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Tamura Takashi  田村 隆志

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TAMURA Takashi  田村 隆志

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Researcher Number 50437357
Affiliation (Current) 2025: 大阪公立大学, 大学院理学研究科, 准教授
Affiliation (based on the past Project Information) *help 2012: 大阪府立大学, 学術研究院, 准教授
Review Section/Research Field
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics)
Keywords
Except Principal Investigator
弱近似 / リスク鋭感的制御 / ダウンサイドリスク / ハルナック不等式 / 局所最大値原理 / インサイダー取引モデル / 価値尺度 / ダウンサイドリスク最小化 / H-J-B方程式 / ポートフォリオ最適化、大偏差確率制御 … More / リスク鋭感的価値尺度 / 期待効用最大化 / ハミルトン・ヤコビ方程式 / インサイダー取引市場モデル / エルゴード型H-J-B方程式 / ロバスト性 / 粘性解 / リスク鋭感的確率制御 / エルゴード型確率制御 / 双対性定理 / デリバティブの価値評価 / ポートフォリオ最適化 / H-J-B 方程式 / 大偏差確率制御 Less
  • Research Projects

    (1 results)
  • Co-Researchers

    (10 People)
  •  Development of the methods of stochastic control and filtering in mathematical finance

    • Principal Investigator
      NAGAI Hideo
    • Project Period (FY)
      2008 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kansai University
      Osaka University
  • 1.  NAGAI Hideo (70110848)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  KOHATSU-HIGA Arturo (80420412)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  SEKINE Jun (50314399)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  MIYAHARA Yoshio (20106256)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  KOIKE Shigeaki (90205295)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  ISHII Hitoshi (70102887)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  HATA Hiroaki (00609290)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  AIDA Shigeki (90222455)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  NAGAHATA Yukio (50397725)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  KAISE Hidehiro (60377778)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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