FUJIWARA Tsukasa 藤原司

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藤原司フジワラツカサ

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Researcher Number	30199385
Other IDs
Affiliation (Current)	2025: 関西学院大学, 理学部, 教授
Affiliation (based on the past Project Information) *help	2012: 兵庫教育大学, 大学院・学校教育研究科, 教授 2009: 兵庫教育大学, 学校教育研究科, 准教授 2007: 兵庫教育大学, 学校教育研究科, 准教授 2000 – 2006: 兵庫教育大学, 学校教育学部, 助教授 2005: Hyogo University of Teacher Education, Graduate School of Education, Associate Professor, 学校教育研究科, 助教授 … More 2000: Hyogo Education University, Associate Professor, 助教授 1997 – 1998: 兵庫教育大学, 学校教育学部, 助教授 1993 – 1995: 兵庫教育大学, 学校教育学部, 助教授 1991: 九州大学, 工学部, 助手 1989: 九州大学, 工学部, 助手 Less
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Geometry / Education on school subjects and activities / 教科教育 / 解析学
Keywords	Principal Investigator 確率微分方程式 / nonlinear integrator / stochastic flow / martingale / SDE / 微分同相群 / セミマルチンゲ-ル / 確率流 / マルチンゲール / semimartingale / canonical extension / Levy過程 / 微分同相 … More Except Principal Investigator … More 数理ファイナンス / relative entropy / geometric Levy process / option pricing / mathematical finance / 相対エントロピー / マルチンゲール測度 / 幾何レヴィ過程 / リスク鋭感的価値尺度 / オプション価格 / Newton polyhedron / 確率差分式 / 確率力学系(Stochastic flow) / 確率微分方程式 / geometric stable process / calibration / equivalent martingale measure / incomplete market / マルチンゲール測定 / 幾何安定過程モデル / カリブレーション / 同値マルチンゲール測度 / 非完備市場 / オプション価格理論 / searching for similarity lesson / recognition of similarity / team lesson / rank of achievement / study classes / 類似性 / 教材開発 / 発展的な学習 / 類似探究授業 / 習熟度別指導 / 少人数指導 / 応個指導 / 協同学習 / 類似探求授業 / 類似認知 / チーム授業 / 習熟度 / 学習集団 / stochastic differential equation / stochastic flow / Hilbert space / hypoellipticity / jump type process / filtering equation / Malliavin calculus / Hormander condition / 確率密度関数 / ヘビィ過程 / セミマルチンゲール / フィルタリング方程式 / 飛躍型確立過程 / 確率流 / ヒルベルト空間 / 準楕円形 / 飛躍型確率過程 / フイルタリング方程式 / マリアバン解析 / ヘルマンダー条件 / martingale measure / subordination / 時系列データ平滑化 / 確率数値近似法 / Markov chain / 確率数値近解析 / Poisson random measure / 平滑近似法 / オプション / mathematics learning / arithmetic learning / learning strategy / cognitive pattern / 情報処理 / 問題解決 / 数学学習 / 算数学習 / 学習方略 / 認知パターン / additive functional / spectral gap / log Sobolev inequality / large deviation principle / Schrodinger operator / portfolio optimization / ergodic Bellman equation / risk-sensitive stochastic control / エルゴード型確率制御問題 / ベルマン方程式 / 特異極限 / 粘性解 / エルコンド型ベルマン方程式 / 対数ソポレフ不等式 / 加法的汎関数 / スペクトルギャップ / 対数ソボレフ不等式 / 大偏差原理 / シュレーディンガー作用素 / ポートフォリオ最適化 / エルゴード型ベルマン方程式 / リスク鋭感的確率制御 / リアルオプションの評価 / 価値尺度 / リスク尺度 / リアルオプション / リスクと価値の評価 / 保険の評価 / 規模のリスクの評価 / プロジェクトの評価 / ポートフォリオの評価 / 規模のリスク / 多次元レヴィ過程 / レヴィ過程 / 価値評価 / リスク評価 / semialgebraic tiangnlation / weighted blowing-up / finite V-determinacy / toric vanety / Nosh function / blow-anabycity / modified Nash thiiality / 半線型熱方程式 / 零点集合 / 解の一意性 / 放物型偏微分方程式 / Brianζon-Speden族 / toric variety / modified Nash triviality / Nash manifold / blow-analycity / strong C^0 equivalence / 非線形フィルタ- / 確率微分程式 / 爆発問題 / 正則拡散過程 / 極限定理 Less

Evaluation method of risk and value under multi-dimensional Levy process models.
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Risk-evaluation modeling based on Levy process and its applications
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Option Pricing Models Based on Levy Process and Entropy, and Applications
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
The Developmental Study on Teaching and Constitution of Study Classes to Facilitate Mathematics Learning
- Principal Investigator
  
  SAKITANI Shinya
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Education on school subjects and activities
- Research Institution
  Hyogo University of Teacher Education
Applications of Levy Processes to Mathematical Finance
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Malliavin calculus for stochastic differential equations with jumps
- Principal Investigator
  
  KOMATSU Takashi
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka City University
Developmental Research on Measuring Instrument of Cognitive Patterns in Arithmetic/Mathematics Learning
- Principal Investigator
  
  SAKITANI Shinya
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  教科教育
- Research Institution
  Hyogo University of Teacher Education
Risk-sensitive stochastic control and its singular limit
- Principal Investigator
  
  NAGAI Hideo
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  OSAKA UNIVERSITY
On the canonical extension of stochastic differential equations based on semimartingales with spatial parametersPrincipal Investigator
- Principal Investigator
  
