Institut des Hautes Études Scientifiques), Nicole EL KAROUI (École polytechnique), Masatoshi FUKUSHIMA (Université Osaka), Tadahisa FUNAKI (Université de Tokyo), Josselin GARNIER (Université Paris Diderot), Daniel GOROFF (Fondation Sloan), Shigeo KUSUOKA (Université de Tokyo), Glenn SHAFER (Rutgers Business School), Jean-Philippe TOUFFUT (Centre Cournot)

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Thursday, 26 November 2015

10:30 am – Opening Session
Glenn SHAFER (Rutgers Business School)
Whither Kiyosi Itô’s reconciliation of Lévy (betting) and Doob (measure)?

12:00 pm – Lunch

1:30 pm – Session 1: Itô’s Heritage
Masatoshi FUKUSHIMA (Osaka University)
The Life and Mathematical Legacy of Itô Sensei

Daniel GOROFF (Sloan Foundation)
Abstraction vs. Application: Itô’s Calculus, Wiener’s Chaos, and Poincaré’s Tangle

3:00 pm – Coffee break

3:30 pm – Session 2: Itô and Stochastic Analysis
Tadahisa FUNAKI (University of Tokyo)
Some Topics in Stochastic Partial Differential Equations

Josselin GARNIER (Université Paris Diderot - Centre Cournot
Itô's Calculus in Physics and Stochastic Partial Differential Equations

Friday, 27 November 2015

10:30 am – Session 3: Itô’s Calculus and Financial Applications
Nicole EL KAROUI (École polytechnique)
What Makes Kiyosi Itô Famous on Trading Floors?

Shigeo KUSUOKA (University of Tokyo)
Itô Calculus, Malliavin Calculus and Finance

12:00 pm – Closing Remarks

• With the support of:
Ambassade de France au Japon
Japan Science and Technology Agency (CREST)
The Mathematical Society of Japan (MSJ)

information

AMBASSADE DE FRANCE AU JAPON
Salle de réunion de l’atrium
4-11-44 Minami-Azabu, Minato-ku
Tokyo 106-8514
7 minutes from the HIROO subway station (exit 1)
http://www.ambafrance-jp.org


Organized by
The Institut des Hautes Études Scientifiques
and the Cournot Centre and Foundation