ISHIKAWA Yasushi 石川保志

… Alternative Names

石川保志イシカワヤスシ

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Researcher Number	70202976
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Affiliation (based on the past Project Information) *help	2009 – 2014: 愛媛大学, 理工学研究科, 准教授 2011: 愛媛大学, 大学院・理工学研究科, 准教授 2007 – 2008: Ehime University, 大学院・理工学研究科, 准教授 2006: 愛媛大学, 大学院理工学研究科, 助教授 2006: 愛媛大学, 理工学研究科, 准教授 … More 2006: Ehime University, Graduate School of Science and Engineering, Associate Professor, 理工学研究科, 助教授 2002 – 2005: 愛媛大学, 理学部, 助教授 2000: Ehime University, Faculty of Science, Associate Professor, 理学部, 助教授 1996 – 1998: 筑波大学, 数学系, 助手 1992: 弘前大学, 理学部, 助手 1990: 弘前大学, 理学部, 助手 Less
Review Section/Research Field	Principal Investigator Basic analysis Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / 代数学・幾何学 / Basic analysis / 解析学
Keywords	Principal Investigator 確率解析 / 確率微分方程式 / 漸近展開 / レビー過程 / マリアバン解析 / ジャンプ過程 / 確率過程 Except Principal Investigator 確率制御 / 粘性解 / 変分不等式 … More / 最適化 / Hamilton-Jacobi-Bellman方程式 / 確率微分方程式 / 量子カオス / エネルギー準位統計 / nonlinear elliptic equations / Dynamic programming / viscosity solutions / variational inequalities / 非線形楕円型方程式 / 楕円型方程式 / Dynamic Programming / stochastic control / viscosity solution / Variational inequality / 非線形変分不等式 / 確立制御 / regular expression pattern matching / regular expression function / regular expression / finite automaton / model checking / coordination language / 可達性解析 / 軌跡 / 失敗集合 / クリプケ構造 / プロセス代数 / モデル検証 / 文字列照合問題 / 正規表現関数 / 正規表現 / 有限オートマトン / モデル検査 / 協調型言語 / Optimization / Investment / consumption / Hamilton-Jacobi-Bellman / Stochastic differential equation / Stochastic Control / 非線形偏微分方程式 / 確率過程 / 投資 / 消費 / disordered systems / random matrices / quantum chaos / point processes / level statistics / ランダム・スペクトル / アンダーソン局在 / 量子準位統計 / 不規則系 / ランダム行列 / 点過程 / 準位統計 / 幾何ブラウン運動 / penalty法 / 幾何学的確率論 / 格子点の問題 / ポアソン分布 / 固有値分布 / 被覆半径 / マクウイリアムス型恒等式 / 符号理論 / ヤコビ多項式 / リ-枚挙多項式 / 完全枚挙多項式 / ジ-ゲルテ-タ級数 / ヤコビテ-タ級数 / 3元線形符号 / 2元線形符号 Less

stochastic analysis for jump processes and their asymptotic expansionsPrincipal Investigator
- Principal Investigator
  
  ISHIKAWA Yasushi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University
Theory of viscosity solutions for nonlinear variational inequalities and its applications
- Principal Investigator
  
  MORIMOTO Hiroaki
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University
Stochastic calculus for Levy processesPrincipal Investigator
- Principal Investigator
  
  ISHIKAWA Yasushi
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University
Viscosity solutions of nonlinear variational inequalities and their applications
- Principal Investigator
  
  MORIMOTO Hiroaki
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University
Process algebra based analysis and verification for asynchronous communications appeared in parallel programs
- Principal Investigator
  
  OHTSUKA Hiroshi
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ehime University
Studies on non-linear variational inequalities by viscosity solutions
- Principal Investigator
  
  MORIMOTO Hiroaki
- Project Period (FY)
  2002 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University
Optimization in stochastic systems and applications to consumption problems
- Principal Investigator
  
  MORIMOTO Hiroaki
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ehime University
Probabilistic and statistical approach to spectra of quantum Hamiltonians.
- Principal Investigator
  
  MINAMI Nariyuki
- 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
  University of Tsukuba
ランダムな行列および作用素のスペクトルの統計的性質
- Principal Investigator
  
  MINAMI Nariyuki
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  University of Tsukuba
符号の不変量の代数的・解析的研究
- Principal Investigator
  
  小関道夫
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Hirosaki University
代数的符号理論と二次形式
- Principal Investigator
  
