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KUSUOKA Sigeo  楠岡 成雄

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… Alternative Names

KUSUOKA Shigeo  楠岡 茂雄

楠岡 茂雄  クスオカ シゲオ

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Researcher Number 00114463
Other IDs
Affiliation (based on the past Project Information) *help 2014: 東京大学, 理学部, 教授
2013: 東京大学, 大学院数理科学研究科, 教授
2011 – 2012: 東京大学, 数理(科)学研究科(研究院), 教授
2007 – 2012: The University of Tokyo, 大学院・数理科学研究科, 教授
2006: The University of Tokyo, Graduate School of Mathematical Sciences, Professor, 大学院数理科学研究科, 教授 … More
2001 – 2005: 東京大学, 大学院・数理科学研究科, 教授
1993 – 1999: 東京大学, 大学院・数理科学研究科, 教授
1998: 東京大学, 大学院数理科学研究科, 教授
1996 – 1997: 東京大学, 数理科学, 教授
1996: 東京大学, 数理科研究科, 教授
1995: 東京大学, 数理科学研究科, 教授
1994: 東京大学, 大学院数理科学研究科, 教授
1988 – 1992: RIMS, Kyoto University, Associate Professor, 数理解析研究所, 助教授
1990: Kyoto University, Research Institute for Mathematical Sciences, Associate Profes, 数理解析研究所, 助教授
1986: Faculty of Science, Tokyo University, Associate Professor, 理学部, 助教授 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Engineering fundamentals / 社会システム工学 / Science education
Keywords
Principal Investigator
数値計算 / マリアバン解析 / デリバティブ / 拡散過程 / 複素ウィナー空間 / ドルボーコホモロジー / 確率微分方程式 / 確率偏微分方程式 / リスク尺度 / 吸収壁 … More / ディリクレ境界条件 / ファイナンス / 確率解析 / 数理ファイナンス / リー環 / ル-プ空間 / 調和解析 / マリアバンカリキュラス / 擬凸領域 / シーフ / 数理ファイナス / 金利の期間構造 / 確率論 / ファイナンス、リスクの計量化 / 数値数学 / CTE / 転換社債 / 楠岡近似 / 漸近展開 / 独立同分布 / 市場リスク / オペレーショナルリスク / 中心極限定理 / 独立変数の和 / フアツトテイル / 株式価値の希薄化 / 積分の変数変換公式 / リスクの計量化 / バリューアトリスク / 法則普遍性 / 保険 / 法則不変性 / 確率解析 関数解析 / 基本解の精密評価 / 確率的メッシュ法 / 拡散作用素の精密評価 / ウィナー測度 / スケルトン / ドルボ-・コホモロジー / 正則関数 / 無限次元解析 / ウィナー多様体 / 無限次元空間 / 対称性 / Wiener Measure / Stochastic Analysis / Skelton / Dolbealt Cohomology / Horomorphic Function / Infinite Dimensional Analysis / Complex Wiener Space / 変動金利 / 金利モデル / デフォルト リスク / 拡散モデル / ハザード率 / マリアバン・カリキュラス / 確率テイラー展開 / デリバディブ / 変動金利モデル / クレジットデリバティブ / ハザードレート / 確率変動 / 確率偏微分方程 / floating interest rate / interest rate model / default risk / mathematical finance / diffusion model / 自由リー環 / ルンゲ・クッタ法 / アクチュアリー / 生命保険 / 数値解析 / リスク / 法則不変 / 多期間モデル / 連続極限 / フィルトレーション / ルンゲ・クッタ / モンテカルロ法 / アメリカンオプション / ヨーロピアンオプション / 加法過程 / 特性関数 / Mathematical Finance / Derivatives / Risk measures / Numerical Analysis / Malliavin Calculus / Free Lie Algebra / Stochastic Differential Equations / Runge-KUtta Method … More
Except Principal Investigator
確率微分方程式 / 確率論 / 確率過程 / 確率解析 / 数値解析 / 数理ファイナンス / シミュレーション / フラクタル / 拡散過程 / 流体力学極限 / Stochastic analysis / 関数解析 / 統計力学 / 量子群 / ディリクレ形式 / Malliavin解析 / 非線形偏微分方程式 / 無限次元解析 / 無限粒子系 / 極限定理 / 定角曲線 / 量子カオス / ブラウン運動 / 数理工学 / アルゴリズム / ジャンプ型モデル / 確率変数 / 金融派生商品 / 場の量子論 / 表現論 / マリアバン解析 / 確率制御 / Malliavin calculus / stochastic control / マルコフ過程 / 偏微分作用素 / 場の理論 / マスタ-対称性 / XY模型 / 可解模型 / 超リ-環 / R行列 / 結晶基底 / 非調和振動子 / 自己双対アインシュタイン方程式 / フックス群 / ウィナ-空間 / 消滅定理 / 偏微分方程式 / 非可換確率論 / ミクローマクロ複合系 / 量子通信理論 / エントロピ- / 相互エントロピ- / 不可逆過程 / モンテカルロ法 / インサイダー取引モデル / market timer現象 / 制御論 / 取引費用 / デリバティブ / 確率諭 / ミュレーション / リスク / 誤差評価 / 非線形 / 弱近似 / 高頻度取引 / 数値計算 / 準モンテカルロ / Multi-levelモンテカルロ方法 / 密度関数 / BSDE / 近似 / ヤンバクスタ方程式 / 可解格子模型 / ディンキン図形 / 完全可積分系 / 代数解析学 / アファインリー環 / 測度論 / 無限自由度 / 汎関数積分 / 群の表現論 / ホワイトノイズ解析 / 超汎関数 / ファインマン積分 / White Noise Analysis / Rotation group / Levy group / Levy Laplacian / Whisker / 無限次元測度 / Infinite dimensional measure. / Stochastic process. / Representation theory. / Quantum field theory / Statistic mechanics / フラクタル解析 / 安定確率場 / ファイナンス理論 / 正則関数 / 符号化定理 / ウィナ-・リ-マン多様体 / ジュリア集合 / エルゴ-ド的流 / ディリクレ形成 / stochastic