List of Talks (2017.3-)
 
List of Talks (2017.3-)
-   Berry-Esseen bound for the Brownian motions on hyperbolic spaces
 
Šm—¦‰ðÍ‚Æ‚»‚ÌŽü•ÓCŒF–{‘åŠwC‚Q‚O‚Q‚R”N‚P‚QŒŽ‚P‚S“ú.
-   Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
 
“ú–{”Šw‰ï‚Q‚O‚Q‚R”N“xH‹G‘‡•ª‰È‰ïC
“Œ–k‘åŠwC‚Q‚O‚Q‚R”N‚XŒŽ‚Q‚O“ú.
-   Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
 
Stochastic Processes and Related FieldsC
‹ž“s‘åŠw”—‰ðÍŒ¤‹†ŠC‚Q‚O‚Q‚R”N‚XŒŽ‚T“ú.
-   Berry-Esseen bound for the Brownian motions on hyperbolic spaces
 
Dirichlet Forms and Related TopicsCL“‡‘åŠwC‚Q‚O‚Q‚R”N‚XŒŽ‚P“ú.
-   Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
 
RIMS‡hŒ^ƒZƒ~ƒi[ ‹ÏŽ¿‰»–@‚Æ”ñ‹ÇŠŒ^ì—p‘fCHakobune NisekoC‚Q‚O‚Q‚R”N‚WŒŽ‚P‚O“ú.
-   Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
 
‘åã‘åŠwŠm—¦˜_ƒZƒ~ƒi[C‘åã‘åŠwC‚Q‚O‚Q‚R”N‚VŒŽ‚P‚P“ú.
-   Remarks on the limiting behaviors of generalized elephant random walks
 
Œ¤‹†ŽºƒZƒ~ƒi[C‰¡•l‘—§‘åŠwC‚Q‚O‚Q‚Q”N‚P‚PŒŽ‚Q‚Q“ú.
-   Remarks on the limiting behaviors of generalized elephant random walks
 
‹ãBŠm—¦˜_ƒZƒ~ƒi[C‹ãB‘åŠwC‚Q‚O‚Q‚Q”N‚P‚PŒŽ‚P‚P“ú.
-   Remarks on the limiting behaviors of generalized elephant random walks
 
ŠÖ¼‘åŠwŠm—¦˜_ƒZƒ~ƒi[CŠÖ¼‘åŠwC‚Q‚O‚Q‚Q”N‚VŒŽ‚X“ú.
-   Maximal displacement of branching symmetric stable processes
 
ƒ}ƒ‹ƒRƒt‰ß’ö‚Æ‚»‚ÌŽü•ÓCŒF–{‘åŠwiƒnƒCƒuƒŠƒbƒhjC‚Q‚O‚Q‚Q”N‚RŒŽ‚T“ú.
slide (pdf.).
-   Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
 
‘åã‘åŠwŠm—¦˜_ƒZƒ~ƒi[C‘åã‘åŠwC‚Q‚O‚Q‚Q”N‚PŒŽ‚Q‚T“ú.
-   Symmetric non-local Dirichlet forms with singular coefficients:
compactness and transience
 
ŠÖ¼‘åŠw Šm—¦˜_Œ¤‹†‰ïCŠÖ¼‘åŠwiƒnƒCƒuƒŠƒbƒhjC‚Q‚O‚Q‚P”N‚P‚PŒŽ‚P‚R“ú
slide (pdf.).
-   Compactness of semigroups generated by symmetric non-local Dirichlet forms with unbounded coefficients
 
“ú–{”Šw‰ï‚Q‚O‚Q‚P”N“xH‹G‘‡•ª‰È‰ïCç—t‘åŠwiƒIƒ“ƒ‰ƒCƒ“jC‚Q‚O‚Q‚P”N‚XŒŽ‚P‚S“ú
—\e (pdf.), slide (pdf.).
-   Maximal displacement of branching symmetric stable processes
 
The 10th International Conference on Stochastic Analysis and its Applications (Poster Session)C
  ‹ž“s‘åŠwiƒIƒ“ƒ‰ƒCƒ“jC‚Q‚O‚Q‚P”N‚XŒŽ‚U“ú`‚P‚O“ú slide (pdf.).
-   Transience of symmetric non-local Dirichlet forms
 
“Œ‹žŠm—¦˜_ƒZƒ~ƒi[C
Œc‰ž‹`m‘åŠwiƒIƒ“ƒ‰ƒCƒ“jC‚Q‚O‚Q‚P”N‚TŒŽ‚Q‚S“ú.
-   Forefront of branching Brownian motions
 
‘å‹K–Í‘ŠŒÝì—pŒn‚ÌŠm—¦‰ðÍC‘åã‘åŠwC
‚Q‚O‚P‚X”N‚P‚PŒŽ‚T“ú.
-   Limiting distributions for the maximal displacement of branching Brownian motions
 
“ú–{”Šw‰ï‚Q‚O‚P‚X”N“xH‹G‘‡•ª‰È‰ïC‹à‘ò‘åŠwC‚Q‚O‚P‚X”N‚XŒŽ‚P‚V“ú.
-   Limiting distributions for the maximal displacement of branching Brownian motions
 