  小関道夫
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Hirosaki University

All 2015 2014 2013 2012 2009 2008 2007 2006 Other

All Journal Article Presentation Book

[Book] Stochastic calculus of variations of jump processes2013
- Author(s)
  Yasushi ishikawa
- Total Pages
  267
- Publisher
  Walter de Gruyter
- Data Source
  KAKENHI-PROJECT-24540175
[Book] 基礎数学II2008
- Author(s)
  柳重則・大塚寛・石川保志
- Total Pages
  85
- Publisher
  愛媛大学基礎数学編集委員会
- Data Source
  KAKENHI-PROJECT-18540183
[Book] 理工系数学入門2008
- Author(s)
  柳重則・大塚寛・石川保志, ほか
- Total Pages
  116
- Publisher
  愛媛大学基礎数学編集委員会
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Jump-diffusion過程をノイズ項として含む神経細胞膜電位モデルとその確率解析2015
- Author(s)
  石川　保志, 山野辺貴信
- Journal Title
  
  統計数理研究所　共同研究リポート
  
  Volume: 350 Pages: 21-28
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540175
[Journal Article] 確率積分によって定まる飛躍確率過程に関連する話題2014
- Author(s)
  石川保志・国田寛・土谷正明
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 328
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540175
[Journal Article] Nerve cell model and asymptotic expansion2013
- Author(s)
  Yasushi Ishikawa
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 300
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540175
[Journal Article] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion2012
- Author(s)
  M. Hayashi and Y. Ishikawa
- Journal Title
  
  Mathematiche Nachrichten
  
  Volume: 285 Issue: 5-6 Pages: 619-658
- DOI
  10.1002/mana.200910194
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540175
[Journal Article] Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts2009
- Author(s)
  Ishikawa, Yasushi
- Journal Title
  
  数理解析研究所講究録 1620
  
  Pages: 67-80
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts2009
- Author(s)
  Ishikawa Yasushi
- Journal Title
  
  数理解析研究所講究録 1620
  
  Pages: 67-80
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion2009
- Author(s)
  Ishikawa, Yasushi
- Journal Title
  
  統計数理研究所共同研究リポート 225
  
  Pages: 82-91
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion2009
- Author(s)
  Ishikawa Yasushi
- Journal Title
  
  統計数理研究所共同研究リポート 225
  
  Pages: 82-91
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] レビー過程に関連した確率変数の連続性と絶対連続性2008
- Author(s)
  Y. Ishikawa and T. Simon
- Journal Title
  
  統計数理研究所共同研究リポート 213(印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] レビー過程に関連した確率変数の連続性と絶対連続性2008
- Author(s)
  Ishikawa, Yasushi and Thomas, Simon
- Journal Title
  
  統計数理研究所共同研究リポート 213
  
  Pages: 104-132
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Optimal stopping problem associated with jump-diffusion processes2008
- Author(s)
  Yasushi ISHIKAWA
- Journal Title
  
  preprint
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Optimal Consumption Control Problem associated with Jump-Diffusion Processes2008
- Author(s)
  Yasushi Ishikawa Hiroaki Morimoto
- Journal Title
  
  preprint
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Optimal Control Problem Associated with Jump Processes2007
- Author(s)
  Ishikawa, Yasushi
- Journal Title
  
  数理解析研究所講究録 (To appear)
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Optimal control problem associated with jump-diffusion processes and optimal stopping2007
- Author(s)
  Ishikawa Yasushi
- Journal Title
  
  数理解析研究所講究録 1529
  
  Pages: 42-63
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Optimal control problem associated with jump-diffusion processes and optimal stopping2007
- Author(s)
  Ishikawa, Yasushi
- Journal Title
  
  数理解析研究所講究録 1529
  
  Pages: 42-63
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts2006
- Author(s)
  Ishikawa, Yasushi
- Journal Title
  
  Stochastic Processes and their Applications 116・12
  
  Pages: 1743-1769
- Data Source
  KAKENHI-PROJECT-18540183
[Journal Article] Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts2006
- Author(s)
  Ishikawa, Yasushi and Kunita, Hiroshi
- Journal Title
  
