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ホームページ：http://www.ism.ac.jp/~shimura/
論文及び書籍：
1. 飛田武幸 ホワイトノイズ， 丸善出版 平成２６年４月
2. T. Hida, Some of future directions of white noise theory. Workshop on IDAQP and their applications. March 2014, Singapore Proceedings 近刊.
3. T. Hida, Roles of the multiplicity in stochastic analysis and the multiple Markov properties of Gaussian, Processes. ICM 2015, Korea, Satellite Conf. on Probability.
4. T. Hida, White noise approach to path integrals: From Lagrangian to Hamiltonian. RIMS 共同研究: Introductory Workshop on path integrals and pseudo-Differential. Oct. 2014.
5. K. Sato. Stochastic integrals with respect to Levy processes and infinitely divisible distributions, Sugaku Expositions, Volume 27, Number 1, June 2014, pp. 19-42.
6. H. Masuda, Parametric estimation of Levy processes. Levy Matters IV, Estimation for Discretely Observed Levy Processes, pp.179--286, Lecture Notes in Mathematics, Vol. 2128 (2015), Springer. [doi: 10.1007/978-3-319-12373-8_3].
7. K. Yano. Entropy of random chaotic interval map with noise which causes coarse-graining. J. Math. Anal. Appl., 414, no. 1, 250--258, 2014.
8. K. Yano. Extensions of diffusion processes on intervals and Feller's boundary conditions. Osaka J. Math., 51, no. 2, 375--405, 2014.
9. K. Handa, Ergodic properties for alpha-CIR models and a class of generalized Fleming-Viot processes, Electronic Journal of Probability, 19 No. 65 (2014) 1-25.
10. I. Doku, Star-product functional and unbiased estimator of solutions to nonlinear integral equations. Far East J. Math. Sci. 89(1) (2014), 69--128.
11. I. Doku, Construction of probabilistic solution to deterministic integral equation with a nonlinear term. Proceedings of 2015 Math. Sci. Symposium, International Soc. Math. Sci. (2015), 34--37.
12. Y. Kasahara and S. Kotani; Tauberian Theorem for Harmonic Mean of Stieltjes Transforms with Applications to Linear Diffusions, to appear in Osaka J. Math.
13. A. Takeuchi: Asymptotic behavior of densities for stochastic functional differential equations, RIMS Kokyuroku, 1903, 198 - 204 (2014).
14. H, TAKAHASHI,, Y. TAMURA, ：Recurrence of multi-dimensional diffusion processes in Brownian environments, Proceedings of the 10th AIMS Conference (Madrid, Spain).
15. H.TAKAHASHI, T.SAIGO, S.KANAGAWA and K. YOSHIHARA, ：Optimal portfolios based on weakly dependent data, Proceedings of the 10th AIMS Conference (Madrid, Spain).
16. Y. Ishikawa and T. Yamanobe, Asymptotic expansion of neuron models with a jump-diffusion process, 2015, submitted to SIAM J. APPLIED DYNAMICAL SYSTEMS.
17. T. Nakata, Limit theorems for nonnegative independent random variables with truncation, Acta Mathematica Hungarica, (2015), Volume 145, Issue 1, 1-16."
18. T. Nakata, Limit distributions of generalized St. Petersburg games, Stat. Prob. Lett., 96 (2015), 307--314."
19. M. Matsumoto, Asymptotics of the probability distributions of the first hitting times of Bessel processes (with Y. Hamana), Electrn. Commun. Probab. Vol. 19 (2014), no.5., 1--5.
20. M. Matsui and Z. Pawlas, Fractional absolute moments of heavy tailed distributions, Brazilian Journal of Probability and Statistics. (to appear).
21. C. Kluppelberg and M. Matsui, Generalized fractional Levy processes with fractional Brownian motion limit and applications to stochastic volatility models. Advances in applied probability. (to appear)
22. T. Arai and M. Fukasawa, Convex risk measure for good deal bounds, Mathematical Finance, Vol.24, pp.464-484, 2014.
23. T. Arai, Convex risk measures for cadlag processes on Orlicz spaces, SIAM Journal on Financial Mathematics, Vol.5, pp.609-625, 2014.
24. T. Arai and T. Choulli, Minimization of hedging error on Orlicz space, in proceedings of ``Actuarual and financial mathematics conference 2014'',Vanmaele, M. et al. eds., pp.3-14, 2014.
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