Japanese-German Open Conference on Stochastic Analysis 2019C
  •Ÿ‰ª‘åŠwC‚Q‚O‚P‚X”N‚XŒŽ‚Q“ú`‚U“ú.
-   Limiting distributions for the maximal displacement of branching Brownian motions
 
‘åã‘åŠwŠm—¦˜_ƒZƒ~ƒi[C‘åã‘åŠwC‚Q‚O‚P‚X”N‚UŒŽ‚P‚W“ú.
-   •ªŽ}ƒuƒ‰ƒEƒ“‰^“®‚Ì—±Žq”z’u‚̉ðÍ
 
’k˜b‰ïC“Œ–k‘åŠw—ŠwŒ¤‹†‰ÈC‚Q‚O‚P‚X”N‚TŒŽ‚Q‚O“ú.
-   Limiting distributions for the maximal displacement of branching Brownian motions
 
The first China-Japan-Korea probability workshopC
  Beijing Institute of TechnologyC‚Q‚O‚P‚X”N‚TŒŽ‚P‚Q“ú slide (pdf.).
-   •ªŽ}ƒuƒ‰ƒEƒ“‰^“®‚ÌÅ‘å’l‰ß’ö‚̉ðÍ
 
2019”NŠm—¦˜_‘tƒZƒ~ƒi[C
‹ž“s‘åŠwC‚Q‚O‚P‚X”N‚RŒŽ‚U“ú.
-   Maximal displacement and population growth for branching Brownian motions
 
ŠÖ¼Šm—¦˜_ƒZƒ~ƒi[C
‹ž“s‘åŠwC‚Q‚O‚P‚W”N‚P‚PŒŽ‚P‚U“ú.
-   Maximal displacement and population growth for branching Brownian motions
 
•Ÿ‰ª‘åŠwŠm—¦˜_ƒZƒ~ƒi[C
•Ÿ‰ª‘åŠwC‚Q‚O‚P‚W”N‚P‚OŒŽ‚S“ú.
-   Spread rate of branching Brownian motions
 
14th Workshop on Markov Processes and Related TopicsC
  Sichuan University, Skyline International Grand Hotel,
‚Q‚O‚P‚W”N‚VŒŽ‚P‚X“ú slide (pdf.).
-   Upper rate functions of Brownian motion type for symmetric jump processes
 
“ú–{”Šw‰ï‚Q‚O‚P‚W”N“x”N‰ï,
“Œ‹ž‘åŠwC‚Q‚O‚P‚W”N‚RŒŽ‚P‚W“ú —\e (pdf.), slide (pdf.).
-   Upper rate functions of Brownian motion type for symmetric jump processes
 
•Ÿ‰ª‘åŠwŠm—¦˜_ƒZƒ~ƒi[C
•Ÿ‰ª‘åŠwC‚Q‚O‚P‚W”N‚QŒŽ‚P‚T“ú.
-   Upper rate functions of Brownian motion type for symmetric jump processes
 
”—ƒtƒ@ƒCƒiƒ“ƒXƒZƒ~ƒi[C
—§–½ŠÙ‘åŠwC‚Q‚O‚P‚W”N‚PŒŽ‚Q‚T“ú.
-   Spread rate of branching Brownian motions
 
“Œ–kŠm—¦˜_ƒZƒ~ƒi[C“Œ–k‘åŠwC‚Q‚O‚P‚W”N‚PŒŽ‚P‚Q“ú.
-   Spread rate of branching Brownian motions
 
ƒZƒ~ƒi[C
•ŸŒšŽt”Í‘åŠwC‚Q‚O‚P‚V”N‚P‚PŒŽ‚Q‚R“ú.
-   Spread rate of branching Brownian motions
 
Japanese-German Open Conference on Stochastic Analysis 2017C
  Technischen Universität KaiserslauternC‚Q‚O‚P‚V”N‚XŒŽ‚S“ú slide (pdf.).
-   Upper rate functions of Brownian motion type for symmetric jump processes
 
Workshop on Jump Processes and Stochastic AnalysisC
 
Technischen Universität DresdenC‚Q‚O‚P‚V”N‚XŒŽ‚P“ú.
-   Spread rate of branching Brownian motions
 
ŠÖ¼‘åŠwŠm—¦˜_ƒZƒ~ƒi[CŠÖ¼‘åŠwC‚Q‚O‚P‚V”N‚TŒŽ‚P‚R“ú.
-   Spread rate of branching Brownian motions
 
‘åã‘åŠwŠm—¦˜_ƒZƒ~ƒi[C‘åã‘åŠwC‚Q‚O‚P‚V”N‚SŒŽ‚Q‚T“ú.
-   ‘Î̃}ƒ‹ƒRƒt‰ß’ö‚ÌŒo˜H‰ð͂ƃfƒBƒŠƒNƒŒŒ`Ž®,
 
’k˜b‰ïC‘åã‘åŠw—ŠwŒ¤‹†‰ÈC‚Q‚O‚P‚V”N‚SŒŽ‚Q‚S“ú.
-   Spread rate of branching Brownian motions
 
Dirichlet forms and their geometryC“Œ–k‘åŠwC‚Q‚O‚P‚V”N‚RŒŽ‚Q‚P“ú.
List of Talks (2009.4-2017.2)