KUNITA Hiroshi 國田寛

Researcher Number	30022552
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2000 – 2006: Nanzan Univ.Math.Sci., Professor, 数理情報学部, 教授 1994 – 1999: Kyushu U.Grad.Sch.Math., Prof., 大学院・数理学研究科, 教授 1998: Kyushu Univ., Grad.Sch.Math., Professor, 大学院数理学研究科, 教授 1995 – 1996: 九州大学, 数理学研究科, 教授 1994: 九州大学, 大学院数理学研究科, 教授 1986 – 1993: Faculty of Engineering Kyushu University, Professor, 工学部, 教授 1986: Professor at Faculty of Engineering, Kyushu University, 工学部, 教授
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic analysis Except Principal Investigator 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Social systems engineering/Safety system / Algebra / Basic analysis
Keywords	Principal Investigator 確率微分方程式 / 確率偏微分方程式 / ランダム媒質 / 確率解析 / Malliavin calculus / 確率力学系(Stochastic flow) / 極限定理 / 確率差分式 / 拡散過程 / ランダム半群 … More Except Principal Investigator 衝撃波 / 安定性 / マリアヴァン解析 / 停留位相法 / 振動積分 / 外部定常問題 / 拡大波 / 漸近理論 / ブラウン運動 / マルコフ過程 / 初期値問題 / 漸近安定性 / 漸近挙動 / asymptotic stability / Sierpinski gasket / Martin boundary / random translation / multiplicative chaos / Malliavin calculus / 確率微分方程式 / 極限定理 / 解析面の解析接続 / 乗法公式を持つ解析写像 / リ-マン面の解析的族 / Stein多様体 / ポアンカレ写像 / 準線形双曲系の初期値問題 / 非線形幾何光学近似 / 準線形双曲系の解の漸近展開 / 粘弾性 / 離散モデル / アトラクター / 熱対流 / 一次元気体モデル / 減衰率 / 複素構造 / ループ群 / 抽象ウィナー空間 / 正則ウィナー汎関数 / 解析的ウィナー汎関数 / 多重ウィナー積分 / 多重ストラトノビッチ積分 / ウィナー=カオス / デリバティブ / オプション / 償還条項 / 転換社債 / ワラント / リアル・オプション / 最適停止問題 / ゲーム・オプション / 永久債 / ブライシング / プライシング / 資産評価 / 不完全情報 / 条件付請求権 / 最適停止 / コーラブル / 二項モデル / 微文方程式の漸近解析 / 漸近族 / 初期層 / 特異摂動 / 常微分作用素の関数解析 / 乗法公式をもつ解析写像 / 代数的除外値曲線 / 絶対不変曲線 / 幾何光学近似 / 漸近解 / 準線形双曲系 / 変形方程式系 / 平均値 / 平均合成積 / 漸近弱解 / 形式解 / 準線形強双曲系 / 平均合成績 / 漸近展開 / 相変数 / モデュレーション方程式 / 概周期性 / バーガース方程式 / 等エントロピー流れ / Geometric optics approximation / Asymptotic solutions / Quasi-linear hyperbolic systems / Modulation equations / Mean-value / Mean-convolution product / Asymptotic weak solution / Formal solution / 遺伝モデル / 計算数学 / 確率制御 / 量子カオス / リーマン多様体 / 非平衡統計力学 / 確率解析 / ディリクレ形式 / 確率分布モデル / ウィナー空間 / asymptotics theory / genetic model / computor mathematics / stochastic control / quantum chaos / Riemannian manifold / Brownian motion / non-stationary statistical dynamics / 双曲・楕円型方程式系 / 解の爆発 / 時間大域解 / 希薄波 / リーマン問題 / 輻射気体 / 進行波解 / 拡散波 / hyperbolic-elliptic system / initial value problem / blow-up of solution / global solution / rarefaction wave / shock wave / Riemann problem / アフィン・スーパー・リー環 / super conformal代数 / conformal-super代数 / 頂点作用素代数 / 表現のextension / superconformal代数 / affine super algebra / super conformal algenbra / conformal-super algenbra / kertex operator algenbra / extension of representations / 流体の方程式 / Navier-Stokes方程式 / 減衰度 / 定常解 / 漱近解析 / 非線形方程式 / ナビア=ストークス / 弱解 / 減衰オーダー / 非圧縮粘性流体 / 圧縮粘性流体 / 膨張波 / 分岐 / hydrodynamical equation / Navier-Stokes equation / intial value problem / decay order / stationary solution / oscillatory integral / 絶対連続性 / フラクタル / 密度定理 / 概複素構造 / random franslation / fractal / density theorem / almost complex structure / similar translations / Weyl変換 / 数値積分 / モンテカルロ法 / Wiener空間 / 多重Wiener積分 / Malliavin解析 / 移動積分 / Malliarin解析 / ウイナ-空間 / 多重ウイナ-積分 / 擬似乱数 / 確率微分方程式の数値解法 / 暗号理論 / Weyl transformation / numerical integration / Monte-Carlo method / Wiener space / multiple Wiener Integral / Oscillatory integral / 確立振動積分 / 2次相関数 / 局所化 / 熱核 / 跡公式 / 大偏差原理 / 確率振動積分 / レヴィ測度 / グリーン関数 / 非線形変換 / 複素変数変換 / ヤコビ方程式 / 確率面積 / Stochastic oscillatory integral / quadratic phase function / localization / asymptotic theory / heat kernel / trace formula / large deviation / 確率論 / 確率過程 / 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 / 拡散近似 / 確率差分方程式 / マルチンゲール法 / 攝動法 / 確率偏微分方程式ランダムな係数をもつ放物型偏微分方程式 / 確率偏微分方程式 / ランダムな係数をもつ放物型偏微分方程式 / 放物型偏微分方程式 / モンジュ=アンペル作用素 / マリアバンカルキュラス / Diffusion approximations / Stochastic difference equations / Martingale methods / Perturbation methods / Stochastic partial differential equation / 非線型幾何光学近似 / 弱解の漸近展開 / 実補間空間内の陰件数定理 / 実補間空間内の陰関数定理 / 弱解の漸南展開 / 双曲型保存系 / ソボレフ空間値の擬微分作用素の交換子評価 / 一般化されたエントロピー条件 / Nonlinear geometrical Optics / Asymptotic expansion of weak solution / Implicit function theorem in real interpolation spaces Less

