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[1]T.Arai
Some remarks on mean-variance hedging for general semimartingales.
submitted.2003.
[2]T.Arai.
Minimal martingale measures for jump diffusion processes.
to appear in J.Appl.Prob..41.2004.
[3]T.Arai.
Mean-variance hedging for general semimartingales.submitted,2003.
[4]Tsukasa Fujiwara and Yoshio Miyahara.
The minimal entropy martingale measures for geometric L'evy processes.
Finance and Stochastics Vol.7.509--531.(2003)
[5]Tsukasa Fujiwara.
The minimal entropy martingale measures for multi-dimensional geometric L'evy
processes and the optimal strategies for the exponential utility maximization,preprint(2003)
[6]S.HIRABA.
Asymtotic estimates for densities of mutli-dimensional stable distributions,
Tsukuba Journal of Mathematics.27.261-287.2003
[7]Kasahara.Y..Yano.Yuko:
On a generalized arc-sine law for one-dimensional diffusion processes.
Osaka J.Math.(to appear)
[8]M.Maejima and K.Yamamoto
Long-memory stable Ornstein-Uhlenbeck processes.
Electron.J.Probab.vol 8.paper no.19(2003)1-18.
[9]M.Maejima and K.Sato
Semi-L'evy processes.semi-selfsimilar additive proceses.
and semi-stationary Ornstein-Uhlenbeck type processes.
J.Kath.Kyoto Univ.2004(to appear).
[10]M.Irisawa.M.Maejima and S.Shimimura
A limit theorem for weighted sums of infinite variance random
variables with long-range dependence.preprint.
[11]T.Fujiwara and Y.Miyahara.''The Minimal Entropy Martingale Measures for Geometric Levy Processes.
Finance and Stochastics 7(2003).pp.509-531.
[12]宮原 孝夫、『株価モデルとレヴィ過程』、朝倉書店、2003年。
[13]K.Sato
Cone-parameter convolution semigroups and their subordination
(with Jan Pedersen).Tokyo J.Math..Vol.26.No.2(Dec.2003).
pp.503-525.
[14]K.Sato
Relations between cone-parameter L'|e|vy processes and convolution
semigroups(with Jan Pedersen).to appear in Journal Math.Soc.Japan.
Vol.56.No.2(Apr.2004).
[15]K.Sato
Semigroups and processes with parameter in a cone(with Jan Pedersen).
(accepted for publication in Proceedings Hanoi Conference ICAAA-2002).
[16]K.Sato
Moments of last exit times for L'|e|vy processes(with Toshiro Watanabe).
Ann.Inst.Henri Poincar'|e|B.Probab.Statist..available from
"articles in press"
[17]K.Sato
The class of distributions of periodic Ornstein-Uhlenbeck processes
driven by L'evy processes(with Jan Pedersen).Preprint from MaPhySto
(Research Report No.12.June 2003).
[18]K.Sato
Stochastic integrals in additive processes and application tosemi-L'evy
processes.to appear in Osaka Math.J..Vol.41(2004).
[19]K.Sato
Semi-L'|e|vy processes semi-selfsimilar additive processes,and semi-stationary
Ornstein-Uhlenbeck type processes(with Makoto Maejima).to appear in J.Math.
Kyoto Univ.Vol.43.No.3(2003).
[20]K.Sato
Topics in Infinitely Divisible Distributions and L'|e|vy Processes
(with Alfonso Rocha-Arteaga).Sociedad Matem'|a|tica Mexicana.Aportaciones
Matem'|a|ticas.Investigaci'|o|n 17.2003.(paperbackの本)
[21]Yumiko Sato
Examples of Chentsov Type Stationary Stable Processes in
Rosinski's Representstion.Proseedings of International Conference on Abstruct and Applied Analysis
に掲載予定
[22].A.Sano.A.Shimizu.and M.Iizuka
Coalescent process with fluctuating population size and its effective size,
Theoetical Population Biology 65(2004)39-48.
[23]清水 昭信
Poisson ランダム測度と集団遺伝学
Graduate School of Natural Sciences.Nagoya City University
Annual Review 2002.Vol.7(2003)29-48.
[24]Takahashi.H
One-dimensional diffusion processes in semi-selfsimilar random environments.
Journal of MAthematics Sciences The University of Tokyo.(to appear).
[25]Takahasi.H.and Tamura.Y.
Homogenization problems on disconnected fractal set on R,
(submitted).
[26]Takahashi.H.
Recurrence and transience of a multi-dimensional diffusion
process in a random environment.(submitted).
[27]S.Takenaka
Linearly additive random fields with independent increments on time-like curves
Probabilty and Mathematical Statistics 23(2003)1-5
[28]谷田花子・竹中茂夫
Coneに値を持つSubordinator
岡山理科大学紀要 2003予定、PDF-file
[29]J
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