Analysis, PDE & Probability Seminar

Upcoming Seminars

2025. 9. 15 (Mon) 11:00-12:00  Room 8309
Donghan Kim (KAIST)

Roughness in finance via Schauder Representation

ABSTRACT. This presentation will explain two distinct concepts for measuring the roughness of financial data. We first introduce the idea of the p-th variation of a real-valued continuous function along a general class of refining partition sequences. We demonstrate that the finiteness of the p-th variation of a given path is closely linked to the finiteness of the lp -norm of the coefficients along a Schauder basis, analogous to how the Hölder exponent relates to the l∞ -norm of the Schauder coefficients. This result establishes an isomorphism between the space of Hölder continuous functions with finite (generalized) p-th variation along a given partition sequence and a subclass of infinite-dimensional matrices, equipped with an appropriate norm, in the spirit of Ciesielski.

2025. 9. 24 (Wed) 16:00-17:00  Room 1423
Taegyu Kim (KIAS)

TBA

ABSTRACT. TBA

2025. 10. 29 (Wed) 16:00-17:00  Room 1423
Jin Bong Lee (Seoul National University)

TBA

ABSTRACT. TBA

2025. 11. 7 (Fri) 16:00-17:00  Room 1424
Seick Kim (Yonsei University)

TBA

ABSTRACT. TBA

2025. 11. 26 (Wed) 16:00-17:30  Room 8309
Kyeongsik Nam (KAIST)

Directed Polymers and Critical 2D Stochastic Heat Flow

ABSTRACT. The model of directed polymers provides a fundamental framework in statistical physics. The central challenge lies in understanding the universal statistical properties of the polymer's path and its partition function. This talk will provide an introduction to the general theory of directed polymers. We will then transition to a particular scaling limit: Critical 2D Stochastic Heat Flow, which emerges as the universal limit for two-dimensional directed polymers at a critical point.

2025. 11. 27 (Thu) 16:00-17:30  Room 8309
Kyeongsik Nam (KAIST)

Moments of Critical 2D Stochastic Heat Flow

ABSTRACT. Critical 2D Stochastic Heat Flow has been conjectured to display extreme intermittency, with h-th moments growing like exp(exp(h)). In this talk, we establish a lower bound of this conjecture. Joint work with Shirshendu Ganguly.

2025. 12. 3 (Wed) 16:00-17:30  Room 1423
Haesung Lee (국립금오공과대학교)

TBA

ABSTRACT. TBA

Past Seminars

2025 Seminars
2024 Seminars
2023 Seminars
2022 Seminars
2021 Seminars
2020 Seminars
2019 Seminars

Organizers

Jae-Hwan Choi   -   Korea Institute for Advanced Study

Yong-Gwan Ji   -   Korea Institute for Advanced Study

Nam-Gyu Kang   -   Korea Institute for Advanced Study

Taegyu Kim   -   Korea Institute for Advanced Study

Wontae Kim   -   Korea Institute for Advanced Study

Joonhyun La   -   Korea Institute for Advanced Study

Jung-Kyoung Lee   -   Korea Institute for Advanced Study

Juyoung Lee   -   Korea Institute for Advanced Study

Se-Chan Lee   -   Korea Institute for Advanced Study

Sewook Oh   -   Korea Institute for Advanced Study

Sung-Jin Oh   -   UC Berkeley & KIAS

Hyangdong Park   -   Korea Institute for Advanced Study

Junehee Ryu   -   Korea Institute for Advanced Study

Jinsol Seo   -   Korea Institute for Advanced Study

Hyungsung Yun   -   Korea Institute for Advanced Study

Directions

Korea Institute for Advanced Study
Buildings 1 & 8, 85 Hoegi-ro, Dongdaemun-gu, Seoul, Korea



June E Huh Center for Mathematical Challenges
2nd Floor, 118 Hongneung-ro, Dongdaemun-gu, Seoul, Korea