analysis / analysis on fractals / Dirichlet forms / stable random field / quantum chaos / finance theory / 数学用語 / 学術用語集 / 学術用語の標準化 / 数学用語データベース / 数学用語データ・ベース / Mathematical Terms / Japanese Scientific Terms / 完全積分可能系 / 不変微分作用素 / 超幾何関数 / 球関数 / ユニタリ表現 / 半単純リー群 / 対称空間 / 球函数 / 超幾何微分方程式 / completely integrable systems / invariant differential operators / hypergeometric functions / spherical functions / unitary representations / seimsimple Lie groups / symmetric spaces / 確立過程 / エルゴ-ト理論 / パーコレイション / シュレ-ディンガー作用系 / 力学系 / Stocharfic process / mathematical finance / fractal / fluid mechanical limit / ergode theory / Browuian motion / 定性的理論 / 拡散方程式 / 放物型方程式 / 無限次元力学系 / アトラクター / パターン形成 / 定性的研究 / 境界現象 / nonlinear partial differential equations / qualitatuve theory / diffusion equations / infinite dimensional dynamical systems / parabolic equations / attractor / 財務管理 / 時系列解析 / GARCHモデル / 派生証券 / 経路依存型オプション / 金利期間構造 / 通貨オプション / マルチベータモデル / 通過オプション / Financial Management / Time Series Analysis / CARCH Model / Derivatives / Path Dependent Option / Term Structure / Currency Option / Multi Beta Model / 非線形現象 / 相分離 / 界面 / ギ-ズブルグ・ランダウモデル / 非線型現象 / 非線型偏微分方程式 / 相公離 / ギンズブルグ・ランダラモデル / ギンズブルグ・ランダウモデル / Hydrodynamic limit / Infinite particle system / Nonlinear phenomena / Nonlinear partial differential equation / Phase separation / Interface / Ginzburg-Landau model / 確率微分幾何 / マクアバン解析 / 調和写像 / stochastic differeatial equalioes / マリアバン演算 / 調和解析 / Stochastic differential equations / Stochstic differential geometry / Harmonic maps / Wiener汎関数 / Dirichlet形式 / 大偏差原理とエントロピー / スペクトルの漸近挙動 / ブラウン運動と酔歩 / 雑音の同型問題 / エントロピー / 大偏差原理 / 漸近挙動 / エルゴード性 / スペクトル / データ圧縮 / hydrodynamic limit / Wieener functional / Dirichlet form / large deviation and entropies / fractals / asymptotic behavior of spectrum / random walk and Brownian motion / innovation problem and noises / ファジィ解析 / ファジィマルチンゲール / ランダム集合 / ランダムファジィ集合 / グラフ収束 / 収束の可分性 / 大数の法則 / 任意抽出定理 / デファジィフィケイション / ファジィマルチシゲール / ファジィマルチンゲ-ル / Kudo-Aumann積分 / 優マルチンゲ-ル / 劣マルチンゲ-ル / fuzzy analysis / fuzzy martingale / random set / random fuzzy set / graph onvergence / separability for convergence / law of large numbers / optional stopping theorem / 自己拡散係数 / Interacting Brownian motion / SELF=DIFFUSION COEFFICIENTS / INFINITE PARTICLE SYSTEM / INTERACTING BROWNIAN MOTION / HYDRODYNAMICAL LIMIT / 信用リスク分析 / 半定値問題 / 倒産リスク評価 / ロジットモデル / 実証分析 / 中小企業 / 財務指標 / スコアリング / スコアリンング / 半生定値問題 / 国際分散投資 / 最適化アルゴリズム / ポートフォリオ最適化 / 信用リスク / 財務諸表分析 / 判別分析 / ニューラルネット / Credit Risk / Semi-Definite Programming / Faillure Probability / Lodit Model / Small companies / Financial Data / Scoring / Option Pricing / 数値解法 / 準モンテカルロ法 / 確立微分方程式 / 微分方程式の数値解法 / ファイナンス / Runge-Kutta法 / 高速化 / 確率微分方程式の数値解法 / Stochastic Differential Equation / Numerical Method / Simulation / quasi-Monte Carlo / 離散数学 / グラフ理論 / 鳩の巣原理 / 教材開発 / 高校数学 / Discrete mathematics / Graph Theory / Pigeon Hole Principle / Development of Teaching Materials / Upper Secondary School Mathematics / 点過程 / 自己同形性 / マルチンゲール理論 / Probability Theory / Stochastic Processes / Markov Processes / Limit Theorems / Point Processes / Self Similarity / Stochastic Differential Equations / 非線型問題 / 自由境界 / 分枝 / 爆発 / マリヤバン解析法 / 逆問題 / functional analysis / numerical analysis / nonlinear problems / free boundary / bifurcation / Mariavan calculus / ガウス過程 / エルゴード理論 / 相転移 / 正規過程 / 時系列 / 数理物理 / デイリクレ空間 / 数理物理と確率論 / ランダム媒質 / Probability theory / Stochastic process / Gaussian process / Diffusion process / Limit theorem / Ergodic theory Less
  • Research Projects

