KANAGAWA SYUUYA 金川秀也

… Alternative Names

Researcher Number	50185899
Other IDs
External Links
Affiliation (Current)	2019: 東京都市大学, 共通教育部, 教授
Affiliation (based on the past Project Information) *help	2016 – 2018: 東京都市大学, 共通教育部, 教授 2015: 東京都市大学, その他部局等, 教授 2013 – 2014: 東京都市大学, 共通教育部, 教授 2012: 東京都市大学, 工学部, 教授 2009 – 2012: Musashi Institute of Technology, 知識工学部, 教授 … More
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics Except Principal Investigator 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Geometry / General mathematics (including Probability theory/Statistical mathematics) / Algebra / Educational technology / 代数学・幾何学
Keywords	Principal Investigator U-statistics / V-statistics / U-統計量 / 対称統計量 / V-統計量 / ノンパラメトリック統計量 / 数理ファイナンス / 確率微分方程式 / stochastic differential equation / Euler-Maruyama scheme … More Except Principal Investigator vicious walkers / 確率微分方程式 / Schrodinger equation / Domany-Kinzel model / Soltion theory / 無限粒子系 / シミュレーション / テ-タ・ワイル和 / Fast Fourier Transform / 数値解法 / ランダム粒子法 / (4)quasiーFnbenius rinfs(16A36) / Skorohod方程式 / Group Ring / differential operator / Weyl sums(11L15) / 差分作用素 / 微積分方程式 / 收束の速さ / trivial extension / global dimension / Stochastic process / 非線形拡散 / (1)normsl numbers(11K16) / SPDE / 平均曲率一定曲面 / eigenfunction / singular ideal / Hochshild Cohomology group / symmetris matrix / ＤＮＡ / eigenvalue / 連分数展開 / friendly walkers / 放射線量 / Paley's inequality / 確率論 / リー環 / Ventsel's boundary condition / 非吸収的 / Ring / 確率過程の強近インス / 素解 / numerical analysis / 自然数 / 閉直交系 / Boolean model / pseudo random numbers / 多粒子系の力学 / 確率数値解析 / proper holomorphic mapping / (7)invariance princigce(60F17) / 放射線量依存性 / ディリクレ形式 / artinian ring / ２本鎖切断(dsb) / Algebtaic Styocture / (3)eigenvalae pnoblems(65N25) / 教材開発 / 環 / 確率偏微分方程式 / SDEモデル / 英語スピーキング / 表現 / ２本鎖切断 / e-ラーニング / random matrix / Hausdorff operator / アトム分解 / numerical computation / 調和写像 / 線エネルギー付与 / stochastic numerical analysis / ヴェンチェル境界条件 / Eigen value / 2本鎖切断 / Domany-Kinzelモデル / システム開発 / penalty method / ペーリー不等式 / 同変分類空間 / simulation / 連続浸透モデル / particle systems / ハウスドルフ作用素 / Group / Burgers like processes / ｅ－ラーニング / radical / ペーリーの不等式 / 可積分系 / 離散ハンケル空間 / Bergman hernel function / constant mean curvature surface / non-attractive systems / phase transition / ソリトン / socle / (5,6)greded algebres,nings and modules(16A03) / random particle method / non-attractive system / 外国語学習 / Representation Theory / DNA / 四元数 / 2本鎖切断(dsb) / 確率モデル / ファジィ理論 / interacting particle system / 多元環 / in verse ileration / ペナルティメソッド / Lie Algebra / 群環 / パーコレーションモデル / 代数構造 / 拡散過程 / 反射壁確率過程 / 代数:構造 / stochactic differential equation / ボット周期性 / クリフォード代数 / 擬似乱数 / injective dimension / DNAの損傷 / (2)iteretive netlwhs for linecar systams(65F1〓 / シュレ-ジンガ-作用素 / セミの生態 / 数理生物学 / 数理モデル / モンテカルロシミュレーション / Skorohod equation / Representation theory / 群 / Algebra / Dirichlet form / 定常分布 / Fundamental solution / 同変K理論 / 相互作用 / diffusion process / nonlinear diffusion / Derived Category / Dyson model / KR理論 / 有限差分法 / 固有値 / integrable systems / 誘導圏 / 基本解 / ハードコアポテンシャル / Brownian meander / 極限分布 / SDE / セルオートマトンモデル / 線エネルギー付与 (LET) Less

A new type of volatility estimator defined by jump diffusion modelPrincipal InvestigatorOngoing
- Principal Investigator
  
  金川秀也
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Tokyo City University
Asymptotic Expansions for U- and V-statistics with Degenerate KernelsPrincipal Investigator
- Principal Investigator
  
  Kanagawa Shuya
- Project Period (FY)
  2013 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Tokyo City University
Application of probability theory to the generation of double-strand breaks of DNA
- Principal Investigator
  
  SAISHO Yasumasa
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hiroshima University
Development of a foreign language short sentence prompt translation practice system base on a fuzzified determination procedure of the material
- Principal Investigator
  
  KITAGAKI Ikuo
- Project Period (FY)
  2009 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Educational technology
- Research Institution
  Tokyo City University
  Hiroshima University
Stationary distribution and limit distribution of reflecting stochastic process and its biological applications
- Principal Investigator
  
  SAISHO Yasumasa
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hiroshima University
Change-point analysis for time series using asymptotic theory for symmetric statisticsPrincipal Investigator
- Principal Investigator
  
  KANAGAWA Shuya
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Tokyo City University
Limit theorems for U- and V-statistics for dependent random variables and their applicationsPrincipal Investigator
- Principal Investigator
  
  KANAGAWA Shuya
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Musashi Institute of Technology
An anlytic approach to diffusion processes with second order Ventsel's boundary conditions and its applications
- Principal Investigator
  
  TSUCHIYA Masaaki
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kanazawa University
Limit theorems for U-statistics with degenerate kernels and applicationsPrincipal Investigator
- Principal Investigator
  
