OGAWA Shigeyoshi 小川重義

… Alternative Names

小川重義

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Researcher Number	80101137
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2017: 立命館大学, 薬学部, 非常勤講師 2015 – 2016: 立命館大学, 理工学部, 非常勤講師 2015: 立命館大学, 理工学部, その他 2012 – 2014: 立命館大学, 理工学部, 教授 2011: 立命館大学, 総合理工学研究機構, 教授 … More 2010: 立命館大学, 総合理工研究機構, 教授 2003 – 2010: 立命館大学, 理工学部, 教授 2006 – 2007: 立命館大学, 総合理工学部, 教授 2005: Ritsumeikan University, Department of Mathematical Science, Professor, 理学部, 教授 2001 – 2002: Kanazawa University, Gradnate School of Sciences and Technd professor, 自然科学研究科, 教授 1997 – 2001: 金沢大学, 工学部, 教授 1990 – 1996: 京都工芸繊維大学, 繊維学部, 教授 1988: 京都工芸繊維大学, 繊維学部, 助教授 Less
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / Public finance/Monetary economics / Algebra
Keywords	Principal Investigator 確率数値解析 / 非因果的確率解析 / 確率微分方程式 / 非線形拡散 / ブラウン粒子方程式 / 数理ファイナンス / 確率解析 / 非因果的システム / 乱数 / nonlinear diffusion … More / 確率偏微分方程式 / 非因果的確率システム / 確率フーリエ変換 / 非因果的確率微積分方程式 / 確率論 / SDE / 乱流 / シミュレーション / 擬似乱数 / ランダム粒子法 / Mathematical Finance / Random Numbers / Numerical Integration / Stochastic Solution of Functional Equations / Noncausal Stochastic Calculus / Stochastic Numerics / Numerical Solution of the SDE / 非因果的確率解法 / 確立微分方程式の数値解法 / 確率微分方程式の数値解法 / 数値積分 / 関数方程式の確率的解法 / 確率微分方程式の数値解 / quasi Monte Car Po Methods / random numbers / Turbulent / noncausal stochalic cilculas / nonlinear SPDE / nonlinear SDE / stochachic numerics / 準モンテロルロ法 / 非線形SPDE / 凖モンテカルロ法 / 非線型SPDE / 非線型SDE / 非線型拡散 / pseudo random numbers / simulation / random particle method / stochastic numerical analysis / SPDE / 有限差分法 / Burgers like processes / 多粒子系の力学 / SDEモデル / Ogawa Integral / 確率フーリエ係数 / 非線形熱方程式 / フレドホルム型確率積分方程式 / 非因果的積分 / 確率モデル / 確率積分 / 確率フーリエ解析 / 非因果的確率微分方程式 / system identification / numerical analysis / real-time scheme / estimators / volatility / finance / 係数推定問題 / 非因果的問題 / 実時間推定法 / ヴォラティリティー推定 / ファイナンスへの応用 / 確率システムの同定問題 / 非因果的システムの解析 / フィードバックモデル / インサイダー取引モデル / スマイル効果 / 非線形フィードバックモデル / 数理ファイナンスへの応用 / 数理物理学 / 確率的数値解析 / Density Estimation / モンテ・カルロ法 … More Except Principal Investigator 擬似乱数 / 確率数値解析 / Malliavin解析 / モンテカルロ法 / 統計的検定 / random walk / Malliavin calculus / 数値積分 / Partial Differential Equations / 複素解析学 / 偏微分方程式 / 確率微分方程式 / 準結晶 / Pisot数 / フラクタル / サブスティテューション / 中心極限定理 / 数論 / 数値解析 / 再帰性 / 確率過程 / リーマン面 / 漸近挙動 / 固有値問題 / Markov partition / Pisot number / quasi-periodic tiling / quasi crystal / fractal / substitution / β-展開 / 連分数 / フピゾ数 / タイリング / Markov Partition / 準結晶タイリング / Atatistical tests / Stochastic moswling / Stochastic numerical analysis / Monta Carlo Methods / Hybrid pseudorandom number generation / 確率モデル / Monte Carlo法 / Hybrid法 / reflecting Brownina motion / Euler-Maruyama scheme / stochastic differential equation / V-statistics / U-statistics / large deviation / asymptotic expansion / ノンパラメトリック推定 / ノンパラメトリック統計量 / 漸近展開 / エッジワース展開 / 反射壁ブラウン運動 / 重複大数の法則 / 大偏差理論 / V-統計量 / U-統計量 / 対称統計量 / finite integral adeles / Random Weyl sampling / Monte-Carlo integration / Numerical integration / Pseudorandom number generator / Stochastic numerics / Infinite dimensional stochastic analysis / 確率振動積分 / pairwise independent / ランダムサンプリング / アデール環 / 無限次元確率解析 / 有限整アデール環 / ランダム・ワイル・サンプリング / モンテカルロ積分 / 疑似乱数 / マリアヴァン解析 / 無限次元確立解析 / statistical tests / finite algebra / stochastic numerical analysis / pseudorandom numbers / 有限代数 / numerical method for solving / noncausal stochastic equation / Hankel transform / Hardy-type inequality / superpositon of diffusion process / fundamental solution / diffusion equation / diffusion process / ハーディー空間 / ハーディーの不等式 / オイラー・丸山近似 / 確率微分方程式の数値解析 / 非因果的確立方程式 / 放散方程式 / 数値解法 / 非因果的確率方程式 / ハンケル変換 / ハーディ型不等式 / 拡散過程の重ね合せ / 基本解 / 拡散方程式 / 拡散過程 / Oscillatory integral / multiple Wiener Integral / Wiener space / Monte-Carlo method / numerical integration / Weyl transformation / 暗号理論 / 確率微分方程式の数値解法 / 多重ウイナ-積分 / 停留位相法 / ウイナ-空間 / Malliarin解析 / 移動積分 / 振動積分 / 多重Wiener積分 / Wiener空間 / Weyl変換 / Numerical Analysis / Stochastic Process / Topology / Differential Geometry / Number Theory / Algebra / Complex Analysis / 偏微分方程式論 / 数値解析学 / 確率解析学 / ハール関数系 / Haar関数系 / 確率フーリエ変換 / Skorokhod積分 / Ogawa積分 / 非因果的関数 / 確率フーリエ係数 / コーポレート・ガバナンス / 企業価値 / ファイナンス / 取引費用 / 制御論 / シミュレーション / market timer現象 / インサイダー取引モデル / 数理ファイナンス / 確率論 / low discrepancy / 自己相似集合 / 非Pisot数 / サブスティテユーション / non-Pisot 数 / マルコフ分割 / Diophantine近似 / non-Pisot数 / Pisot / 準周期タイリング / 間隙三角級数 / 概不変原理 / Riesz-Raikov和 / 大間隙条件 / 一様分布論 / Hardy-Littewood-Polya列 / Riesz-Raikov 和 / 重複対数の法則 / 間隙級数 / discrepancy / 写像類群 / 同相写像 / 多様体 / ランダム粒子法 / マルコフ過程 / 容量 / 擬等角写像 / 位相幾何学 / 情報理論 / スペクトル / ディリクレ形式 / 岩沢の主予想 / ヒルベルト記号 / 円分体のイデアル類群 / ヘッケ指標 / ヤコビの和 / ガウスの和 / ポテンシャル / 正の固有値 / Neumann-Wigner / Schrodinger作用素 / 境界挙動 / 挙動空間 / アーベルの定理 / リーマンロッホの定理 / 極値〓線写像 / 有理型微分 / 有理型函数 / L^9ーsolution / 半線型方程式 / 放物型方程式 / 楕円型方程式 / ポテンシアル / 固有関数 / Schro^^¨dinger作用素 Less