    (40 results)
  • Research Products

    (78 results)
  • Co-Researchers

    (116 People)
  •  Non-smooth stochastic differential equations: Applications to numerical simulations

    • Principal Investigator
      KOHATSU HIGA Arturo
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ritsumeikan University
  •  Higher Order weak approximation of Stochastic Differential Equations with application to finance

    • Principal Investigator
      NINOMIYA Syoiti
    • Project Period (FY)
      2010 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  The Research on precise estimate for the regularity of diffusion Operator of diffusion process with absorbed boundary condition and Its applicationPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2010 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      The University of Tokyo
  •  Numerical Analysis of Jump-Models and Applications of Malliavin Calculus in Finance

    • Principal Investigator
      ARTURO Kohatsu-higa
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ritsumeikan University
      Osaka University
  •  Mathematical Finance : Insider Models and Applications of MalliavinCalculus

    • Principal Investigator
      KOHATSU-HIGA Arturo
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Construction of new algorithms for numerical weak approximation of Diffusion Processes by Kusuoka scheme and their applications to Finance problems

    • Principal Investigator
      NINOMIYA Syoiti
    • Project Period (FY)
      2006 – 2009
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Research on multi-period Value Measure and Finance-ActuaryPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2005 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Developmental Research on New Teaching Materials on Discrete Mathematics in Upper Secondary School