  KANAGAWA Shuya
- Project Period (FY)
  2000 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Musashi Institute of Technology
  Kanazawa University
Analysis for Probabilistic Models with phase transition
- Principal Investigator
  
  TANEMURA Hideki
- Project Period (FY)
  1999 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  CHIBA UNIVERSITY
Donsker-Varadhan Type Large Deviation Principles for U-statisticsPrincipal Investigator
- Principal Investigator
  
  NAKAGAWA Shuya
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kanazawa University
Study on elucidation of Algebratc Structure of rings applying Representation Theories of Finite dimerstcrra algebhas, Griupalgerhras and Lie Alberas
- Principal Investigator
  
  SATO Masahisa
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Algebra
- Research Institution
  YAMANASHI UNIVERSITY
Constant mean curvature surfaces and theory of Soltion
- Principal Investigator
  
  MUTO Hide
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Geometry
- Research Institution
  Yamanashi University
Stochastic Numerical Analysis of Nonlinear Diffusions
- Principal Investigator
  
  OGAWA Shigeyoshi
- 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
  Kanazawa University
確率微分方程式の近似解の精度の研究Principal Investigator
- Principal Investigator
  
  金川秀也
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Yamanashi
関数空間の幾何学的研究
- Principal Investigator
  
  YASUO Minato
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Geometry
- Research Institution
  University of Yamanashi
代数多様体の研究
- Principal Investigator
  
  坂野和則
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Algebra
- Research Institution
  University of Yamanashi
微分方程式及びその応用
- Principal Investigator
  
  鈴木俊夫
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  University of Yamanashi
解析数論及びその値分布論への応用
- Principal Investigator
  
  中井喜信
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  University of Yamanashi
解析多様体の研究
- Principal Investigator
  
  澤田衛
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  University of Yamanashi
解析多様体の研究
- Principal Investigator
  
  加藤定雄
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  University of Yamanashi

[Book] 理工系学生のための確率・統計講義2014
- Author(s)
  金川秀也、吉田　稔、堀口正之
- Total Pages
  171
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-25400211
[Book] 理工系学生のための確率・統計講義2014
- Author(s)
  金川秀也、吉田稔、堀口正之
- Total Pages
  168
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-24540128
[Book] 理工系学生のための確率・統計講義2014
- Author(s)
  金川秀也、吉田稔、堀口正之
- Total Pages
  165
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-25400211
[Book] ファジィ理論-基礎とその応用-2010
- Author(s)
  山下元、瀧澤武信、金川秀也, 他
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-20540140
[Book] ファジィ理論-基礎と応用-2010
- Author(s)
  山下元、瀧澤武信、金川秀也
- Total Pages
  25
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-20540140
[Book] ファジィ理論-基礎とその応用-2010
- Author(s)
  山下元、瀧澤武信、金川秀也, その他
- Publisher
  共立出版
- Data Source
  KAKENHI-PROJECT-20540140
[Book] やさしい統計-いかにして統計データを有効利用するか2007
- Author(s)
  金川秀也
- Total Pages
  177
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] 日経225平均株価指数の日次収益率分析におけるジャンプ拡散過程モデルの同定とその低頻度で振幅の大きなジャンプ時点推定への応用について2016
- Author(s)
  金川秀也、石田真之
- Journal Title
  
  日本経営工学会論文誌
  
  Volume: 67 Pages: 1-9
- Acknowledgement Compliant / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] Estimation of Jump Times of Large Jumps for the Nikkei 225 Stock Index from Daily Share Prices by a Stochastic Volatility Model2015
- Author(s)
  S. ISHIDA and S. KANAGAWA
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 63
- Acknowledgement Compliant / Open Access / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] Identification of Jump Times of Large Jumps for the Nikkei 225 Stock Index from Daily Share Prices via a Stochastic Volatility Model2015
- Author(s)
  S. Ishida and S. Kanagawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 63 Issue: 0 Pages: 109-116
- DOI
  10.11345/nctam.63.109
- Language
  English
- Peer Reviewed / Open Access / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] Optimal portfolios based on weakly dependent data2015
- Author(s)
  H. Takahashi, T. Saigo, S. Kanagawa and K. Yoshihara
- Journal Title
  
  Dynamical Systems and Differential Equations, DCDS Supplement 2015, AIMS
  
  Volume: Supplement Volume
- Acknowledgement Compliant / Open Access / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] Asymptotic behavior of solutions of some difference equations defined by weakly dependentrandom vectors2015
- Author(s)
  H. Takahashi, S. Kanagawa and K. Yoshihara
- Journal Title
  
  Stochastic Analysis and Applications
  
  Volume: 33 Pages: 740-755
- DOI
  10.1080/07362994.2015.1038840
- Acknowledgement Compliant / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211, KAKENHI-PROJECT-26800063
[Journal Article] Asymptotic behavior of solutions of some difference equations2015
- Author(s)
  H. Takahashi, S. Kanagawa and K. Yoshihara
- Journal Title
  
  Stochastic Analysis and Applications
  
  Volume: in press
- Data Source
  KAKENHI-PROJECT-24540128
[Journal Article] Optimal portfolios based on weakly dependent data2015
- Author(s)
  H. Takahashi, T. Saigo, S. Kanagawa and K. Yoshihara
- Journal Title
  
  Dynamical Systems, Differential Equations and Applications AIMS Proceedings
  
  Volume: DCDS Supplement Pages: 1041-1049
- DOI
  10.3934/proc.2015.1041
- Open Access / Acknowledgement Compliant / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211, KAKENHI-PROJECT-26800063
[Journal Article] A Confidence Interval for the Euler-Maruyama Approximate Solution of SDE with Unbounded Coefficients2014
- Author(s)
  S. Kanagawa and S. Hasegawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 62 Pages: 91-98
- Acknowledgement Compliant / Open Access / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] The nonlinear Schrodinger equation created by the vibrations of an elastic plate and its dimensional expansion2014
- Author(s)
  S. Kanagawa and B. T. Nohara
- Journal Title
  