不完全情報下の金融資産評価に関する理論的および実証的研究
- Principal Investigator
  
  沢木勝茂 (澤木勝茂)
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Nanzan University
The study of stochastic differential equations with jumpsPrincipal Investigator
- Principal Investigator
  
  KUNITA Hiroshi
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Nanzan University
A Study of asymptotic behaviors of stochastic oscillatory integrals
- Principal Investigator
  
  TANIGUCHI Setsuo
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Basic analysis
- Research Institution
  KYUSHU UNIVERSITY
Diffusion Processes and Diffusion Equations in Random EnvironmentPrincipal Investigator
- Principal Investigator
  
  KUNITA Hiroshi
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Nanzan University
  Kyushu University
ランダム媒質における拡散現象の研究Principal Investigator
- Principal Investigator
  
  國田寛
- Project Period (FY)
  1997
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
GEOMETRY OF STOCHASTIC DIFFERENTIAL EQUATIONSPrincipal Investigator
- 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
Study of infinite dimensional stochastic analysis and stochastic numerical analysis
- Principal Investigator
  
  SUGITA Hiroshi
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KYUSHU UNIVERSITY
抽象ウィナー空間の複素化の研究
- Principal Investigator
  
  谷口説男
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
ループ群と正則ウィナー汎関数の研究
- Principal Investigator
  
  杉田洋
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
Representation of superalgebras and their quantum groups
- Principal Investigator
  
  WAKIMOTO Minoru
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Algebra
- Research Institution
  KYUSHU UNIVERSITY
Studies on behaviors of solutions to hydrodynamical equations
- Principal Investigator
  
  TANIGUCHI Setsuo, 宮川鉄朗
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  KYUSHU UNIVERSITY
Analysis of a Gaussian measure
- Principal Investigator
  
  SATO Hiroshi
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KYUSHU UNIVERSITY
抽象ウィナー空間の複素部分多様体の研究
- Principal Investigator
  
  谷口説男
- 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
  Kyushu University
Probability theory related to analysis and geometry
- Principal Investigator
  
  OGURA Yukio
- 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
  Saga University
Study on the initial value problem for quasilinear hyperbolic-elliptic coupled systems
- Principal Investigator
  
  KAWASHIMA Shuichi
- Project Period (FY)
  1995 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  KYUSHU UNIVERSITY
STOCHASTIC DIFFERENTIAL EQUATIONS AND LIE ALGEBRAS,LIE GROUPSPrincipal Investigator
- Principal Investigator
  
  KUNITA Hiroshi
- Project Period (FY)
  1995 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KYUSHU UNIVERSITY
非線形放物型・双曲型偏微分方程式の研究
- Principal Investigator
  
  宮川鉄朗
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
悲線形放物型・双曲型偏微分方程式の研究
- Principal Investigator
  
  宮川鉄朗
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
Initial value problem of quasi-linear hyperbolic systems and global geometric optics approximation
- Principal Investigator
  
  YOSHIKAWA Atsushi
- Project Period (FY)
  1993 – 1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  KYUSHU UNIVERSITY
確率微分方程式と超関数-両者の結合作用の研究Principal Investigator
- Principal Investigator
  