Study on basic properties of the noncausal stochastic differential equationsPrincipal Investigator
- Principal Investigator
  
  OGAWA SHIGEYOSHI
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ritsumeikan University
Studies on stochastic Fourier coefficients
- Principal Investigator
  
  Uemura Hideaki
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Aichi University of Education
Basic study on noncausal stochastic differential equationsPrincipal Investigator
- Principal Investigator
  
  OGAWA Shigeyoshi
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ritsumeikan University
Developing new methods for valuation of Japanese firms
- Principal Investigator
  
  HOR Keiichi (HORI Keiichi)
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Ritsumeikan University
Studies on Noncausal Problems in Mathematical SciencesPrincipal Investigator
- Principal Investigator
  
  OGAWA Shigeyoshi
- 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
  Ritsumeikan University
Mathematics of quasi-periodic tilings and their applications
- Principal Investigator
  
  ITO Shunji
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kanazawa University
Mathematical Finance : Insider Models and Applications of MalliavinCalculus
- Principal Investigator
  
  KOHATSU-HIGA Arturo
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
Development of stochastic numerics and probability theory via lacunary series
- Principal Investigator
  
  FUKUYAMA Katusi
- Project Period (FY)
  2005 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kobe University
Integrated Research on The Up-to-Date Problems in Stochastic NumericsPrincipal Investigator
- Principal Investigator
  
  OGAW Shigeyoshi
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ritsumeikan Univ.
Analysis of substitution and its application
- Principal Investigator
  
  ITO Shunji
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kanazawa University
非因果的システムの確率数値解析的研究Principal Investigator
- Principal Investigator
  
  小川重義
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ritsumeikan University
  Kanazawa University
Limit theorems for U-statistics with degenerate kernels and applications
- 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
Hybrid pseudorandom number generations and their applications to simulations of stochastic models
- Principal Investigator
  
  TAKASHIMA Keizo
- 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
  Okayama University of science
Infinite dimensional and numerical stochastic analysis
- Principal Investigator
  
  SUGITA Hiroshi
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KYUSHU UNIVERSITY
Stochastic numerical analysis of nmlinear diffusion phenamPrincipal Investigator
- Principal Investigator
  
  OGAWA Shigeyoshi
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kanazawa University
Perturbation of domain of diffusion processes with boundary conditions and its application to the boundary value problem
- Principal Investigator
  
  TSUCHIYA Masaaki
- 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
Pseudorandom numbers and their Application to Stochastic Numerical Analysis
- Principal Investigator
  
  TAKASHIMA Keizo
- 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
  Okayama University of Science
Study of infinite dimensional stochastic analysis and stochastic numerical analysis
- Principal Investigator
  