  Dynamical Systems and Differential Equations, DCDS Supplement 2013, AIMS
  
  Volume: Supplement Volume Pages: 415-426
- Acknowledgement Compliant / Open Access / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] The nonlinear Schrodinger equation created by the vibriation of an elastic plate and its dimensional expansion2013
- Author(s)
  S. Kanagawa and B. T. Nohara
- Journal Title
  
  Discrete and Continuous Dynamical Systems
  
  Volume: Supplement Volume Pages: 415-426
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] The nonlinear Schrodinger equation created by the vibriation of an elastic plate and its dimensional expansion2013
- Author(s)
  S. Kanagawa and B. T. Nohara
- Journal Title
  
  Discrete and Continuous Dynamical Systems
  
  Volume: Supplement Volume (2013) Pages: 415-426
- DOI
  10.3934/proc.2013.2013.415
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540128
[Journal Article] The Euler-Maruyama Approximation for the Reflecting Ornstein-Uhlenbeck Process Using the Penalty Method2013
- Author(s)
  S. Kanagawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 61 Pages: 207-213
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400211
[Journal Article] Euler-Maruyama Approximation of the Reflecting Ornstein-Uhlenbeck Process Using the Penalty Method2012
- Author(s)
  S. Kanagawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: Vol.61 Pages: 207-214
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Fuzzy Node Fuzzy Graph Analysis Applying T-norm2012
- Author(s)
  H.Uesu, S.Kanagawa,
- Journal Title
  
  Biomedical Soft Computing and Human Sciences
  
  Volume: 16 Pages: 63-68
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Fuzzy Node Fuzzy Graph Analysis Applying T-norm2012
- Author(s)
  H. Uesu, S. Kanagawa
- Journal Title
  
  Biomedical Soft Computing and Human Sciences
  
  Volume: Vol.16 Pages: 63-68
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] The Euler-Maruyama Approximation for the reflecting Ornshtein-Uhlenbeck Processes Using the Penalty Method2012
- Author(s)
  S. Kanagawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 61 Pages: 207-214
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540128
[Journal Article] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011
- Author(s)
  S. Kanagawa, K. Shinkai, H. Chung and K. Nagashima
- Journal Title
  
  Proceedings of the 2011 IEEE International Conference on Fuzzy Systems
  
  Volume: 1 Pages: 1568-1571
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540131
[Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011
- Author(s)
  K.Yoshihara, S.Kanagawa, S.Fukuda
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 60 Pages: 399-418
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540131
[Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011
- Author(s)
  K. Yoshihara, S. Kanagawa and S. Fukuda
- Journal Title
  
  Theoreticaland Applied Mechanics Japan
  
  Volume: 60 Pages: 399-418
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540131
[Journal Article] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011
- Author(s)
  S.Kanagawa, K.Shinkai, H.Chung
- Journal Title
  
  Proceedings of the 2011 IEEE International Conference on Fuzzy Systems
  
  Pages: 399-418
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011
- Author(s)
  K.Yoshihara S.Kanagawa S.Fukuda
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 60 Pages: 399-418
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Limit theorems of U-statistics for weakly dependent random variables and their applications to change-point problems2011
- Author(s)
  K. Yoshihara, S. Kanagawa a n d S . Fukuda
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: Vol.60 Pages: 399-418
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Approximated Solutions of Schrodinger Equations Induced from Nearly Monochromatic Waves2010
- Author(s)
  S. Kanagawa, T. Nitta, K. Tchizawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 59 Pages: 153-161
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540131
[Journal Article] Approximated Solutions of Schrodinger equations induced from multi-dimensional nearly monochromatic waves2010
- Author(s)
  S. Kanagawa, T.Nitta and K. Tchizawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: Vol.59 Pages: 153-161
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Approximated Solutions of Schrodinger equations induced from multi-dimensional nearly monochromatic waves2010
- Author(s)
  S.Kanagawa, T.Nitta, K.Tchizawa
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: 59 Pages: 153-161
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] A new model via a semi-reflecting Brownian motion and its application to behavioral finance2010
- Author(s)
  S.Kanagawa, N.Kosuge, T.Suzuki
- Journal Title
  
  Proc.Neural, Parallel and Scientific Computations
  
  Volume: 4 Pages: 205-210
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Solutions of Ginzburg-Landau equations induced from multi- dimensional bichromatic waves and some examples of their envelope functions2009
- Author(s)
  S.Kanagawa, K.Tchizawa, T.Nitta
- Journal Title
  
  Theoretical and Applied Mechanics Japan Vol.58
  
  Pages: 71-78
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Numerical Analysis of reflecting Brownian motion and a new model ofsemi-reflecting Brownian motion with some domains2009
- Author(s)
  S. Kanagawa
- Journal Title
  
  Communications in Applied Analysis
  
  Volume: Vol.13 Pages: 231-244
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Numerical Analysis of reflecting Brownian motion and a new model of semi-reflecting Brownian motion with some domains2009
- Author(s)
  S.Kanagawa
- Journal Title
  
  Communications in Applied Analysis 13
  
  Pages: 231-244
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009
- Author(s)
  K.Yoshihara, S.Kanagawa
- Journal Title
  
  Nonlinear Analysis : Theory, Methods & Applications 71
  
  Pages: 2152-2163
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009
- Author(s)
  K. Yoshihara S. Kanagawa
- Journal Title
  
  Nonlinear Analysis : Theory, Methods & Applications (掲載予定)(印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Solutions of Ginzburg-Landau equations induced from multi-Dimensional bichromatic waves and some examples of their envelope functions2009
- Author(s)
  Shuya Kanagawa, Kiyoyuki Tchizawa, Takashi Nitta
- Journal Title
  