    • Principal Investigator
      NAGASAKI Eizo
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Science education
    • Research Institution
      National Institute for Educational Policy Research
  •  A new weak approximation scheme of diffusion and its application to Finance

    • Principal Investigator
      NINOMIYA Syoiti
    • Project Period (FY)
      2003 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  RESEARCH on PRICING DERIVATIVES BASED ON RISK MEASURESPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2001 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      THE UNIVERSITY OF TOKYO
  •  Quantitative Evaluation of Financial Risk

    • Principal Investigator
      KONNO Hiroshi
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      社会システム工学
    • Research Institution
      CHUO UNIVERSITY
      Tokyo Institute of Technology
  •  GEOMETRY OF STOCHASTIC DIFFERENTIAL EQUATIONS

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for international Scientific Research
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      KYUSHU UNIVERSITY
  •  Probability Theory and Its Interface

    • Principal Investigator
      TAKAHASHI Youichiro
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      KYOTO UNIVERSITY
  •  Stochastic Model of Floating Interest rate and positive researchPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      ATHE UNIVERSITY OF TOKYO
  •  Stochastic fuzzy analysis and its applications

    • Principal Investigator
      OGURA Yukio
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Saga University
  •  TITLE OF PROJECT : SELF-DIFFUSION MATRIX OF INTERACTING BROWNIAN MOTIONS

    • Principal Investigator
      OSADA Hirofumi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      NAGOYA UNIVERSITY
      The University of Tokyo
  •  金利の期間構造と確率偏微分方程式Principal Investigator

    • Principal Investigator
      楠岡 成雄
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Financial Engineering Research or Asset Management and Pricing

    • Principal Investigator
      KONNO Hiroshi
    • Project Period (FY)
      1996 – 1997
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Engineering fundamentals
    • Research Institution
      Tokyo Institute of Technology
  •  Research of the hydrodynamic limit by probabilistic methods

    • Principal Investigator
      FUNAKI Tadahisa
    • Project Period (FY)
      1996 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Self-similar fractal 上の拡散過程の研究

    • Principal Investigator
      OSADA Hirofumi
    • Project Period (FY)
      1995
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  General research of Probability theory

    • Principal Investigator
      KOTANI Shin-ichi
    • Project Period (FY)
      1995 – 1996
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Analysis of the structure of solutions of nonlinear partial differential equations

    • Principal Investigator
      MATANO Hiroshi
    • Project Period (FY)
      1995 – 1996
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      University of Tokyo
  •  Research on differential operators in infinite dimensional spaces with symmetryPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      1994 – 1995
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Research on Standardization of Mathematical Terms

    • Principal Investigator
      OKAMOTO Kazuo
    • Project Period (FY)
      1993 – 1995
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Institution
      The University Of Tokyo
  •  Systems of differential equations invariant under an action of a group

    • Principal Investigator
      OSHIMA Toshio
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      Graduate School of Mathematical Sciences, University of Tokyo
  •  無限次元空間上の正則関数の総合的研究Principal Investigator

    • Principal Investigator
      楠岡 成雄
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyoto University
  •  偏微分方程式の解の構造の研究とその応用の研究

    • Principal Investigator
      松浦 重武
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Institution
      Kyoto University
  •  ル-プ空間上の調和解析の総合的研究Principal Investigator

    • Principal Investigator
      楠岡 成雄
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyoto University
  •  ミクローマクロ複合系への非可換確率論的アプロ-チ

    • Principal Investigator
      小嶋 泉
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyoto University
  •  Co-operative Research of Probability Theory

    • Principal Investigator
      FUKUSHIMA Masatoshi
    • Project Period (FY)
      1991 – 1992
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  無限自由度の解析学の総合的研究

    • Principal Investigator
      MIWA Tetsuji
    • Project Period (FY)
      1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  偏微分方程式の理論とその応用の研究

    • Principal Investigator
      松浦 重武
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Dynkin数学の綜合的研究

    • Principal Investigator
      荒木 不二洋
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Stochastic Analysis and Quantum Field Theory

    • Principal Investigator
      HIDA Takeyuki
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for international Scientific Research
    • Research Institution
      Nagoya University
  •  Study of Infinite Dimensional Analysis and its Application.