  SUGITA Hiroshi
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KYUSHU UNIVERSITY
Stochastic Numerical Analysis of Nonlinear DiffusionsPrincipal Investigator
- 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
変動するリーマン面の研究
- Principal Investigator
  
  米谷文男
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyoto Institute of Technology
非線形現象の確率的シミュレーションの研究Principal Investigator
- Principal Investigator
  
  小川重義
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyoto Institute of Technology
Gaussの和およびJacobiの和の研究
- Principal Investigator
  
  三木博雄
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Algebra
- Research Institution
  Kyoto Institute of Technology
確率過程の大域的性質の研究
- Principal Investigator
  
  大倉弘之
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyoto Institute of Technology
微分方程式と数値解析の研究
- Principal Investigator
  
  内山淳
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyoto Institute of Technology
Study of Partial Differential Equations by the Method of Complex Analysis
- Principal Investigator
  
  HAMADA Yusaku
- Project Period (FY)
  1993 – 1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyoto Institute of Technology
変動するリーマン面の研究
- Principal Investigator
  
  米谷文男
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Institution
  Kyoto Institute of Technology
確率解析と数値解析の研究Principal Investigator
- Principal Investigator
  
  小川重義
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyoto Institute of Technology
微分方程式の応用解析的研究
- Principal Investigator
  
  中岡明
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyoto Institute of Technology
微分方程式と数値解析の研究
- Principal Investigator
  
  UCHIYAMA Jun
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyoto Institute of Technology
Study of Partial Differential Equations by the Method of Complex Analysis
- Principal Investigator
  
  HAMADA Yusaku
- Project Period (FY)
  1986 – 1987
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Kyoto Institute of Technology

[Book] Noncausal Stochastic Calculus（単行本）2017
- Author(s)
  OGAWA, Shigeyoshi （単著）
- Total Pages
  2012
- Publisher
  Springer
- ISBN
  9784431565741
- Data Source
  KAKENHI-PROJECT-26400152
[Book] 確率論エンサイクロペディア2012
- Author(s)
  小川重義, 他10名余
- Publisher
  シュプリンガー東京(印刷中)(出版確定)
- Data Source
  KAKENHI-PROJECT-22540157
[Book] Resume of The Invited Lecture at Spring School on Stochastic Calculus2010
- Author(s)
  S.Ogawa
- Total Pages
  70
- Publisher
  Math Institute of Academia Sinica in Taipei (on WEB site)
- Data Source
  KAKENHI-PROJECT-22540157
[Book] 数理科学講究録「第8回研究会確率数値解析に於ける諸問題」2009
- Author(s)
  S. Ogawa edt
- Total Pages
  210
- Publisher
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-19540153
[Book] 「確率数値解析に於ける諸問題-8」(数理科学講究録)2009
- Author(s)
  小川重義
- Total Pages
  170
- Publisher
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-19540153
[Book] 数理科学講究録「確率数値解析に於ける諸問題-8」2008
- Author(s)
  小川重義(編著)
- Publisher
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-19540153
[Book] 数理解析研究所講究録「確率数値解析に於ける諸問題-8」2008
- Author(s)
  小川重義(編著)
- Total Pages
  212
- Publisher
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-18340029
[Book] 数学セミナー確率・統計2007
- Author(s)
  小川重義、森真
- Total Pages
  243
- Publisher
  秀和出版
- Data Source
  KAKENHI-PROJECT-18340029
[Book] 確率統計2007
- Author(s)
  小川重義・森真
- Total Pages
  230
- Publisher
  秀和システム
- Data Source
  KAKENHI-PROJECT-19540153
[Book] Probability Theory and Related Fields ChapterIV§15:STOCHASTIC INTEGRAL EQUATIONS OF FRDHOLM TYPE2007
- Author(s)
  Shigeyoshi Ogawa
- Total Pages
  392
- Publisher
  World Scientific Pub Co Inc
- Data Source
  KAKENHI-PROJECT-19330072
[Book] Stochastic Processes and Applications to Mathematical Finance : Proceedings of the 6th International Symposium2007
- Author(s)
  S. Ogawa, J. Akahori and S. Watanabe
- Total Pages
  297
- Publisher
  Ritsumeikan University, World Scientific Publishing Co.,
- Data Source
  KAKENHI-PROJECT-18340029
[Book] 数学セミナー確率・統計2007
- Author(s)
  小川重義, 森真
- Total Pages
  243
- Publisher
  秀和出版
- Data Source
  KAKENHI-PROJECT-19540153
[Book] Stochastic Processes and Applications to Mathematical Finance : Proceed ings of the 5th Ritsumeikan International Symposium2006
- Author(s)
  小川重義
- Publisher
  World Scientific Publishing Co.
- Data Source
  KAKENHI-PROJECT-18340023
[Book] 数理解析研究所講究録1462,「確率数値解析に於ける諸問題-7」2006
- Author(s)
  小川重義(編著)
- Total Pages
  255
- Publisher
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-18340029
[Book] Stochastic Processes and Applications to Mathematical Finance2006
- Author(s)
  S.Ogawa, J.Akahori, S.Watanabe
- Total Pages
  400
- Publisher
  Woeld Scientific, London.Singapore etc.
- Data Source
  KAKENHI-PROJECT-15340028
[Book] Stochastic Processes and Applications to Mathematical Finance2006
- Author(s)
  S.Ogawa, J.Akahori, S.Watanabe
- Total Pages
  400
- Publisher
  World Scientific, London, Singapore etc.
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Book] 確率解析2005
- Author(s)
  小川重義
- Total Pages
  182
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-14654020
[Book] 確率解析と伊藤過程2005
- Author(s)
  小川重義
- Total Pages
  182
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-15340028
[Book] 微積分入門2004
- Author(s)
  小川重義, 森真
- Total Pages
  262
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-15340028
[Book] Stochastic Processes and Applications to Mathematical Finance2004
- Author(s)
  S.Ogawa, J.Akahori, S.Watanabe
- Total Pages
  400
- Publisher
  World Scientific, London, Singapore etc.
- Data Source
  KAKENHI-PROJECT-14654020
[Book] 微積分入門2004
- Author(s)
  小川重義, 森真
- Total Pages
  262
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-14654020
[Book] 確率論入門2002
- Author(s)
  小川重義, 森真
- Total Pages
  167
- Publisher
  講談社
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Regularity of Gaussian processes on Dirichlet spaces2018
- Author(s)
  OGAWA,S., Kerkyacharian,G, Petrushev,P. and Picard,D.
- Journal Title
  