  Theoretical and Applied Mechanics Japan 58
  
  Pages: 71-78
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2009
- Author(s)
  S.Kanagawa, K.Tchizawa, T.Nitta
- Journal Title
  
  Nonlinear Analysis : Theory, Methods & Applications Vol.71
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2009
- Author(s)
  Shuya Kanagawa, Kiyoyuki Tchizawa, Takashi Nitta
- Journal Title
  
  Nonlinear Analysis : Theory, Methods & Applications 71
  
  Pages: 2258-2266
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Ginzburg-Landau equations induced from multi-dimensional bichromatic waves2009
- Author(s)
  S.Kanagawa, K. Tchizawa and T. Nitta
- Journal Title
  
  Nonlinear Analysis: Theory, Methods &Applications
  
  Volume: Vol.71
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Solutions of Ginzburg-Landau equations induced from multi- dimensional bichromatic waves and some examples of their envelope functions2009
- Author(s)
  S. Kanagawa, K.Tchizawa and T. Nitta
- Journal Title
  
  Theoretical and Applied Mechanics Japan
  
  Volume: Vol.58 Pages: 71-78
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009
- Author(s)
  K.Yoshihara, S.Kanagawa
- Journal Title
  
  Nonlinear Analysis : Theory, Methods & Applications Vol.71
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Change-point problems in nonlinear regression estimation with dependent observations2009
- Author(s)
  K. Yoshihara and S. Kanagawa
- Journal Title
  
  Nonlinear Analysis: Theory, Methods & Applications
  
  Volume: Vol.71
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Numerical Analysis of reflecting Brownian motion and a new model of semi-reflecting Brownian motion with some domains2009
- Author(s)
  S.Kanagawa
- Journal Title
  
  Communications in Applied Analysis Vol.13
  
  Pages: 231-244
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Fuzzy Clustering Level Analysis via Statistical Scheme Applying Akaike ' s Information Criterion2008
- Author(s)
  S. Kanagawa and K . Shinkai
- Journal Title
  
  International Journal of Innovative Computing, Information and Control
  
  Volume: Vol.4 Pages: 2523-2531
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Fuzzy Clustering Level Analysis via Statistical Scheme Applying Akaike's Information Criterion2008
- Author(s)
  S.Kanagawa, K.Shinkai
- Journal Title
  
  International Journal of Innovative Computing, Information and Control Vol.4
  
  Pages: 2523-2531
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Fuzzy Clustering Level Analysis via Statistical Scheme Applying Akaike's Information Criterion2008
- Author(s)
  S. Kanagawa K. Shinakai
- Journal Title
  
  International Journal of Innovative Computing, Information and Control 4
  
  Pages: 2523-2531
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Journal Article] Fuzzy Clustering Level Analysis Using AIC Method for Large Size Samples2007
- Author(s)
  S.Kanagawa, H.Uesu, K.shinkai, E.Tsuda
- Journal Title
  
  Proceedings ICICIC2007, Kymamaaoto (出版決定)
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Fuzzy Clustering Level Analysis applying AIC Method2007
- Author(s)
  S.Kanagawa, H.Uesu, K.Shinkai, E.Tsuda
- Journal Title
  
  Journal of Sdvanced Computational Intelligence and intelligent Informatics (出版決定)
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Nonlinear Schrodinger equations for envelope functions induced from nearly bichromat induced from nearly bichromatic waves with random spectrums2006
- Author(s)
  S. Kanagawa
- Journal Title
  
  Proc. Neural, Parallel and Scientific Computations Vol.3
  
  Pages: 89-92
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier2006
- Author(s)
  S.Kanagawa
- Journal Title
  
  Dynamic Systems and Applications 15
  
  Pages: 287-300
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Nonlinear Schrodinger equations for envelope functions induced from nearly bichromatic waves with random spectrum2006
- Author(s)
  S.Kanagawa
- Journal Title
  
  Proc.Neural, Parallel and Scientific Computations 15
  
  Pages: 89-92
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier2006
- Author(s)
  S. Kanagawa
- Journal Title
  
  Dynamic Systems and Applications Vol.15
  
  Pages: 287-300
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier2006
- Author(s)
  S.Kanagawa, Y.Saisho, H.Uesu
- Journal Title
  
  Dynamic Systems and Applications 15
  
  Pages: 287-300
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] On nonlinear Schrodinger equations induced from nearly bichromatic waves with random spectrums2006
- Author(s)
  S.Kanagawa, T.Nohara, A.Ariomoto, K.Tchizawa
- Journal Title
  
  Proceedings of Third International Congerence on Neural,Parallel ＆ Scientific Computations 3
  
  Pages: 89-92
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical solution of the stochastic differential Equation2005
- Author(s)
  S. Kanagawa, S. Ogawa
- Journal Title
  
  Sugaku Expositions, Amer. Math. Soc. Vol.18
  
  Pages: 75-99
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical solution of the stochastic differential equation, 2-applications2005
- Author(s)
  S.Kanagawa, S.Ogawa
- Journal Title
  
  Sugaku Expositions, Amer.Math.Soc. 18
  
  Pages: 75-99
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical solution of the stochastic differential equation, 2-applications2005
- Author(s)
  S.Kanagawa, S.Ogawa
- Journal Title
  
  Sugaku Expositions 19(発表予定)
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical Simulation of Reflecting Geometrical Brownian Motion and its Application to Mathematical finance2005
- Author(s)
  A.Arimoto, S.Kanagawa, Y.Saisho
- Journal Title
  
  Nonlinear Analysis (発表予定)
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] 従属確率変数列に対する対称統計量の極限定理2005
- Author(s)
  金川秀也
- Journal Title
  
  統計数理研究所共同研究レポート 175
  
  Pages: 24-42
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method2005
- Author(s)
  S.Kanagawa
- Journal Title
  
  Discrete and Continuous Dynamical Systems (Supplement Volume)
  