    • Principal Investigator
      YAMASAKI Yasuo
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Yang-Baxter方程式の綜合的研究

    • Principal Investigator
      荒木 不二洋
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  無限次元解析の綜合的研究

    • Principal Investigator
      山崎 泰郎
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Studies on Probability theory.

    • Principal Investigator
      IKEDA Nobuyuki
    • Project Period (FY)
      1987 – 1988
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Co-operative Research on Probability Theory

    • Principal Investigator
      TOTOKI Haruo
    • Project Period (FY)
      1985 – 1986
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      HIROSHIMA UNIVERSITY
  •  Methods of functional analysis and numerical analysis for mathematical sciences

    • Principal Investigator
      ITO Seizo
    • Project Period (FY)
      1985 – 1986
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      University of Tokyo

All 2014 2013 2012 2011 2010 2009 2008 2007 2006 2004 2003 2001 Other

All Journal Article Presentation

  • [Journal Article] Stochastic mesh methods for Hormander type diffusion processes2014

    • Author(s)
      Shigeo Kusuoka and Yusuke Morimoto
    • Journal Title

      Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama

      Volume: Vol.18

    • NAID

      40021337178

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Journal Article] Gaussian K-Scheme: Justification for KLNV method2013

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama

      Volume: vol.17 Pages: 71-120

    • NAID

      40021337087

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Journal Article] A remark on credit risk models and copula2013

    • Author(s)
      KUSUOKA Shigeo
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16 Pages: 53-84

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A remark on credit risk models and copula2013

    • Author(s)
      S. Kusuoka and T. Nakashima
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16 Pages: 53-58

    • DOI

      10.1007/978-4-431-54114-1_3

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Journal Article] Classical mechanical model of Brownian motion with one particle coupled to a random wave field2013

    • Author(s)
      KUSUOKA Shigeo
    • Journal Title

      Stochastic Analysis and its Application

      Volume: 30 Pages: 493-528

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Gaussian K-Scheme:Justification for KLNV method2013

    • Author(s)
      Kusuoka Shigeo S.Kusuoka, M.Maruyama
    • Journal Title

      Advances in Mathematical Economics

      Volume: vol,17(to appear)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A Remark on Malliavin calculus: Uniform Estimate and Localization2012

    • Author(s)
      Kusuoka Shigeo
    • Journal Title

      J. Math. Sci. Univ. Tokyo

      Volume: 19 Pages: 533-558

    • NAID

      120005678224

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A remark on credit risk models and copula2012

    • Author(s)
      KUSUOKA, Shigeo
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Classical mechanical model of Brownian motion with one particle coupled to a random wave field2012

    • Author(s)
      Kusuoka Shigeo, and Liang Song
    • Journal Title

      Stoch. Anal. Appl

      Volume: 30,no,3 Pages: 493-528

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A remark on credit risk models and copula2012

    • Author(s)
      KUSUOKA, Shigeo
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16(to appear)

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A remark on credit risk models and copula2012

    • Author(s)
      Kusuoka Shigeo, and Nakashima Takanobu
    • Journal Title

      Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama

      Volume: vol.16 Pages: 53-84

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Classical mechanical model of Brownian motion with one particle coupled to a random wave field2012

    • Author(s)
      S. Kusuoka and S. Liang
    • Journal Title

      Stoch. Anal. Appl

      Volume: Vol. 30, Issue 3 Pages: 493-528

    • DOI

      10.1080/07362994.2012.668444

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21740063, KAKENHI-PROJECT-24340022
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      Kusuoka Shigeo
    • Journal Title

      Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama

      Volume: vol,13 Pages: 99-111

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A classical mechanical model of Brownian motion with plural particles2010

    • Author(s)
      Shigeo Kusuoka, Song Liang
    • Journal Title

      Reviews in Math.Physics

      Volume: 22 Pages: 733-838

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] Acalassical mechanical model of Brownian motion with plural particles2010

    • Author(s)
      Kusuoka Shigeo and Liang Song
    • Journal Title

      Reviews in Math. Physics

      Volume: 22 Pages: 733-838

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Uniform Estimate for distributions of the sum of i.i.d.random variables with fat tail2010