  Constructive Approximation
  
  Volume: 47 Issue: 2 Pages: 277-320
- DOI
  10.1007/s00365-018-9416-8
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400152
[Journal Article] Direct inverison formulas for the natural SFT2018
- Author(s)
  OGAWA,Shigeyoshi
- Journal Title
  
  Sankhya A
  
  Volume: 3 Issue: 2 Pages: 267-279
- DOI
  10.1007/s13171-018-0128-8
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400152
[Journal Article] Some aspects of strong inversion formulas of an SFT2018
- Author(s)
  OGAWA,S. & UEMURA,H.
- Journal Title
  
  JJAIM Japan Journal of Industrial and Applied Mathematics
  
  Volume: 35 - 1 Issue: 1 Pages: 373-390
- DOI
  10.1007/s13160-017-0295-3
- NAID
  210000176127
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400152
[Journal Article] BPE and a Noncausl Girsanov's Theorem2016
- Author(s)
  Ogawa,S.
- Journal Title
  
  Sankhya A
  
  Volume: ２ Issue: 2 Pages: 304-323
- DOI
  10.1007/s13171-016-0087-x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26400152
[Journal Article] On the identification of noncausal functions from the SFCs2015
- Author(s)
  S. Ogawa and H. Uemura
- Journal Title
  
  RIMS Kokyuroku
  
  Volume: 1952
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25400135
[Journal Article] A direct inversion formula for SFT2015
- Author(s)
  Shigeyoshi Ogawa
- Journal Title
  
  Sankhya A
  
  Volume: 77-1 Issue: 1 Pages: 30-45
- DOI
  10.1007/s13171-014-0056-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25400135, KAKENHI-PROJECT-26400152
[Journal Article] Identification of pseudo ito processes from its SFCs2014
- Author(s)
  S.Ogawa & H.Uemura
- Journal Title
  
  Bulletin des Sciences Mathematiques
  
  Volume: 138-1 Issue: 1 Pages: 147-163
- DOI
  10.1016/j.bulsci.2013.12.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540157, KAKENHI-PROJECT-25400135, KAKENHI-PROJECT-26400152
[Journal Article] On a stochastic Fourier coefficient2013
- Author(s)
  S.Ogawa & H.Uemura
- Journal Title
  
  J. of Theoretical Probability
  
  Volume: 18 Issue: 2 Pages: 1-13
- DOI
  10.1007/s10959-012-0464-x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540157
[Journal Article] On a stochastic Fourier transformation2013
- Author(s)
  S.Ogawa
- Journal Title
  
  Stochastics
  
  Volume: 85-2 Issue: 2 Pages: 286-294
- DOI
  10.1080/17442508.2011.651621
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540157
[Journal Article] On a stochastic Fourier transformation2012
- Author(s)
  S.Ogawa
- Journal Title
  
  Stochastics, Taylor & Francis Groupe
  
  Volume: 1-9 Pages: 1-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540157
[Journal Article] An improved two-step regularization scheme for spot volatility estimation2011
- Author(s)
  S.Ogawa, S.Sanfelici
- Journal Title
  
  Economic Notes ; Banka Monte dei Paschi di Siena
  
  Volume: 40 Pages: 105-132
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540157
[Journal Article] On a real-time estimation of parameters of jump-diffusion processes2010
- Author(s)
  S.Ogawa, H-L.Ngo
- Journal Title
  
  Math and Computation, Elesevier, Neetherland (掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Real-time estimation scheme for the spot cross volatility of jump diffusion processes2010
- Author(s)
  S.Ogawa, Hoan-Long Ngo
- Journal Title
  
  Math.And Computers in Simmulation 80
  
  Pages: 1962-1976
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330072
[Journal Article] Real-time estimation scheme for the spot cross volatility of jump diffusion processes2010
- Author(s)
  S.Ogawa, H-L.Ngo
- Journal Title
  