  Pages: 463-475
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical simulation of reflecting geometrical Brownian motion and its application to mathematical finance2005
- Author(s)
  S.Kanagawa, A.Arimoto, Y.Saisho
- Journal Title
  
  Nonlinear Analysis 63
  
  Pages: 2209-2222
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] 従属確率変数列に対する対称統計量の極限定理について2005
- Author(s)
  金川秀也
- Journal Title
  
  統計数理研究所共同研究レポート 10
  
  Pages: 24-42
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Error Estimation for the Euler-Maruyama Approximate Solution of Reflecting Brownian Motion Using Penalty Method and Numerical Applications2005
- Author(s)
  S.Kanagawa, Y.Saisho, H.Uesu
- Journal Title
  
  Journal of Dynamic Systems and Applications (発表予定)
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method2005
- Author(s)
  S. Kanagawa
- Journal Title
  
  Discrete and Continuous Dynamical Systems, Supplement Volume
  
  Pages: 463-475
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Approximation2005
- Author(s)
  K.Inoue, S.Kanagawa
- Journal Title
  
  Proceedings of Neural, Parallel & Scientific Computations (発表予定)
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method2005
- Author(s)
  S.Kanagawa, K.Inoue, A.Arimoto, Y.Saisho
- Journal Title
  
  Discrete and Continuous Dynamical Systems Supplement Volume
  
  Pages: 75-99
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical simulation of reflecting geometrical Brownian motion and its application to mathematical finance2005
- Author(s)
  S.Kanagawa
- Journal Title
  
  Nonlinear Analysis 63
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical solution of the stochastic differential equation,2-applications2005
- Author(s)
  S.Kanagawa
- Journal Title
  
  Sugaku Expositions, Amer.Math.Soc 18
  
  Pages: 75-99
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Numerical simulation of reflecting geometrical Brownian motion and its application to mathematical finance2005
- Author(s)
  S. Kanagawa
- Journal Title
  
  Nonlinear Analysis Vol.63
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] フィッシャーの情報量,研究ノート2005
- Author(s)
  竹中淑子, 金川秀也
- Journal Title
  
  三田学会雑誌 95
  
  Pages: 75-99
- Data Source
  KAKENHI-PROJECT-16540124
[Journal Article] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering
- Author(s)
  S.Kanagawa, K.Shinkai, H.Chung, K.Nagashima
- Journal Title
  