  Stochastic Processes and their Applications 116
  
  Pages: 1743-1769
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Analysis on the Wiener-Poisson space and its application to Ito type SDE2014
- Author(s)
  Yasushi Ishikawa
- Organizer
  3rd Austrian stochastic days
- Place of Presentation
  Leoben(Austria)
- Year and Date
  2014-09-25
- Invited
- Data Source
  KAKENHI-PROJECT-24540175
[Presentation] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (II)2009
- Author(s)
  石川保志
- Organizer
  Stochastic Analysis and Statistical Inference IV
- Place of Presentation
  東京大学
- Year and Date
  2009-02-18
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion(II)2009
- Author(s)
  石川保志
- Organizer
  Stochastic Analysis and Statistical Inference IV
- Place of Presentation
  東京大学
- Year and Date
  2009-02-18
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion(I)2008
- Author(s)
  石川保志
- Organizer
  Stochastic Analysis and Statistical Inference III
- Place of Presentation
  東京大学
- Year and Date
  2008-11-26
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Optimal Consumption Control Problem associated with Jump-Diffusion Processes2008
- Author(s)
  石川保志
- Organizer
  The 8^<th> workshop on “Stochastic Numerics"
- Place of Presentation
  京都大学
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Optimal Consumption Control Problem associated with Jump-Diffusion Processes2008
- Author(s)
  石川保志
- Organizer
  無限分解可能過程に関連する諸問題
- Place of Presentation
  統計数理研究所
- Year and Date
  2008-11-08
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Optimal Consumption Control Problem associated with Jump-Diffusion Processes2008
- Author(s)
  石川保志
- Organizer
  The 8th workshop on "Stochastic Numerics"
- Place of Presentation
  京都大学
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (I)2008
- Author(s)
  石川保志
- Organizer
  Stochastic Analysis and Statistical Inference III
- Place of Presentation
  東京大学
- Year and Date
  2008-11-26
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Composition with distributions of Poisson variables and its asymptotic expansion2007
- Author(s)
  Ishikawa Yasushi
- Organizer
  Levy Processes : Theory and Applications
- Place of Presentation
  Copenhagen University(poster)
- Year and Date
  2007-08-13
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] Composition with disthbutions of Poisson variables and its asymptotic expansion2007
- Author(s)
  Ishikawa Yasushi
- Organizer
  Levy Processes:Theory and Applications
- Place of Presentation
  Copenhagen University
- Year and Date
  2007-08-13
- Data Source
  KAKENHI-PROJECT-18540183
[Presentation] 確率積分によって定まる飛躍確率過程に関連する話題
- Author(s)
  石川保志・国田寛・土谷正明
- Organizer
  無限分解可能過程に関連する諸問題
- Place of Presentation
  統計数理研究所(立川市)
- Data Source
  KAKENHI-PROJECT-24540175
[Presentation] Analysis on the Wiener-Poisson space and its application to the asymptotic expansion
- Author(s)
  Y. Ishikawa
- Organizer
  7th International conference on Levy processes:Theory and applications
- Place of Presentation
  Wroclaw (Poland)
- Invited
- Data Source
  KAKENHI-PROJECT-24540175
[Presentation] Optimal consumption problem associated with jump-diffusion processes
- Author(s)
  石川保志
- Organizer
  6th International conference on stochastic analysis and its applications
- Place of Presentation
  Bedlewo (Polnd)
- Data Source
  KAKENHI-PROJECT-24540175
[Presentation] Nerve cell model and asymptotic expansion
- Author(s)
  Y. Ishikawa
- Organizer
  Asymptotic Statistics and Related Topics:Theories and Methodologies
- Place of Presentation
  東京大学(東京都文京区)
- Data Source
  KAKENHI-PROJECT-24540175
[Presentation] Nerve cell model and asymptotic expansion
- Author(s)
  石川保志
- Organizer
  無限分解可能過程に関連する諸問題(17)
- Place of Presentation
  統計数理研究所(東京)
- Data Source
  KAKENHI-PROJECT-24540175

1. MORIMOTO Hiroaki (80166438)

# of Collaborated Projects: 4 results

# of Collaborated Products: 1 results
2. KAWAGUCHI Kazuhito (30234040)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
3. MINAMI Nariyuki (10183964)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. KAJITANI Kunihiko (00026262)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. 小関道夫 (90087073)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. 田中環 (10207110)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. MORIMOTO Hiroaki (40085494)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. YAMANOBE Takanobu (00322800)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
9. HAYASHI Tadafumi (90532549)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
10. DAN Wakako (40251029)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. TAIRA Kazuaki (90016163)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. AKAHIRA Masafumi (70017424)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. YANAGI Shigenori (10253296)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. OHTSUKA Hiroshi (30203839)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. TSUCHIYA Takuya (00163832)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. 新藤皓治 (50003463)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. 吉岡良雄 (20113871)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. 榊真 (20225783)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. 永瀬範明 (30228019)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. 吉荒聡 (10230674)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. 三河寛 (10219602)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. 横井勝弥 (90240184)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. 若林誠一郎 (10015894)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. 神田護 (80023597)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. 小林孝行 (50272133)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

ISHIKAWA Yasushi 石川 保志

石川 保志 イシカワ ヤスシ

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stochastic analysis for jump processes and their asymptotic expansionsPrincipal Investigator

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Stochastic calculus for Levy processesPrincipal Investigator

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[Book] Stochastic calculus of variations of jump processes2013

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[Book] 基礎数学II2008

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[Book] 理工系数学入門2008

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[Journal Article] Jump-diffusion過程をノイズ項として含む神経細胞膜電位モデルとその確率解析2015

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ISHIKAWA Yasushi 石川保志

石川保志イシカワヤスシ