    • Author(s)
      Hirotaka Fushiya, Shigeo Kusuoka
    • Journal Title

      J.Math.Sci.Univ.Tokyo

      Volume: 17 Pages: 79-121

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] Uniform Estimate for distributions of the sum of i.i.d. random variables with fat tail2010

    • Author(s)
      Fushiya Hirotaka and Kusuoka Shigeo
    • Journal Title

      J. Math. Sci. Univ. Tokyo

      Volume: 17 Pages: 79-121

    • NAID

      120006906036

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Large Deviation for stochastic line integrals as Lp current Prob2010

    • Author(s)
      Kuwada Kazumasa, Kusuoka Shigeo andTamura Yozo
    • Journal Title

      Theory Related Fields

      Volume: 147 Pages: 649-674

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      楠岡成雄
    • Journal Title

      Advance in Mathematical Economics (In press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics ed.Shigeo Kusuoka, M.Maruyama

      Volume: Vol.13 Pages: 99-111

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Adv. in Math. Eco. vol. 13

      Pages: 99-111

    • Data Source
      KAKENHI-PROJECT-18540113
  • [Journal Article] Large Deviation for stochastic line integrals as $L^p$ current2010

    • Author(s)
      Shigeo Kusuoka, Kazumasa Kuwada, Yozo Tamura
    • Journal Title

      Prob.Theory Related Fields

      Volume: 147 Pages: 649-674

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2009

    • Author(s)
      S. Kusuoka and H. Osajima
    • Journal Title

      J. Fuct. Analysis 255

      Pages: 2545-2562

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2009

    • Author(s)
      S. Kusuoka, et al.
    • Journal Title

      J. Fuct. Analysis (出版予定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡成雄
    • Journal Title

      金融研究 27

      Pages: 119-147

    • NAID

      40016038046

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity (with T.Hayashi)2008

    • Author(s)
      S. Kusuoka
    • Journal Title

      Stat. Inference Stoch. Process 11 no.1

      Pages: 93-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡 成雄
    • Journal Title

      金融研究 27(掲載確定)

    • NAID

      40016038046

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity, Stat2008

    • Author(s)
      Hayashi, T., S. Kusuoka
    • Journal Title

      Inference Stoch. Process11 no.1

      Pages: 93-106

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡成雄
    • Journal Title

      金融研究 第27巻第2号

      Pages: 119-147

    • NAID

      40016038046

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity2008

    • Author(s)
      S. Kusuoka, et al.
    • Journal Title

      Stat. Inference Stoch. Process. 11

      Pages: 93-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡成雄
    • Journal Title

      金融研究 27

      Pages: 119-147

    • NAID

      40016038046

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2008

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Journal of Functional Analysis 255

      Pages: 2545-2562

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡重雄
    • Journal Title

      金融研究 第27巻第2号

      Pages: 119-147

    • NAID

      40016038046

    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2008

    • Author(s)
      S. Kusuoka, H.Osajima
    • Journal Title

      J. Fuct. Analysis 255

      Pages: 2545-2562

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] A Remark on Law Invariant Convex Risk Measures, in Advances in Mathematical Economics ed. S.Kusuoka2007

    • Author(s)
      S. Kusuoka
    • Journal Title

      M. Maruyama vol.10

      Pages: 91-100

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Homogeneous Law-Invariant Multiperiod Value Measures and their Limits2007

    • Author(s)
      Kusuoka, S.
    • Journal Title

      J. Math. Sci. Univ. Tokyo 14巻2号(印刷中)

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Homogeneous Law Invariant Multiperiod Value Measures and their Limits2007

    • Author(s)
      KUSUOKA Shigeo, MORIMOTO Yuji
    • Journal Title

      Journal of Mathematical Sciences, University Tokyo 14

      Pages: 117-156

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] A Remark on Law Invariant Convex Risk Measures2007

    • Author(s)
      Kusuoka, S.
    • Journal Title

      Advances in Mathematical Economics 10巻

      Pages: 91-100

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Homogeneous Law Invariant Multiperiod Value Measures and their Limits2007

    • Author(s)
      S. Kusuoka, Y. Morimoto
    • Journal Title

      J. Math. Sci. Univ. Tokyo 14

      Pages: 117-156

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity2007

    • Author(s)
      HAYASHI Takaki, KUSUOKA Shigeo
    • Journal Title

      Staistical Inference for Stochastic Processes 11

      Pages: 93-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus2004

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advances in Mathematical Economics vol.6

