Suzuki Ryoichi 鈴木良一

… Alternative Names

鈴木良一スズキリョウイチ

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Researcher Number	60796374
Other IDs	https://orcid.org/0000-0001-9979-1882
Affiliation (Current)	2025: 東京理科大学, 経営学部ビジネスエコノミクス学科, 准教授 2025: 慶應義塾大学, 理工学部(矢上), 准訪問研究員
Affiliation (based on the past Project Information) *help	2023: 立命館大学, 理工学部, 助教
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related
Keywords	Principal Investigator データサイエンス / 確率過程論 / 確率論 / Malliavin-Mancino法 / 数理ファイナンス / Malliavin解析 / 主成分分析 / Levy過程 / 加法過程

Research Projects
(1 results)
Research Products
(7 results)

加法過程に関連した確率過程とファイナンスの数理Principal Investigator
- Principal Investigator
  
  鈴木良一
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Ritsumeikan University

All 2024 2023

All Journal Article Presentation

[Journal Article] Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Levy processes2024
- Author(s)
  Nakagawa Takuya、Suzuki Ryoichi
- Journal Title
  
  Modern Stochastics: Theory and Applications
  
  Volume: - Pages: 303-321
- DOI
  10.15559/24-vmsta245
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K12507
[Presentation] Clark-Ocone type formulas for additive processes2024
- Author(s)
  鈴木良一
- Organizer
  第20回 (2023年度) 日本応用数理学会研究部会連合発表会
- Invited
- Data Source
  KAKENHI-PROJECT-23K12507
[Presentation] Clark-Ocone-Haussmann type formulas for additive processes and applied to finance2023
- Author(s)
  鈴木良一
- Organizer
  2023年度確率論シンポジウム
- Data Source
  KAKENHI-PROJECT-23K12507
[Presentation] Local risk minimization for additive models via Malliavin-Skorohod calculus.2023
- Author(s)
  Ryoichi Suzuki
- Organizer
  Florence-Paris workshop on Statistics of Random Processes and Its Applications to Financial Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12507
[Presentation] Clark-Ocone-Haussmann type formulas for additive processes and applied to finance.2023
- Author(s)
  Ryoichi Suzuki
- Organizer
  Stochastic Modelling in Climate Risk: Financial Mathematics and Economics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12507
[Presentation] Malliavin calculus for additive processes and its applications to finance2023
- Author(s)
  Ryoichi Suzuki
- Organizer
  ARLES - HALE International Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12507
[Presentation] A modified Φ -Sobolev inequality for L^2 -Levy processes and related concentration inequalities.2023
- Author(s)
  Ryoichi Suzuki
- Organizer
  2023 AMS Spring Central Sectional Meeting: Special Session on Stochastic Analysis and its Applications
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12507

Suzuki Ryoichi 鈴木 良一

鈴木 良一 スズキ リョウイチ

Research Projects

Research Products

加法過程に関連した確率過程とファイナンスの数理Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Levy processes2024

Author(s)

Journal Title

DOI

Data Source

[Presentation] Clark-Ocone type formulas for additive processes2024

Author(s)

Organizer

Data Source

[Presentation] Clark-Ocone-Haussmann type formulas for additive processes and applied to finance2023

Author(s)

Organizer

Data Source

[Presentation] Local risk minimization for additive models via Malliavin-Skorohod calculus.2023

Author(s)

Organizer

Data Source

[Presentation] Clark-Ocone-Haussmann type formulas for additive processes and applied to finance.2023

Author(s)

Organizer

Data Source

[Presentation] Malliavin calculus for additive processes and its applications to finance2023

Author(s)

Organizer

Data Source

[Presentation] A modified Φ -Sobolev inequality for L^2 -Levy processes and related concentration inequalities.2023

Author(s)

Organizer

Data Source

Suzuki Ryoichi 鈴木良一

鈴木良一スズキリョウイチ