  国田寛
- 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
  Kyushu University
準線形双曲型方程式系の初期値問題の解の存在の構成的証明の研究
- Principal Investigator
  
  吉川敦
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
確率微分方程式と非線形フィルタ-の研究Principal Investigator
- Principal Investigator
  
  国田寛
- 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
  Kyushu University
2次元Stein多様体上の解析関数の研究
- Principal Investigator
  
  西野利雄
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
確率微分方程式と確率力学系の研究Principal Investigator
- Principal Investigator
  
  国田寛
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
Comprehensive Study of Probability TheoryPrincipal Investigator
- Principal Investigator
  
  KUNITA Hiroshi
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
2次元複素数空間における解析写像の研究
- Principal Investigator
  
  西野利雄
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
Study of Asymptotic Analysis of Systems of Quasilinear Partial Differential Equations
- Principal Investigator
  
  YOSHIKAWA Atsushi
- Project Period (FY)
  1987 – 1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
微分方程式の漸近解析の研究
- Principal Investigator
  
  吉川敦
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyushu University
Research of Stochastic Analysis
- Principal Investigator
  
  WATANABE Hisao
- Project Period (FY)
  1986 – 1987
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu 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
Research of stochastic differential geometryPrincipal Investigator
- Principal Investigator
  
  KUNITA Hiroshi
- Project Period (FY)
  1984 – 1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University

All 2007

All Journal Article

[Journal Article] Asian strike options of American type and game type2007
- Author(s)
  國田寛, 石原正也
- Journal Title
  
  Stochastic processes and Applications to Mathematical Science 2006 (In printing)
- Data Source
  KAKENHI-PROJECT-16651090

1. TANIGUCHI Setsuo (70155208)

# of Collaborated Projects: 23 results

# of Collaborated Products: 0 results
2. YOSHIKAWA Atsushi (80001866)

# of Collaborated Projects: 17 results

# of Collaborated Products: 0 results
3. KAWASHIMA Shuichi (70144631)

# of Collaborated Projects: 12 results

# of Collaborated Products: 0 results
4. MIYAKAWA Tetsuro (10033929)

# of Collaborated Projects: 11 results

# of Collaborated Products: 0 results
5. SUGITA Hiroshi (50192125)

# of Collaborated Projects: 10 results

# of Collaborated Products: 0 results
6. NISHINO Toshio (30025259)

# of Collaborated Projects: 9 results

# of Collaborated Products: 0 results
7. HAMANA Yuji (00243923)

# of Collaborated Projects: 9 results

# of Collaborated Products: 0 results
8. WATANABE Hisao (40037677)

# of Collaborated Projects: 6 results

# of Collaborated Products: 0 results
9. SUZUKI Masakazu (20112302)

# of Collaborated Projects: 6 results

# of Collaborated Products: 0 results
10. YASUDA Kumi (40284484)

# of Collaborated Projects: 6 results

# of Collaborated Products: 0 results
11. 後藤俊一 (30225651)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
12. KAGEI Yoshiyuki (80243913)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
13. OGURA Yukio (00037847)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
14. WATANABE Sinzo (90025297)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
15. SATO Hiroshi (30037254)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
16. 藤原司 (30199385)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
17. 木塚崇 (70186279)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
18. IKEDA Nobuyuki (00028078)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
19. KUSUOKA Shigeo (00114463)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
20. FUKAI Yasunari (00311837)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
21. 沢木勝茂 (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. 赤壁弘康 (40192877)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. 岩城秀樹 (40257647)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. 竹澤直哉 (70329332)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. 徳永俊史 (30329750)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
26. SHIGA Tokuzo (60025418)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
27. ITO Yuuji (90112987)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. KOTANI Shinichi (10025463)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. 土谷正明 (50016101)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
30. 田中洋 (70011468)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
31. FUNAKI Tadahisa (60112174)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
32. NAGAI Hideo (70110848)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
33. WAKIMOTO Minoru (00028218)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
34. YAMADA Mieko (70130226)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
35. SHIOHAMA Katsuhiro (20016059)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
36. OGAWA Shigeyoshi (80101137)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
37. KUWAE Kazuhiro (80243814)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
38. MATSUMOTO Hiroyuki (00190538)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
39. TOTOKI Haruo (70027366)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
40. KONO Norio (90028134)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
41. SATO Ken-iti (60015500)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

KUNITA Hiroshi 國田 寛

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The study of stochastic differential equations with jumpsPrincipal Investigator

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Diffusion Processes and Diffusion Equations in Random EnvironmentPrincipal Investigator

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ランダム媒質における拡散現象の研究Principal Investigator

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GEOMETRY OF STOCHASTIC DIFFERENTIAL EQUATIONSPrincipal Investigator

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KUNITA Hiroshi 國田寛