      Pages: 69-83

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus2004

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics 6

      Pages: 69-83

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] A new simulation method of diffusion processes applied to Finance2004

    • Author(s)
      楠岡成雄, 二宮祥一
    • Journal Title

      Proceedings of the Ritsumeikan International Symposium (Ed.by Akahori,Ogawa,Watanabe)

      Pages: 233-253

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15540110
  • [Journal Article] Stochastic Newton Equation with reflecting boundary condition2004

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 233-246

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] A new simulation method of diffusion processes applied to Finance2004

    • Author(s)
      Shigeo Kusuoka, Syoiti Ninomiya
    • Journal Title

      Proceedings of the Ritsumeikan International Symposium (Ed. by Akahori, Ogawa, Watanabe)

      Pages: 233-253

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540110
  • [Journal Article] Stochastic Newton Equation with reflecting boundary condition2004

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 233-246

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Stochastic Newton Equation with reflecting bounadary conditio2004

    • Author(s)
      Kusuoka, Shigeo
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 223-246

    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Monte Carlo Method for Pricing of Bermuda type derivatives2003

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics 5

      Pages: 153-166

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Malliavin Calculus revisited2003

    • Author(s)
      S.Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, (University of Tokyo) vol.10

      Pages: 261-277

    • NAID

      110000071225

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Nonlinear transformation containing rotation and Gaussian measure2003

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, the University of Tokyo 10

      Pages: 1-40

    • NAID

      110000071216

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Nonlinear transformation containing rotation and Gaussian measure2003

    • Author(s)
      S.Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, (University of Tokyo) vol.10

      Pages: 1-40

    • NAID

      110000071216

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Malliavin Calculus revisited2003

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, the University of Tokyo 10

      Pages: 261-277

    • NAID

      110000071225

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Monte Carlo Method for Pricing of Bermude type derivatives2003

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advances in Mathematical Economics vol.5

      Pages: 153-166

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Law Invariant Coherent Risk Measure2001

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advances in Mathematical Economics vol.3

      Pages: 83-95

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Law Invariant Coherent Risk Measure2001

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics 3

      Pages: 83-95

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals (with H.Osajima)

    • Author(s)
      S. Kusuoka
    • Journal Title

      in J. Fuct. Analysis (in press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Presentation] A remark on credit risk models and copula2013

    • Author(s)
      S. Kusuoka and T. Nakashima
    • Organizer
      JAFEE-Columbia-ISM International Conference on Financial Mathematics, Engineering and Statistics
    • Place of Presentation
      ISM Tachikawa Campus、Tokyo(招待講演)
    • Year and Date
      2013-03-18
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Presentation] Some trials on extending the higher-order weak approximation algorithms for SDEs2011

    • Author(s)
      Syoiti Ninomiya, Shigeo Kusuoka, Mariko Ninomiya
    • Organizer
      Workshop rough paths Stochastic PDEs and numerical integration methods
    • Place of Presentation
      Philipps Universitat, Marburg, Germany(招待講演)
    • Year and Date
      2011-09-22
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      S. Kusuoka
    • Organizer
      ICIAM 2011(International Congres on Industrial
    • Place of Presentation
      バンクーバー(カナダ)
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] The higher-order weak approximation algorithms for SDEs2011

    • Author(s)
      Syoiti Ninomiya, Shigeo Kusuoka, Mariko Ninomiya
    • Organizer
      The second workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs
    • Place of Presentation
      Imperial College, London, UK(招待講演)
    • Year and Date
      2011-09-28
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      KUSUOKA Shigeo
    • Organizer
      ICIAM 2011 (International Congres on Industrial and Applied Mathematics)
    • Place of Presentation
      バンクーバー,カナダ(招待講演)
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Presentation] Higher-order weak approximation algorithms for SDEs : Some trials on barrier option problem and higher order algorithms2011