  Proceedings of the 2011 IEEE International Conference on Fuzzy Systems
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] 株価ボラティリティ推定に関する新提案2018
- Author(s)
  金川秀也
- Organizer
  第182回ファジィ科学シンポジウム
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] Time Series Analysis of Cerebral Blood Flow Data Measured by Light Topography2017
- Author(s)
  S. Kanagawa
- Organizer
  第30回バイオメディカル・ファジィ・システム学会年次大会
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] Estimation of Jump-Times of Daily Share Prices of Nikkei 225 Stock Index Using a Jump Diffusion Model2017
- Author(s)
  S. Kanagawa
- Organizer
  NCTS Workshop on Applied Analysis and Probability
- Place of Presentation
  Taipei (Taiwan)
- Year and Date
  2017-03-24
- Int'l Joint Research / Invited
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] (3) Optimal portfolios based on weakly dependent data2016
- Author(s)
  S. Kanagawa
- Organizer
  The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
- Place of Presentation
  Orlando (USA)
- Year and Date
  2016-07-01
- Int'l Joint Research / Invited
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] Identification of jump times of large jumps for the Nikkei 225 stock index from daily share prices via a stochastic volatility model2016
- Author(s)
  S. Kanagawa
- Organizer
  High Dimensional Statistical Analysis & Quantile Analysis for Time Series
- Place of Presentation
  熊本大学　（熊本）
- Year and Date
  2016-03-03
- Int'l Joint Research / Invited
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] Estimation of Jump-Times of a Jump Diffusion Model for Nikkei 225 Stock Index2015
- Author(s)
  S. Kanagawa
- Organizer
  Seventh International Conference on Dynamic Systems and Applications & Fifth International Conference on Neural, Parallel, and Scientific Computations
- Place of Presentation
  Morehouse College, Atlanta, USA
- Year and Date
  2015-05-27
- Int'l Joint Research / Invited
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] How to teach a concept of probability?2013
- Author(s)
  S. Kanagawa
- Organizer
  Taiwan-Japan Bilateral Symposium on Mathematics Education
- Place of Presentation
  台湾国立師範大学、台北、台湾
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] Asymptotic expansion for sums of Hilbert space valued random variables and its application to V-statistics2013
- Author(s)
  金川秀也
- Organizer
  2013日本数学会年会
- Place of Presentation
  京都大学、京都
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] How to teach a concept of probability?2013
- Author(s)
  S. Kanagawa
- Organizer
  Taiwan-Japan Bilateral Symposium on Mathematics Education 2013
- Place of Presentation
  National Taiwan Normal University, Taipei, Taiwan
- Data Source
  KAKENHI-PROJECT-24540128
[Presentation] 確率微分方程式の離散化とその誤差評価について2013
- Author(s)
  金川秀也
- Organizer
  第62回理論応用力学講演会
- Place of Presentation
  東京工業大学、東京
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE2012
- Author(s)
  S.Kanagawa
- Organizer
  AMS Sectional Meeting #1079, Special Session on Stochastic Analysis and Applications, II, 2012 Spring Southeastern Section Meeting
- Place of Presentation
  University of South Florida, Tampa,米国(招待講演)
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] Limit Theorems for Hilbert Space Valued Random Variables and their Applications to Investigation of Asymptotic Behaviors of Symmetric Statistics2012
- Author(s)
  S. Kanagawa
- Organizer
  The 8th International Conference on Differential Equations and Dynamical Systems
- Place of Presentation
  ウォタールー, カナダ
- Year and Date
  2012-08-14
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE, AMS Sectional Meeting# 1079, Special Session on Stochastic Analysis and Applications, II2012
- Author(s)
  S. Kanagawa
- Organizer
  2012 Spring Southeastern Section Meeting
- Place of Presentation
  University of South Florida, Tampa,米国
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] 多次元反射壁ブラウン運動を用いた経済時系列モデルとその応用2012
- Author(s)
  金川秀也、小菅直人
- Organizer
  第61回理論応用力学講演会(NCTAM2012)
- Place of Presentation
  東京大学
- Year and Date
  2012-03-08
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE2012
- Author(s)
  S.Kanagawa
- Organizer
  AMS Sectional Meeting #1079
- Place of Presentation
  アメリカ合衆国、タンパ(招待講演)
- Year and Date
  2012-03-16
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A model of stock prices using a multi-dimensional reflecting Brownian motion described by the Skorohod SDE2012
- Author(s)
  S. Kanagawa
- Organizer
  AMS Sectional Meeting #1079
- Place of Presentation
  タンパ, アメリカ合衆国
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Limit Theorems for Hilbert Space Valued Random Variables and their Applications to Investigation of Asymptotic Behaviors of Symmetric Statistics2012
- Author(s)
  S.Kanagawa
- Organizer
  The 8th International Conference on Differential Equations and Dynamical Systems
- Place of Presentation
  ウォタールー, カナダ
- Invited
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Limit Theorems for Hilbert Space Valued Random Variables and their Applications to Investigation of Asymptotic Behaviors of Symmetric Statistics2012
- Author(s)
  S. Kanagawa
- Organizer
  The 8th International Conference on Differential Equations and Dynamical Systems
- Place of Presentation
  University of Waterloo, Ontario, Canada
- Invited
- Data Source
  KAKENHI-PROJECT-24540128
[Presentation] The nonlinear Schrodinger equation propagating on an elastic plate2012
- Author(s)
  S. Kanagawa, B.T. Nohara
- Organizer
  The International Conference on the Theory, Methods and Applications of Nonlinear Equations
- Place of Presentation
  テキサス、アメリカ合衆国
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Nagashima Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011
- Author(s)
  S. Kanagawa, K. Shinkai, H. Chung and K.
- Organizer
  IEEE International Conference on Fuzzy Systems
- Place of Presentation
  Taipei,台湾
- Year and Date
  2011-06-27
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011
- Author(s)
  S.Kanagawa, K.Shinkai, H.Chung, K.Nagashima
- Organizer
  IEEE International Conference on Fuzzy Systems
- Place of Presentation
  Taipei,台湾
- Year and Date
  2011-06-27
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] 従属確率変数列に対するU-統計量に関する極限定理およびその日経225平均株価分析への応用2011
- Author(s)
  吉原健一, 福田修平, 金川秀也
- Organizer
  60回理論応用力学講演会
- Place of Presentation
  東京工業大学
- Year and Date
  2011-03-10
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] Statistical Scheme via AIC for Evaluating the Optimal Cut Off Level in Fuzzy Clustering2011
- Author(s)
  S.Kanagawa, K.Shinkai, H.Chung
- Organizer
  IEEE International Conference on Fuzzy Systems
- Place of Presentation
  台北(台湾)
- Year and Date
  2011-06-28
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] 従属確率変数列に対するU-統計量に関する極限定理およびその日経225 平均株価分析への応用2011
- Author(s)
  吉原健一, 福田修平, 金川秀也
- Organizer
  60回理論応用力学講演会
- Place of Presentation
  東京工業大学(招待講演)
- Year and Date
  2011-03-10
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] Approximated solution of Ginzburg-Landau equation induced from nearly bichromatic wave2010
- Author(s)
  S. Kanagawa, K.Tchizawa and T.Nitta
- Organizer
  The 8th AIMS Conference on Dynamical Systems, Differential Equations and Applications
- Place of Presentation
  ドレスデン , ドイツ
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A New Model Using A Semi-Reflecting Brownian Motion and its Application to Behavioral Finance2010
- Author(s)
  S. Kanagawa
- Organizer
  The Fourth International Conference on Neural,Parallel & Scientific Computations
- Place of Presentation
  アトランタ, アメリカ合衆国
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A New Model Using a Semi-Reflecting Brownian Motion and Its Application to Behavioral Finance, Fourth International Conference on Neural2010
- Author(s)
  S. Kanagawa
- Organizer
  Parallel & Scientific Computations
- Place of Presentation
  Atlanta, Georgia, U. S. A
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] A New Model Using A Semi-Reflecting Brownian Motion and its Application to Behavioral Finance2010
- Author(s)
  S.Kanagawa
- Organizer
  The Fourth International Conference on Neural, Parallel & Scientific Computations
- Place of Presentation
  ATLANTA, アメリカ合衆国(招待講演)
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] バイクロマチック波から導入されたギンツブルグ・ランダウ方程式の解の近似について2010
- Author(s)
  金川秀也, 知沢清之, 新田貴士
- Organizer
  第59回理論応用力学講演会
- Place of Presentation
  日本学術会議(東京都港区)
- Year and Date
  2010-06-08
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] A New Model Using a Semi-Reflecting Brownian Motion and Its Application to Behavioral Finance2010
- Author(s)
  S.Kanagawa
- Organizer
  Fourth International Conference on Neural, Parallel & Scientific Computations
- Place of Presentation
  Atlanta, Georgia, U.S.A.(招待講演)
- Data Source
  KAKENHI-PROJECT-21540131
[Presentation] 多次元バイクロマチック波から導かれるGinzburg-Landau方程式について2009
- Author(s)
  金川秀也, 知沢清之, 新田貴士
- Organizer
  第57回理論応用力学講演会
- Place of Presentation
  日本学術会議(東京)
- Year and Date
  2009-06-11
