|
ホームページ：http://www.ism.ac.jp/~shimura/
論文、プレプリント等：
1. Y. Ishikawa and T. Yamanobe, Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process, Japan J. Indust. Appl. Math. 35 (2) (2018) 969--1004.
2. Y. Ishikawa, H. Kunita and M. Tsuchiya, Smooth density and its short time estimate for jump process determined by SDE, 128 (9) (2018), 3181--3219.
3. H. Masuda, Data driven time scale in Gaussian quasi-likelihood inference. (with Shoichi Eguchi) To appear in Statistical Inference for Stochastic Processes
4. H. Masuda, Bayesian inference for stable Levy driven stochastic differential equations with high-frequency data. (with Jasra, A and Kamatani, K.) To appear in Scandinavian Journal of Statistics.
5. H. Masuda, AIC for non-concave penalized likelihood method. (with Ninomiya, Y., Shimizu, Y., and Umezu, Y.) Annals of the Institute of Statistical Mathematics, 71:(2) (2019, Apr), 247-274.[https://doi.org/10.1007/s10463-018-0649-x]
6. H. Masuda, Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Levy process. Stochastic Processes and their Applications, 129:(3) (2019, Mar), 1013-1059. [doi: 10.1016/j.spa.2018.04.004]
7. H. Masuda, Robust relative error estimation. (with K. Hirose). Entropy, 20(9), 632 (2018, Aug). [doi:10.3390/e20090632]
8. H. Masuda, Efficient estimation of stable Levy process with symmetric jumps. (with Brouste, A.) Statistical Inference for Stochastic Processes, 21:(2) (2018, Jul), 289-307.[doi: 10.1007/s11203-018-9181-0]
9. H. Matsumoto, Further studies on square-root boundaries for Bessel processes (with L.Alili), Electron. Commun. Probab., Vol. 23 (2018), no.39, 1--9.
10. T. Arai, Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models, Advances in Mathematical Economics vol.22, pp.1-24, 2018 (with Y. Imai and R. Nakashima).
11. T. Arai, A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus, Applied Mathematical Finance vol.25, pp.247-267, 2018 (with Y. Imai).
12. T. Arai, Optimal initial capital induced by the optimized certainty equivalent, Insurance: Mathematics and Economics vol.85,115-125, 2019. (with T. Asano and K. Nishide).
13. K. Yasuda, Large Deviations for Scaled Sums of p-Adic-Valued Rotation-Symmetric Independent and Identically Distributed Random Variables, DOI : 10.1007/s10959-019-00894-0, accepted to be published in : Journal of Theoretical Probability, Springer.
14. Ogawa, S., A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral, (in submission)(2019).
15. Ogawa, S . and Uemura, H., Reconstruction of a noncausal function from its SFCs by Bohr convolution., (accepted by}) Stochastics in (2019).
16. Ogawa, S., Kerkyacharian, G., Petrushev, P. and Picard, D., Regularity of Gaussian processes on Dirichlet spaces, (Constructive Approximation), vol.47, ISSN 0176-4276, Feb.(2018), 277--320, DOI 10.1007/s00365-018-9416-8.
17. Ogawa, S., Direct inversion formulas for the natural SFT, Sankhya A, ISSN 0976-836X, Feb.(2018), 1 --13, DOI 10.1007/s13171-018-0128-8.
18. Ogawa, S. and Uemura, H., Some aspects of strong inversion formulas of an SFT, JJAIM ISSN 0916-7005, vol.35, No.1, Jan.(2018),373—390. DOI 10.1007/s13160-017-0295-3.
19. K. Handa, The coagulation-fragmentation hierarchy with homogeneous rates and underlying stochastic dynamics. (投稿中).
20. Y. Hamana, Hitting times to spheres of Brownian motions with drifts starting from the origin, Proceedings of Japan Academy, Series A, Vol 95 (2019). 37—39.
21. Y. Hamana, The probability distributions of the first hitting times of radial Ornstein-Uhlenbeck processes, Studia Mathematica （掲載予定）.
22. Y. Hamana. Series expansions of transition densities of radial symmetric stable processes, preprint.
23. Y. Hamana and H. Matsumoto, Precise asymptotic formulae for the first hitting times of Bessel processes, Tokyo Journal of Mathematics, Vol 41 (2018) 603—615.
24. Y. Hamana, H. Matsumoto and T. Shirai, On the zeros of the Macdonald functions, Opuscula Mathematica, Vol 39 (2019) 361—382
25. I. Doku: A remark on the derivative estimate of entire functions in a class of order q. J. SUFE Math. Nat. Sci. 67 (2018), No.2, 335--340.
26. I. Doku: Some estimates of the symbol and the symbol calculus. J. SUFE Math. Nat. Sci. 68 (2019), No.1, 307--316.
27. I. Doku: A probabilistic interpretation of nonlinear integral equations. Rec. Adv. Integ. Eqs. (2018), No.81502, 14p.
28. A. Kohatsu-Higa and A. Takeuchi: Jump SDE's and the study of their densities - A self study book -, accepted by Springer.
29. A. Takeuchi and H. Tsukada: Remark on pathwise uniqueness of stochastic differential equations driven by Levy processes, to appear in Stochastic Analysis and Applications (2019).
30. A. Takeuchi: Integration by parts formulas for marked Hawkes processes, Statistics and Probability Letters, 145, 229 - 237, (2019).
31. H. Kusumoto and A. Takeuchi: Remark on rates of convergence of extreme value distributions via the Stein equation, submitted.
32. T. Hasebe, Y. Ueda, Large time unimodality for classical and free Brownian motions with initial distributions, ALEA, Lat. Am. J. Probab. Math. Stat. 15 (2018), 353-374.
33. Y. Ueda, On tensors of factorizable quantum channels with the completely depolarizing channel, Adv. Oper. Theory 3 (2018), no.4, 807-815.
34. J. Morishita, Yuki Ueda, Free infinite divisibility for generalized power distributions with free Poisson term, arXiv:1806.07738 (preprint).
35. T. Hasebe, Yuki Ueda, Unimodality for free multiplicative convolution with free normal distributions on the unit circle, arXiv:1903.05327 (preprint).
36. D. Taguchi, T. Tsuchiya, Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations https://arxiv.org/abs/1806.01493
37. Y. Saisho, Dependence of mating rate on variance of eclosion time of cicadas (Cicadidae), Mathematical Biosciences Volume 305, November 2018, Pages 55-59
|