  Mathematics and Computers in Simulation
  
  Volume: Vol.80, No.9 Pages: 1962-1976
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540157
[Journal Article] Real-time estimation scheme for the spot cross volatility of jump diffusion Processes2010
- Author(s)
  S.Ogawa, Hoan-Long Ngo
- Journal Title
  
  Math.Comput.Simulation
  
  Volume: 80/9 Pages: 1962-1976
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330072
[Journal Article] On a real-time estimation of parameters of jump-diffusion processes2010
- Author(s)
  S. Ogawa, H-L. Ngo
- Journal Title
  
  Math. And Computers in Simmulation, Elsevier, Neetherland
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Real time scheme for the volatility estimation in the presence of microstructure noise2009
- Author(s)
  S. Ogawa
- Journal Title
  
  Monte Carlo Methods and Applications 1 4
  
  Pages: 331-342
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] A central limit theorem for the functional estimation of the spot volatility2009
- Author(s)
  S.Ogawa, H-L Ngo
- Journal Title
  
  Monte Carlo Methods and Applications 15/4
  
  Pages: 353-380
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330072
[Journal Article] A central limit theorem for the functional estimation of the spot volatility2009
- Author(s)
  S. Ogawa, H-L Ngo
- Journal Title
  
  Wonte Carlo Methods and Applications 15/4
  
  Pages: 353-380
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330072
[Journal Article] A central limit theorem for the functional estimation of the spot volatility2009
- Author(s)
  S. Ogawa, H-L Ngo
- Journal Title
  
  Monte Carlo Methods and Applications vol15,No.4
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] A central limit theorem for the functional estimation of the spot volatility2009
- Author(s)
  S.Ogawa, H-L.Ngo
- Journal Title
  
  Monte Carlo Methods and Appl., de Gruyter, Berlin 15
  
  Pages: 353-380
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Real-time scheme for the volatility estimation in the presence of microstructure noise2008
- Author(s)
  Shigeyoshi Ogawa
- Journal Title
  
  Monte Carlo Methods Appl. 14-2
  
  Pages: 331-342
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Real time scheme for the volatility estimation in the presence of microstructure noise2008
- Author(s)
  S. Ogawa
- Journal Title
  
  Monte Carlo Methods and Applications vol14, No.4(de Gruyter. Berlin.)
  
  Pages: 331-342
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] Real time scheme for the volatility estimation in the presence of microstructure noise2008
- Author(s)
  S. Ogawa
- Journal Title
  
  Monte Carlo Methods and Applications vol.14,No.4
  
  Pages: 331-342
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Real-time scheme for the volatility estimation in the presence of microstrueture noise2008
- Author(s)
  S. Ogawa
- Journal Title
  
  Monte Carlo Methods and Applications 14-4
  
  Pages: 331-342
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330072
[Journal Article] M. Pontier Pricing rules under asymmetric information2007
- Author(s)
  S. Ogawa
- Journal Title
  
  ESAIM Probab. Stat. 11
  
  Pages: 80-88
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17340029
[Journal Article] Pricing rule in asymetric informations2007
- Author(s)
  S.Ogawa, M.Pontier
- Journal Title
  
  ESAIM : Probability and Statistucs 11
  
  Pages: 80-88
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a real-time estimator of the volatility2007
- Author(s)
  S. Ogawa,.
- Journal Title
  
  Monte Carlo Method and Appl. 1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] "Noncausal Stochastic Calculus Revisitted", In“Advances in Deterministic and Stochastic Analysis"(Monograph)2007
- Author(s)
  S. Ogawa
- Journal Title
  
  World Scientific
  
  Pages: 297-320
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] On a real-time scheme for the estimation of volatility.2007
- Author(s)
  S. Ogawa, K. Wakayama
- Journal Title
  
  Monte Carlo Methods Appl. no. 2
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17340029
[Journal Article] "Noncaual Intgeral Equations of Fredholm Type"2007
- Author(s)
  S. Ogawa
- Journal Title
  
  Harmonic, Wavelet and p-Adic Analysis
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] On a real-time scheme for the estimation of volatility2007
- Author(s)
  S. Ogawa, K. Wakayama
- Journal Title
  
  Monte Carlo Method and Appl. Vol.13No.1
  
  Pages: 99-116
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Noncaual Integral Equations of redholmType2007
- Author(s)
  S. Ogawa
- Journal Title
  
  Harmonic,Wavelet and p-Adic Analysis, (Monograph) World Scientif
  
  Pages: 331-342
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] Real Time Scheme for the Estimation of Volatilities2007
- Author(s)
  S.Ogawa, K.Wakayam
- Journal Title
  
  Proceedings of Faculty of Sciences and Technology, Ritsumeikan University
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a real-time scheme for the estimation of volatility2007
- Author(s)
  S.Ogawa and K.Wakayama
- Journal Title
  
  Monte Carlo Method and Appl, de Gruyter, Berlin Vol.13 No.1
  
  Pages: 99-116
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] Pricing Rule in Asymmetric Informations2007
- Author(s)
  S.Ogawa, M.Pontier
- Journal Title
  