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Approximated Solution of Ginzburg-Landau Equation Induced from Nearly Bichromatic Wave2009
- Author(s)
  金川秀也
- Organizer
  Mini-Workshop on Applied Analysis and Probability
- Place of Presentation
  国立台湾大学(台北)
- Year and Date
  2009-03-24
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Change-point problems in regression estimation with dependent observations2008
- Author(s)
  金川秀也
- Organizer
  World Congress of Nonlinear Analysts
- Place of Presentation
  アメリカ合衆国、Orlando
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Change-point problems for coefficients of stochastic differential equations driven by stationary increments processes2008
- Author(s)
  S. Kanagawa, K. Yoshihara
- Organizer
  The 6th International Conference On Differential Equations and Dynamical Systems
- Place of Presentation
  ボルチモア, アメリカ合衆国
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Change-point problems for coefficients of stochastic differential equations driven by stationary increments processes2008
- Author(s)
  金川秀也
- Organizer
  The 6th International Conference On Differential Equations and Dynamical Systems
- Place of Presentation
  アメリカ合衆国、Baltimore
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Change-point problems in regression estimation with dependent observations2008
- Author(s)
  S.Kanagawa a n d K . Yoshihara
- Organizer
  World Congress of Nonlinear Analysts 2008
- Place of Presentation
  オーランド, アメリカ合衆国
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Change-point problems in regression estimation with dependent observations2008
- Author(s)
  S.Kanagawa, K.Yoshihara
- Organizer
  World Congress of Nonlinear Analysts
- Place of Presentation
  アメリカ合衆国(招待講演)
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Change-point problems for coefficients of stochastic differential equations driven by stationary increments sequence2008
- Author(s)
  S.Kanagawa, K.Yoshihara
- Organizer
  The 6th International Conference On Differential Equations and Dynamical Systems
- Place of Presentation
  Baltimore, アメリカ合衆国(招待講演)
- Data Source
  KAKENHI-PROJECT-20540140
[Presentation] Numerical analysis for occupation time of some neighborhood of boundary of reflecting Brownian motion2007
- Author(s)
  S. Kanagawa
- Organizer
  5th International Conference on Dynamic systems and Applications
- Place of Presentation
  Atlanta
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Numerical analysis for occupation time of some neiξhborhood of boundary of reflecting Brownian motion2007
- Author(s)
  S.Kanagawa
- Organizer
  5th International Conference on Dynamic systems and Applications
- Place of Presentation
  Atlanta,USA
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] ファジィグラフのシャプレイ値分析と応用II2007
- Author(s)
  金川秀也
- Organizer
  日本数学会2007度秋季総合分科会
- Place of Presentation
  東北大学
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Parameter estimated standardized U-statistics for some dependent sequences2007
- Author(s)
  S.Kanagawa
- Organizer
  中華民国数学会
- Place of Presentation
  台北学術院,台湾
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Numerical analysis for occupation time of some neighborhood of boundary of reflecting Brownian motion2007
- Author(s)
  S.Kanagawa
- Organizer
  5th International Conference on Dynamic systems and Applications
- Place of Presentation
  Atlanta,Georgia,USA.(招待講演)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Decision method of optimal fuzzy graph applying fuzzy decision2006
- Author(s)
  S.Kanagawa
- Organizer
  ICM 2006
- Place of Presentation
  Madrid
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Approximation theorems for random permanents defined by functionals2006
- Author(s)
  S. Kanagawa
- Organizer
  WORKSHOP ON PROBABILITY WITH APPLICATIONS
- Place of Presentation
  Taipei
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Nonlinear Schrodinger equations for envelope functions induced from nearly bichromatic waves with random spectrums2006
- Author(s)
  S. Kanagawa
- Organizer
  The Third International Conference on Neural, Parallel & Scientific Computations
- Place of Presentation
  ATLANTA, U.S.A., AUGUST
- Year and Date
  2006-09-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Fuzzy Information Analysis Applying AIC Method2006
- Author(s)
  S. Kanagawa
- Organizer
  SCIS & ISIS2006
- Place of Presentation
  Tokyo Institute of Technology
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] 0n nonlinear Schrodinger equation induced from nearly bichromatic waves2006
- Author(s)
  金川秀也
- Organizer
  日本数学会2006年度年会
- Place of Presentation
  中央大学
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Nonlinear Schrodinger equation for nearly bichromatic waves induced by wave equations2005
- Author(s)
  S.Kanagawa
- Organizer
  京都大学数理解析研究所研究集会「関数方程式の解のダイナミクスと数値シミュレーション」
- Place of Presentation
  京都大学数理解析研究所
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] On nonlinear Schrodinger equationas induced from nearly bichromatic waves2005
- Author(s)
  S. Kanagawa
- Organizer
  The First Conference on Differential & Difference Equations
- Place of Presentation
  Florida
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] On nonlinear Schrodinger equations induced from nearly bichromatic waves2005
- Author(s)
  S.Kanagawa
- Organizer
  The First Conference on Differential & Difference Equations, Florida Institute of Technology
- Place of Presentation
  Melbourne,Florida
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Parameter estimated standardized U-statistics for some dependent sequences2005
- Author(s)
  金川秀也
- Organizer
  科研費シンポジウム「統計数理の基礎理論について」
- Place of Presentation
  鹿児島大学
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Euler-Maruyama approximate solution of reflecting fractional Brownian motion using penalty method2004
- Author(s)
  S. Kanagawa
- Organizer
  AIMS' Fifth International Conference on Dynamical Systems and Differential Equations
- Place of Presentation
  California
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Some limit theorems of U-,V-statistics for strongly dependent random variables2004
- Author(s)
  金川秀也
- Organizer
  科研費シンポジウム「確率論における極限定理」
- Place of Presentation
  九州大学
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Simulation of reflecting Brownian motion path with soft boundaries using penalty method2004
- Author(s)
  S.Kanagawa
- Organizer
  Fourth World Congress of Nonlinear Analysis, 2004
- Place of Presentation
  Orlando,Florida(招待講演)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] Simulation of reflecting Brownian motion path with soft boundaries using penalty method2004
- Author(s)
  S.Kanagawa
- Organizer
  AIMS'Fifth International Conference on Dynamical Systems and Differential Equations California State Polytehnic University
- Place of Presentation
  Pomona,California(招待講演)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540124
[Presentation] The Nonlinear Schr\"{o}dinger Equation Propagating on an Elastic Plate
- Author(s)
  S. Kanagawa, B. T. Nohara
- Organizer
  The International Conference on the Theory, Methods and Applications of Nonlinear Equations
- Place of Presentation
  Texas A&M University,　Kingsville, Texas, USA
- Invited
- Data Source
  KAKENHI-PROJECT-24540128
[Presentation] How to find jump-times of a Black-Scholes model with jumps for Nikkei 225 stock index
- Author(s)
  S. Kanagawa
- Organizer
  ICM Satellite Conference 2014: The Fourth Asian Conference on Nonlinear Analysis and Optimization
- Place of Presentation
  Taipei, Taiwan
- Year and Date
  2014-08-05 – 2014-08-09
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] 確率微分方程式の離散化とその誤差評価について
- Author(s)
  金川秀也
- Organizer
  第62回理論応用力学講演会
- Place of Presentation
  東京工業大学
- Data Source
  KAKENHI-PROJECT-24540128
[Presentation] How to find jump-times of a Black-Scholes model with jumps for Nikkei 225 stock index
- Author(s)
  S. Kanagawa
- Organizer
  ICM Satellite Conference 2014: The Fourth Asian Conference on Nonlinear Analysis and Optimization
- Place of Presentation
  National Taiwan Normal University, Taipei, Taiwan
- Year and Date
  2014-08-05 – 2014-08-09
- Data Source
  KAKENHI-PROJECT-24540128
[Presentation] S-continuous financial time series composed from the delta-function
- Author(s)
  S. Kanagawa
- Organizer
  The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
- Place of Presentation
  Madrid, Spain
- Year and Date
  2014-07-07 – 2014-07-11
- Invited
- Data Source
  KAKENHI-PROJECT-25400211
[Presentation] S-continuous financial time series composed from the delta-function
- Author(s)
  S. Kanagawa
- Organizer
  The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Special Session 129: Qualitative and Quantitative Techniques for Differential Equations Arising in Economics
- Place of Presentation
  Universidad Autonoma de Madrid, Madrid, Spain
- Year and Date
  2014-07-07 – 2014-07-11
- Invited
- Data Source
  KAKENHI-PROJECT-24540128