    • Author(s)
      Syoiti Ninomiya, Shigeo Kusuoka, Mariko Ninomiya
    • Organizer
      Stochastic PDEs
    • Place of Presentation
      ETH Zurich, Switzerland(招待講演)
    • Year and Date
      2011-09-14
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      KUSUOKA Shigeo
    • Organizer
      ICIAM 2011 (International Congres on Industrial and Applied Mathematics)
    • Place of Presentation
      バンクーバー(カナダ)(招待講演)
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      KUSUOKA, Shigeo
    • Organizer
      ICIAM 2011 (International Congres on Industrial and Applied Mathematics)
    • Place of Presentation
      バンクーバー、カナダ
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Presentation] Numerical Computation of Expectation of Diffusion Processes2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      Analysis, Stochastics and Applications A Conference in Honour of Walter Schachermayer
    • Place of Presentation
      Vienna University, Austria(招待講演)
    • Year and Date
      2010-07-15
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Approximation of expectation of diffusion processes2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      CREST and Sakigake International Symposium : Asymptotic Statistics, Risk and Computation in Finance and Insurance
    • Place of Presentation
      Tokyo Institute of Technology Tokyo(招待講演)
    • Year and Date
      2010-12-15
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Approximation of Expectation of Diffusion Processes with Dirichlet boundary2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      International Workshop on Mathematical Finance : Topics on Leading-edge Numerical Procedures and Models
    • Place of Presentation
      Tokyo
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Regularity of the diffusion semigroup with Dirichlet boundary condition2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      SPA OSAKA 2010 34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      Osaka, JAPAN(招待講演)
    • Year and Date
      2010-09-06
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Gaussian K-scheme2009

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      Workshop : Computational Finance
    • Place of Presentation
      Kyoto Univ.
    • Year and Date
      2009-08-10
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Malliavin calculus and Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Seoul-Tokyo Conference
    • Place of Presentation
      KIAS
    • Year and Date
      2008-11-21
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Malliavin calculus, Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Symposium in Honor of Kiyosi Ito : Stochastic Analysis and Its Impact in Mathematics and Science
    • Place of Presentation
      Institute of Mathematical Sciences National Univ. Singapore
    • Year and Date
      2008-07-10
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Malliavin calculus and Computational Finance2008

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      Seoul-Tokyo Conference
    • Place of Presentation
      KIAS,ソウル韓国
    • Year and Date
      2008-11-21
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] Malliavin calculus, Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Minisymposium on stochastic analysis in the occasion of the award the Degree of a Doctor Honoris Causa to Professor Paul Malliavin
    • Place of Presentation
      the Faculty of Mathematics and Natural Sciences of the University of Bonn
    • Year and Date
      2008-04-19
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Malliavin calculus and Computational Fimamce, Symposium in Honor of Kiyosi Ito : Stochastic Analysis and Its Impact in Mathematics and Science, Institute of Mathematical Sciences2008

    • Author(s)
      S. Kusuoka
    • Organizer
      National Univ.Singapore
    • Year and Date
      2008-07-10
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] Malliavin calculus and Computational Fimamce, Minisymposium on stochastic analysis in the occasion of the award the Degree of a Doctor Honoris Causa to Professor Paul Malliavin2008

    • Author(s)
      S. Kusuoka
    • Organizer
      the Faculty of Mathematics and Natural Sciences of the University of Bonn
    • Year and Date
      2008-04-19
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] Malliavin calculus and Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Seoul-Tokyo Conference, KIAS
    • Year and Date
      2008-11-21
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] A new weak approximation scheme of stochastic differential equations by using the Runge-Kutta method2006

    • Author(s)
      Shigeo Kusuoka, Mariko Ninomiya, Syoiti Ninomiya
    • Organizer
      Bachelier Finance Society 2006 4th World Congress Tokyo
    • Place of Presentation
      Tokyo
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] A remark on credit risk models and copula

    • Author(s)
      KUSUOKA, Shigeo
    • Organizer
      JAFEE-Columbia-ISM International Conference on Financial Mathematics, Engineering and Statistics
    • Place of Presentation
      統計数理研究所 立川キャンパス, 東京
    • Invited
    • Data Source
      KAKENHI-PROJECT-22540174
  • 1.  NINOMIYA Syoiti (70313377)
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  • 112.  ALBEVERIO Sergio
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  • 114.  RO^^‥CKNER M
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  • 116.  梁 淞
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