  Les Actes du Colloque pour Celebration de son 60-eme anniversaire de Prof N.El-Karoui".
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Real time estimator for the volatilities2007
- Author(s)
  S.Ogawa & K.Wakavama
- Journal Title
  
  Monte Carlo Methods and Applications 10
  
  Pages: 99-116
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] A convolution approach to multivariate Bessel processes2007
- Author(s)
  T. V. Nguyen, S. Ogawa, M. Yamazato
- Journal Title
  
  Stochastic processes and applications to mathematical finance, World Sci. Publ., Hackensack, NJ
  
  Pages: 233-244
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] "Noncaual Integral Equations of Fredholm Type", In“Harmonic, Wavelet and p-Adic Analysis"(Monograph)2007
- Author(s)
  S. Ogawa
- Journal Title
  
  World Scientific
  
  Pages: 331-342
- Data Source
  KAKENHI-PROJECT-19540153
[Journal Article] Noncausal Calculus Revisitted - around the so-called Ogawa integral2007
- Author(s)
  S.Ogawa
- Journal Title
  
  the Proc. of Math Conference in Quy-Nhon (to appear in)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal Calculus Revisitted--around the so-called Ogawa Integral2007
- Author(s)
  S.Ogawa
- Journal Title
  
  (the Proc. of Math Conference in Quy-Nhon (to appear in)
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a real-time scheme for the estimation of volatility2007
- Author(s)
  Shigeyoshi Ogawa, Koji Wakayama
- Journal Title
  
  Monte Carlo Methods and Applications 13
  
  Pages: 99-116
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340023
[Journal Article] Noncausal Stochastic Calculus Revisitted2007
- Author(s)
  S. Ogawa
- Journal Title
  
  Advances in Deterministic and Stochastic Analysis, (Monograph) World Scientific
  
  Pages: 297-320
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] Stochastic Processes and Applications to Mathematical Finance2007
- Author(s)
  S.Ogawa, J.Akahori, S.Watanabe
- Journal Title
  
  Proceedings of the 6th Ritsumeikan International Symposium (World Scientific Publishing Co.) (Monograph)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] "Noncausal Stochastic Calculus revisitted2007
- Author(s)
  S. Ogawa
- Journal Title
  
  The Proceedings of the Conference on Pure and Applied Math. (出版予定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] Pricing rule in asymetric informations2007
- Author(s)
  S.Ogawa, M.Pontier
- Journal Title
  
  ESAIM : Probability and Statistics 11
  
  Pages: 80-88
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Stochastic Processes and Applications to Mathematical Finance2006
- Author(s)
  S.Ogawa, J.Akahori, S.Watanabe
- Journal Title
  
  Proceedings of the 5th Ritsumeikan International Symposium (World Scientific Publishing Co.) (Monograph)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Pricing rule in asymmetric information2006
- Author(s)
  S. Ogawa and M. Pontier
- Journal Title
  
  ESMAI Probab.Stat Vol.11
  
  Pages: 80-88
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] Noncausal stochastic integral equations of Fredholm type2006
- Author(s)
  S.Ogawa
- Journal Title
  
  "Harmonic, Wavelet and p-Adic Analysis" World Scientific
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal stochastic integral equations of Fredholm type2006
- Author(s)
  S.Ogawa
- Journal Title
  
  in "Harmonic,Wavelet and p-Adic Analysis" World Scienthific
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] A convolution approach to the multivariate Bessel processes2006
- Author(s)
  S. Ogawa, V. T. Nguyen and M. Yamazato
- Journal Title
  
  Proceedings of the 6^<th> Ritsumeikan Conference on Stochastic Processes & Applications to Mathematical Finance
  
  Pages: 233-245
- Data Source
  KAKENHI-PROJECT-18340029
[Journal Article] On a real-time scheme for the estimation of volatility2006
- Author(s)
  S. Ogawa, K. Wakayama
- Journal Title
  
  Mem. Inst. Sci. Engrg. Ritsumeikan Univ. 65
  
  Pages: 29-39
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17340029
[Journal Article] Pricing rule in asymetric informations2006
- Author(s)
  S.Ogawa, M.Pontier
- Journal Title
  
  SMAIE saim PS (to appear in)
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal stochastic integral equations of Fredholm type2006
- Author(s)
  S.Ogawa
- Journal Title
  
  the Proc.of Math Conference in Quy-Nhon (to appear in)
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] The 7th Workshop on Stochastic Numerics2006
- Author(s)
  S.Ogawa (edt)
- Journal Title
  
  Proceedings of RIMS Workshop (Monograph) (RIMS Publications)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal Calculus Revisitted--around the so-called Ogawa integral2006
- Author(s)
  S.Ogawa
- Journal Title
  
  the Proc.of Math Conference in Quy-Nhon (to appear in)
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal Integral Equations of Fredholm Type2006
- Author(s)
  S.Ogawa
- Journal Title
  
  the "Harmonic, Wavelet and p-Adic Analysis" World Scientific (to appear in)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] The numerical solution of the SDE-Prat 2,2005
- Author(s)
  S.Ogawa, S.Kanagawa
- Journal Title
  
  SUGAKU EXPOSITIONS, American Mathematical Society vol.18, No.1
  
  Pages: 25-39
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Introduction to the discrete approximation of stochastic differential equations2005
- Author(s)
  S. Ogawa
- Journal Title
  