1. SATO Masahisa (30143952)

# of Collaborated Projects: 7 results

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2. 鈴木俊夫 (20020472)

# of Collaborated Projects: 7 results

# of Collaborated Products: 0 results
3. SAISHO Yasumasa (70195973)

# of Collaborated Projects: 6 results

# of Collaborated Products: 5 results
4. MAEZONO Nobuhiko (30173701)

# of Collaborated Projects: 5 results

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5. 中井喜信 (40022652)

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6. 加藤定雄 (20020456)

# of Collaborated Projects: 4 results

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7. TAKEMURA Yoshiya (40092845)

# of Collaborated Projects: 3 results

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8. KOMIYA Kaname (60020327)

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9. TSUCHIYA Masaaki (50016101)

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10. YASUO Minato (20115322)

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11. HATAUE Itaru (50218476)

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12. OGAWA Shigeyoshi (80101137)

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13. 澤田衛 (10020372)

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14. 栗原光信 (50027372)

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15. 坂野和則 (50205754)

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16. KITAGAKI Ikuo (20016679)

# of Collaborated Projects: 1 results

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17. NAGAOKA Keizo (90127382)

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18. TAKAHASHI Hiroshi (30413826)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
19. ISHIDA Miki (70184538)

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20. NAKAYAMA Minoru (40221460)

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21. HIKITA Atsushi (50335642)

# of Collaborated Projects: 1 results

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22. FUANG Futao (60335693)

# of Collaborated Projects: 1 results

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23. NAKAMURA Atsushi (30130876)

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24. MAEDA Akihiro (10335698)

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25. ITO Atsushi (80193473)

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26. HANAKI Akihide (50262647)

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27. MIYAMOTO Izumi (60126654)

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28. MUTO Hide (20143646)

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29. YAMAZAKI Seishi (80020379)

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30. TAKASHIMA Keizo (00137184)

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31. HIGUCHI Yasunari (60112075)

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32. NAKAOKA Akira (90027920)

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33. TANEMURA Hideki (40217162)

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34. TAGURI Masaaki (10009607)

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35. NAKAGAMI Jyunichi (30092076)

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36. KONNO Norio (80205575)

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37. KAWAKAMI Hajime (20240781)

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38. KANJIN Yuichi (50091674)

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39. INOUE Koichi (50232533)

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40. FURUTA Koji (80257104)

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41. 細野泰彦 (40157029)

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KANAGAWA SYUUYA 金川 秀也

KANAGAWA Shuya 金川 秀也

金川 秀也 カナカ゛ワ シユーヤ

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A new type of volatility estimator defined by jump diffusion modelPrincipal InvestigatorOngoing

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Asymptotic Expansions for U- and V-statistics with Degenerate KernelsPrincipal Investigator

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Change-point analysis for time series using asymptotic theory for symmetric statisticsPrincipal Investigator

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Limit theorems for U- and V-statistics for dependent random variables and their applicationsPrincipal Investigator

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Limit theorems for U-statistics with degenerate kernels and applicationsPrincipal Investigator

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Donsker-Varadhan Type Large Deviation Principles for U-statisticsPrincipal Investigator

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KANAGAWA SYUUYA 金川秀也

KANAGAWA Shuya 金川秀也

金川秀也カナカ゛ワシユーヤ