  FUJIWARA Tsukasa
- 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
  Hyogo University of Teacher Education
多様体上に束縛された確率過程への収束の研究Principal Investigator
- Principal Investigator
  
  藤原司
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hyogo University of Teacher Education
実代数的集合族のmodified Nash thiialityについて
- Principal Investigator
  
  小池敏司
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Geometry
- Research Institution
  Hyogo University of Teacher Education
Nonlinear integratorに基づく確率微分方程式の研究Principal Investigator
- Principal Investigator
  
  藤原司
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hyogo University of Teacher Education
微分解析における同値関係の研究
- Principal Investigator
  
  小池敏司
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Geometry
- Research Institution
  Hyogo University of Teacher Education
偏微分方程式論における一意性の研究
- Principal Investigator
  
  渡辺金治
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Hyogo University of Teacher Education
確率微分方程式と非線形フィルタ-の研究
- 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
確率微分方程式と確率力学系の研究
- 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

All 2010 2009 2006 Other

All Journal Article Presentation

[Journal Article] The minimal entropy martingale measures for exponential additive processes2009
- Author(s)
  T. Fujiwara
- Journal Title
  
  Asia-Pacific Financial Markets Vol.16
  
  Pages: 65-95
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization2006
- Author(s)
  T.Fujiwara
- Journal Title
  
  Asia-Pacific Financial Markets 11
  
  Pages: 367-391
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization : the case of geometric Levy processes,2006
- Author(s)
  T.Fujiwara
- Journal Title
  
  Asia-Pacific Financial Markets Vol.11
  
  Pages: 367-391
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The minimal entropy martingale measures for exponential additive processes
- Author(s)
  Fujiwara, T.
- Journal Title
  
  Asia-Pacific Financial Markets (掲載受理)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization
- Author(s)
  T.Fujiwara
- Journal Title
  
  Asia-Pacific Financial Markets (To appear)
- Data Source
  KAKENHI-PROJECT-16540113
[Presentation] 指数型PII-セミマルチンゲールに対する最小エントロピーマルチンゲール測度について2010
- Author(s)
  藤原司
- Organizer
  科研費研究集会「数理ファイナンスとその周辺」
- Place of Presentation
  名古屋大学ベンチャー・ビジネス・ラボラトリー(名古屋)
- Year and Date
  2010-01-22
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] 独立増分を持つセミマルチンゲールの指数モーメントについて2009
- Author(s)
  藤原司
- Organizer
  科研費研究集会「確率解析の理論と応用」
- Place of Presentation
  九州大学
- Year and Date
  2009-07-24
- Data Source
  KAKENHI-PROJECT-19540143

1. MISAWA Tetsuya (10190620)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
2. MIYAHARA Yoshio (20106256)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
3. 小池敏司 (60161832)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
4. 松山廣 (80028266)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
5. 渡辺金治 (20004468)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
6. 野村泰敏 (20029630)

# of Collaborated Projects: 3 results

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7. 柳原弘志 (00033803)

# of Collaborated Projects: 3 results

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8. 国田寛 (30022552)

# of Collaborated Projects: 2 results

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9. 谷口説男 (70155208)

# of Collaborated Projects: 2 results

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10. 吉川敦 (80001866)

# of Collaborated Projects: 2 results

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11. 西野利雄 (30025259)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
12. SAKITANI Shinya (00036667)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
13. KATO Hisae (00314518)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
14. KUNIOKA Takahiro (10205106)

# of Collaborated Projects: 2 results

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15. 渡辺寿夫 (40037677)

# of Collaborated Projects: 1 results

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16. 川島秀一 (70144631)

# of Collaborated Projects: 1 results

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17. TSUJII Yoshiki (90065871)

# of Collaborated Projects: 1 results

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18. TSUDA Hirishi (90450163)

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

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20. TAKEDA Masayoshi (30179650)

# of Collaborated Projects: 1 results

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21. SEKINE Jun (50314399)

# of Collaborated Projects: 1 results

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22. AIDA Shigeki (90222455)

# of Collaborated Projects: 1 results

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23. TAKANOBU Satoshi (40197124)

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24. 白川浩 (10216187)

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25. 亀山敦 (00243189)

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26. 中村佳正 (50172458)

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27. 亀高惟倫 (00047218)

# of Collaborated Projects: 1 results

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28. NOTOCHORD Morihiro (30347421)

# of Collaborated Projects: 1 results

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29. SHIMIZU Akinobu (10015547)

# of Collaborated Projects: 1 results

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30. KOMATSU Takashi (80047365)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
31. DATEYAMA Masahito (10163718)

# of Collaborated Projects: 1 results

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32. KAMAE Tetsuro (80047258)

# of Collaborated Projects: 1 results

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33. TAKEUCHI Atsushi (30336755)

# of Collaborated Projects: 1 results

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34. YOSHIDA Masamichi (60264793)

# of Collaborated Projects: 1 results

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35. 根来彬 (80021947)

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36. IBARAKI Satoru (10252488)

# of Collaborated Projects: 1 results

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FUJIWARA Tsukasa 藤原 司

藤原 司 フジワラ ツカサ

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On the canonical extension of stochastic differential equations based on semimartingales with spatial parametersPrincipal Investigator

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多様体上に束縛された確率過程への収束の研究Principal Investigator

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Nonlinear integratorに基づく確率微分方程式の研究Principal Investigator

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FUJIWARA Tsukasa 藤原司

藤原司フジワラツカサ