  Sugaku Expositions 18 no. 1
  
  Pages: 101-122
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17340029
[Journal Article] Generating Method of Boundaries of Digit Tiles2005
- Author(s)
  M.FURUKADO, S.ITO, M.OGAWA
- Journal Title
  
  Commentarii Mathematici Universitatis Sancti Pauli 54・2
  
  Pages: 139-161
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15540114
[Journal Article] Generating Method of Boundaries of Digit Tiles2005
- Author(s)
  M.FURUKADO, S.ITO, M.OGAWA
- Journal Title
  
  Commentarii Mathematici Universitatis Sancti Paulis 54・2
  
  Pages: 139-161
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15540114
[Journal Article] Introduction to the discrete approximation of SDEs2005
- Author(s)
  S.Ogawa
- Journal Title
  
  SUGAKU Expositions, Amer.Math.Soc. 18-1
  
  Pages: 101-122
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Introduction to the numerical solution of the SDE2005
- Author(s)
  S.Ogawa
- Journal Title
  
  SUGAKU EXPOSITIONS, American Mathematical Society vol.18, No.1
  
  Pages: 101-122
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal Stochastic Calculus revisited---around the so-called Ogawa integral2005
- Author(s)
  S.Ogawa
- Journal Title
  
  The Proc.of the Conference on Pure and Applied Math., held at Quy Nhon Univ. of Vietnam (to appear in)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Non linear feedback effects by hedging strategies2004
- Author(s)
  S.Ogawa, M.E.Mancino
- Journal Title
  
  Proceedings of the Intern.Colloq.Math.Finances and Stochastic Processes, World Scientific, Boston (2004)
  
  Pages: 255-270
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Noncausal Cauchy problem for the noncausal SDEs2004
- Author(s)
  S.Ogawa
- Journal Title
  
  Proceedings of the Intern.Colloq.Math.Finances and Stochastic Processes, World Scientific, Boston (2004)
  
  Pages: 289-304
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Non linear feedback effects by hedging strategies2004
- Author(s)
  S.Ogawa, M.Mancino
- Journal Title
  
  Proc.of the Intern. Colloquium on Mathematical Finances and Stochastic Processes, held in March 2003 at Ritsumeikan Univ. (Inter Science Publ. Boston)
  
  Pages: 255-270
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a BPE model for the Burgers equation2004
- Author(s)
  S.Ogawa, A.Kohats-Higa
- Journal Title
  
  Publications of RIMS, Kyoto University (2004) 40-2
  
  Pages: 487-505
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal Cauchy problem for the noncausal SDEs2004
- Author(s)
  S.Ogawa
- Journal Title
  
  Proc.of the Intern. Colloquium on Mathematical Finances and Stochastic Processes, held in March 2003 at Ritsumeikan Univ. (Inter Science Publ. Boston)
  
  Pages: 289-304
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a BPE model for the Burgers equation2004
- Author(s)
  S.Ogawa, A.Kohats-Higa
- Journal Title
  
  Publications of RIMS, Kyoto University (2004) 40-2
  
  Pages: 487-505
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] On a BPE model for the Burgers' equations2004
- Author(s)
  S.Ogawa, A.Kohatsu-Higa
- Journal Title
  
  Publications of RIMS, RIMS of Kyoto University vol. 40, no.2
  
  Pages: 487-505
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] A numerical study of the smile effect in implied volatilities induced by a nonlinear feedbacks from hedging strategies.2004
- Author(s)
  S.Ogawa, M.Mancino, S.Sanfelici
- Journal Title
  
  Proceedings of the Bachelier Conference in Canada (2004)
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Non linear feedback effects by hedging strategies2004
- Author(s)
  S.Ogawa, M.E.Mancino
- Journal Title
  
  Proceedings of the Intern.Colloq.Math.Finances and Stochastic Processes, World Scientific, Boston (2004)
  
  Pages: 255-270
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Noncausal Cauchy problem for the noncasual SDEs2004
- Author(s)
  S.Ogawa
- Journal Title
  
  Proceedings of the Intern.Colloq.Math.Finances and Stochastic Processes, World Scientific, Boston (2004)
  
  Pages: 289-304
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] The 6th Workshop on Stochastic Numerics2004
- Author(s)
  S.Ogawa (edt)
- Journal Title
  
  Proceedings of RIMS Workshop (Monograph) (RIMS Publications)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a discrete stochastic approximation and its applications to data analysis2003
- Author(s)
  S.Ogawa, S.Ogihara
- Journal Title
  
  Monte Carlo Methods and Applications (VSP Publisher, Netherland) 9-1
  
  Pages: 39-50
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] A numerical study of the Smile effect in implied volatilities induced by nonlinear feedbacks from hedging strategies.2003
- Author(s)
  S.Ogawa, M.Mancino, S.Sanfelici
- Journal Title
  
  Math.and Computers in Simulation, Elsevier Science B.V. 62,3-6
  
  Pages: 539-552
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a discrete stochastic approximation and its applications to data analysis2003
- Author(s)
  S.Ogawa, S.Ogihara
- Journal Title
  
