{"id":750,"date":"2026-05-08T15:48:59","date_gmt":"2026-05-08T06:48:59","guid":{"rendered":"https:\/\/orsj.org\/queue\/?p=750"},"modified":"2026-05-08T15:48:59","modified_gmt":"2026-05-08T06:48:59","slug":"%e5%be%85%e3%81%a1%e8%a1%8c%e5%88%97%e7%a0%94%e7%a9%b6%e9%83%a8%e4%bc%9a%e7%89%b9%e5%88%a5%e3%82%bb%e3%83%9f%e3%83%8a%e3%83%bc-5%e6%9c%8822%e6%97%a5-%e3%81%ae%e9%96%8b%e5%82%ac%e6%a1%88%e5%86%85","status":"publish","type":"post","link":"https:\/\/orsj.org\/queue\/2026\/05\/08\/%e5%be%85%e3%81%a1%e8%a1%8c%e5%88%97%e7%a0%94%e7%a9%b6%e9%83%a8%e4%bc%9a%e7%89%b9%e5%88%a5%e3%82%bb%e3%83%9f%e3%83%8a%e3%83%bc-5%e6%9c%8822%e6%97%a5-%e3%81%ae%e9%96%8b%e5%82%ac%e6%a1%88%e5%86%85\/","title":{"rendered":"\u5f85\u3061\u884c\u5217\u7814\u7a76\u90e8\u4f1a\u7279\u5225\u30bb\u30df\u30ca\u30fc (5\u670822\u65e5) \u306e\u958b\u50ac\u6848\u5185"},"content":{"rendered":"<p>\u5f85\u3061\u884c\u5217\u7814\u7a76\u90e8\u4f1a\u7279\u5225\u30bb\u30df\u30ca\u30fc<\/p>\n<p>\u65e5\u6642\uff1a2026\u5e745\u670822\u65e5\uff08\u91d1\uff0915:00\u201317:00<br \/>\n\u3000\u3000\u3000\uff08\u4f1a\u5834\u5229\u7528 14:00\u201317:00\uff09<\/p>\n<p>\u4f1a\u5834\uff1a\u6771\u4eac\u79d1\u5b66\u5927\u5b66 \u5927\u5ca1\u5c71\u30ad\u30e3\u30f3\u30d1\u30b9 \u897f8\u53f7\u9928\uff08W\u68df\uff09W811\u53f7\u5ba4<br \/>\n\u203b\u53c2\u52a0\u3092\u5e0c\u671b\u3055\u308c\u308b\u65b9\u306f\u76f4\u63a5\u4f1a\u5834\u3078\u304a\u8d8a\u3057\u304f\u3060\u3055\u3044\u3002<\/p>\n<p>\u8b1b\u6f14\u8005\uff1aBara Kim \u6c0f\uff08Korea University\uff09<\/p>\n<p>\u8b1b\u6f14\u984c\u76ee\uff1a<br \/>\nUnbiased Simulation Methods for Stochastic Differential Equations<\/p>\n<p>\u8b1b\u6f14\u6982\u8981\uff1a<br \/>\nThis presentation discusses unbiased Monte Carlo simulation methods for quantities associated with sample paths of stochastic differential equations. The proposed approach is based on a change of probability measures using carefully constructed Radon\u2013Nikodym derivative processes to obtain unbiased estimators.<\/p>\n<p>A particular focus is placed on situations where the Girsanov kernel is unbounded, for which standard simulation techniques may become difficult to apply. I present a simulation method that remains valid in such settings and discuss the underlying probabilistic ideas behind the construction.<\/p>\n<p>The presentation also includes examples involving path-dependent functionals under diffusion models to illustrate the practical implementation of the method. The techniques discussed in this talk are potentially applicable to a broad range of stochastic simulation problems arising in applied probability, queueing systems, financial engineering, and related areas.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5f85\u3061\u884c\u5217\u7814\u7a76\u90e8\u4f1a\u7279\u5225\u30bb\u30df\u30ca\u30fc \u65e5\u6642\uff1a2026\u5e745\u670822\u65e5\uff08\u91d1\uff0915:00\u201317:00 \u3000\u3000\u3000\uff08\u4f1a\u5834\u5229\u7528 14:00\u201317:00\uff09 \u4f1a\u5834\uff1a\u6771\u4eac\u79d1\u5b66\u5927\u5b66 \u5927\u5ca1\u5c71\u30ad\u30e3\u30f3\u30d1\u30b9 \u897f8\u53f7\u9928\uff08W\u68df\uff09W811\u53f7\u5ba4 \u203b\u53c2\u52a0\u3092\u5e0c\u671b\u3055\u308c\u308b\u65b9\u306f [&hellip;]<\/p>\n","protected":false},"author":13,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0},"categories":[3],"tags":[],"_links":{"self":[{"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/posts\/750"}],"collection":[{"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/users\/13"}],"replies":[{"embeddable":true,"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/comments?post=750"}],"version-history":[{"count":1,"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/posts\/750\/revisions"}],"predecessor-version":[{"id":751,"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/posts\/750\/revisions\/751"}],"wp:attachment":[{"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/media?parent=750"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/categories?post=750"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/orsj.org\/queue\/wp-json\/wp\/v2\/tags?post=750"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}