List of Talks (2017.3-2024.3)
 
List of Talks (2017.3-2024.3)
-   Berry-Esseen bound for the Brownian motions on hyperbolic spaces
 
Šm—¦‰ð�͂Ƃ»‚ÌŽü•Ó�CŒF–{‘åŠw�C‚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“x�H‹G‘��‡•ª‰È‰ï�C
“Œ–k‘åŠw�C‚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 Fields�C
‹ž“s‘åŠw�”—�‰ð�ÍŒ¤‹†�Š�C‚Q‚O‚Q‚R”N‚XŒŽ‚T“ú.
-   Berry-Esseen bound for the Brownian motions on hyperbolic spaces
 
Dirichlet Forms and Related Topics�C�L“‡‘åŠw�C‚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‹Ç�ŠŒ^�ì—p‘f�CHakobune Niseko�C‚Q‚O‚Q‚R”N‚WŒŽ‚P‚O“ú.
-   Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes
 
‘å�ã‘åŠwŠm—¦˜_ƒZƒ~ƒi�[�C‘å�ã‘åŠw�C‚Q‚O‚Q‚R”N‚VŒŽ‚P‚P“ú.
-   Remarks on the limiting behaviors of generalized elephant random walks
 
Œ¤‹†ŽºƒZƒ~ƒi�[�C‰¡•l�‘—§‘åŠw�C‚Q‚O‚Q‚Q”N‚P‚PŒŽ‚Q‚Q“ú.
-   Remarks on the limiting behaviors of generalized elephant random walks
 
‹ã�BŠm—¦˜_ƒZƒ~ƒi�[�C‹ã�B‘åŠw�C‚Q‚O‚Q‚Q”N‚P‚PŒŽ‚P‚P“ú.
-   Remarks on the limiting behaviors of generalized elephant random walks
 
ŠÖ�¼‘åŠwŠm—¦˜_ƒZƒ~ƒi�[�CŠÖ�¼‘åŠw�C‚Q‚O‚Q‚Q”N‚VŒŽ‚X“ú.
-   Maximal displacement of branching symmetric stable processes
 
ƒ}ƒ‹ƒRƒt‰ß’ö‚Æ‚»‚ÌŽü•Ó�CŒF–{‘åŠw�iƒnƒCƒuƒŠƒbƒh�j�C‚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
 
‘å�ã‘åŠwŠm—¦˜_ƒZƒ~ƒi�[�C‘å�ã‘åŠw�C‚Q‚O‚Q‚Q”N‚PŒŽ‚Q‚T“ú.
-   Symmetric non-local Dirichlet forms with singular coefficients:
compactness and transience
 
ŠÖ�¼‘åŠw Šm—¦˜_Œ¤‹†‰ï�CŠÖ�¼‘åŠw�iƒnƒCƒuƒŠƒbƒh�j�C‚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“x�H‹G‘��‡•ª‰È‰ï�C�ç—t‘åŠw�iƒIƒ“ƒ‰ƒCƒ“�j�C‚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‘åŠw�iƒIƒ“ƒ‰ƒCƒ“�j�C‚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‘åŠw�iƒIƒ“ƒ‰ƒCƒ“�j�C‚Q‚O‚Q‚P”N‚TŒŽ‚Q‚S“ú.
-   Forefront of branching Brownian motions
 
‘å‹K–Í‘ŠŒÝ�ì—pŒn‚ÌŠm—¦‰ð�Í�C‘å�ã‘åŠw�C
‚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“x�H‹G‘��‡•ª‰È‰ï�C‹à‘ò‘åŠw�C‚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 2019�C
  •Ÿ‰ª‘åŠw�C‚Q‚O‚P‚X”N‚XŒŽ‚Q“ú�`‚U“ú.
-   Limiting distributions for the maximal displacement of branching Brownian motions
 
‘å�ã‘åŠwŠm—¦˜_ƒZƒ~ƒi�[�C‘å�ã‘åŠw�C‚Q‚O‚P‚X”N‚UŒŽ‚P‚W“ú.
-   •ªŽ}ƒuƒ‰ƒEƒ“‰^“®‚Ì—±Žq”z’u‚̉ð�Í
 
’k˜b‰ï�C“Œ–k‘åŠw—�ŠwŒ¤‹†‰È�C‚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 workshop�C
  Beijing Institute of Technology�C‚Q‚O‚P‚X”N‚TŒŽ‚P‚Q“ú slide (pdf.).
-   •ªŽ}ƒuƒ‰ƒEƒ“‰^“®‚Ì�Å‘å’l‰ß’ö‚̉ð�Í
 
2019”NŠm—¦˜_‘��tƒZƒ~ƒi�[�C
‹ž“s‘åŠw�C‚Q‚O‚P‚X”N‚RŒŽ‚U“ú.
-   Maximal displacement and population growth for branching Brownian motions
 
ŠÖ�¼Šm—¦˜_ƒZƒ~ƒi�[�C
‹ž“s‘åŠw�C‚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‘åŠw�C‚Q‚O‚P‚W”N‚P‚OŒŽ‚S“ú.
-   Spread rate of branching Brownian motions
 
14th Workshop on Markov Processes and Related Topics�C
  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‘åŠw�C‚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‘åŠw�C‚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‘åŠw�C‚Q‚O‚P‚W”N‚PŒŽ‚Q‚T“ú.
-   Spread rate of branching Brownian motions
 
“Œ–kŠm—¦˜_ƒZƒ~ƒi�[�C“Œ–k‘åŠw�C‚Q‚O‚P‚W”N‚PŒŽ‚P‚Q“ú.
-   Spread rate of branching Brownian motions
 
ƒZƒ~ƒi�[�C
•ŸŒšŽt”Í‘åŠw�C‚Q‚O‚P‚V”N‚P‚PŒŽ‚Q‚R“ú.
-   Spread rate of branching Brownian motions
 
Japanese-German Open Conference on Stochastic Analysis 2017�C
  Technischen Universität Kaiserslautern�C‚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 Analysis�C
 
Technischen Universität Dresden�C‚Q‚O‚P‚V”N‚XŒŽ‚P“ú.
-   Spread rate of branching Brownian motions
 
ŠÖ�¼‘åŠwŠm—¦˜_ƒZƒ~ƒi�[�CŠÖ�¼‘åŠw�C‚Q‚O‚P‚V”N‚TŒŽ‚P‚R“ú.
-   Spread rate of branching Brownian motions
 
‘å�ã‘åŠwŠm—¦˜_ƒZƒ~ƒi�[�C‘å�ã‘åŠw�C‚Q‚O‚P‚V”N‚SŒŽ‚Q‚T“ú.
-   ‘Î�̃}ƒ‹ƒRƒt‰ß’ö‚ÌŒo˜H‰ð�͂ƃfƒBƒŠƒNƒŒŒ`Ž®,
 
’k˜b‰ï�C‘å�ã‘åŠw—�ŠwŒ¤‹†‰È�C‚Q‚O‚P‚V”N‚SŒŽ‚Q‚S“ú.
-   Spread rate of branching Brownian motions
 
Dirichlet forms and their geometry�C“Œ–k‘åŠw�C‚Q‚O‚P‚V”N‚RŒŽ‚Q‚P“ú.
List of Talks (2009.4-2017.2)