  Monte Carlo Methods and Applications, VSP Publisher, Netherland 9-1
  
  Pages: 39-50
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] Report on the numerical experiments of Haselgrove's method applied to the numerical solution of the PDE2003
- Author(s)
  S.Ogawa, T.Takemi
- Journal Title
  
  Math. and Computers in Simulation (Elsevier Science B.V.) vol. 62, No.3-6
  
  Pages: 539-552
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] A quasi-random walk methods for one-dim. reaction-diffusion equations,2003
- Author(s)
  S.Ogawa, C.Lecot
- Journal Title
  
  Math. and Computers in Simulation (Elsevier Science B.V.) vol. 62
  
  Pages: 487-494
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] On a discrete stochastic approximation and its applications to data analysis,2003
- Author(s)
  S.Ogawa, S.Ogihara
- Journal Title
  
  Monte Carlo Methods and Applications (VSP Publisher, Utrecht, Boston) vol.9, Np.1
  
  Pages: 39-50
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] A quasi-random walk method for one-dimensional reaction-diffusion equations2003
- Author(s)
  S.Ogawa, C.Lecot
- Journal Title
  
  Math.and Computers in Simulation, Elsevier Science B.V. 6-2
  
  Pages: 487-494
- Data Source
  KAKENHI-PROJECT-15340028
[Journal Article] A quasi-random walk method for one-dimensional reaction-diffusion equations2003
- Author(s)
  S.Ogawa, C.Lecot
- Journal Title
  
  Math.and Computers in Simulation (Elsevier Science B.V.) 6-2
  
  Pages: 487-494
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Quasi random walk methods2002
- Author(s)
  S.Ogawa, C.Lecot
- Journal Title
  
  Monte Carlo and Quasi Monte Carlo Methods, 2000 ({it monograph}) (edt. by K.T.Fang et al.) (Springer, Berlin)
  
  Pages: 63-85
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Noncausal stochastic calculus revisited-around the so-called Ogawa integral. Advancesin deterministic and stochastic analysis
- Author(s)
  S. Ogawa
- Journal Title
  
  World Sci. Publ.
  
  Pages: 297-320
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17340029
[Journal Article] Introduction to the numerical solution of the SDE
- Author(s)
  S.Ogawa
- Journal Title
  
  AMS Publication, USA (2005) (to appear)(発表予定)
- Data Source
  KAKENHI-PROJECT-14654020
[Journal Article] Real-time estimation scheme for the spot cross volatility of jump diffusion processes
- Author(s)
  Ogawa S., Hoan-Long Ngo
- Journal Title
  
  Math.Comput.Simulation 80(2010),no.9
  
  Pages: 1962-1976
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330072
[Patent] ヴォラティリティの推定装置2011
- Inventor(s)
  小川重義
- Industrial Property Rights Holder
  小川重義・立命館
- Industrial Property Number
  2008-016281
- Filing Date
  2011-06-23
- Data Source
  KAKENHI-PROJECT-22540157
[Patent] ヴォラティリティの推定装置及びそのコンピュータプログラム、並びにヴォラティリティ推定方法2008
- Inventor(s)
  小川重義
- Industrial Property Rights Holder
  小川重義・立命館大学
- Industrial Property Number
  2008-162810
- Filing Date
  2008-06-23
- Data Source
  KAKENHI-PROJECT-19540153
[Patent] 多段階法による実時間ヴォラティリティー推定法2008
- Inventor(s)
  小川重義
- Industrial Property Rights Holder
  小川重義
- Industrial Property Number
  2008-162810
- Filing Date
  2008
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] On the regularity of Gaussian processes indexed by Dirichlet spaces2018
- Author(s)
  小川重義
- Organizer
  日本数学会2018年度年会
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] An essay on deterministic numerical solution of the SDE2018
- Author(s)
  小川重義
- Organizer
  Workshop「準乱数とその周辺」
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] 確率フーリエ変換の逆変換式について2017
- Author(s)
  小川重義、植村英明
- Organizer
  日本数学会２０１７年度年会
- Place of Presentation
  首都大学東京（東京都八王子市）
- Year and Date
  2017-03-24
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] 一般CONS の確率フーリエ係数による乱関数の復元について2017
- Author(s)
  小川重義、植村英明
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the direct inversion formulae for the natural SFT2017
- Author(s)
  OGAWA,Shigeyoshi
- Organizer
  Probability Seminar of National Taiwan Univ
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the direct inversion formulae for the natural SFT2016
- Author(s)
  Ogawa, S.
- Organizer
  Rencontres en Mathematiques a Paris-7
- Place of Presentation
  LPMA, Universite de Paris-7 (France)
- Year and Date
  2016-10-18
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] Some direct inversion formulae for the natural S2016
- Author(s)
  Ogawa,S.
- Organizer
  Probability Seminar of National Taiwan Univ.
- Place of Presentation
  National Taiwan Univ. (Taipei)
- Year and Date
  2016-05-16
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] BPE and a noncausal Giranov's theorem2016
- Author(s)
  Ogawa, S.
- Organizer
  Probability Seminar of National Taiwan Univ.
- Place of Presentation
  National Taiwan Univ. (Taipei)
- Year and Date
  2016-05-02
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the inversion of stochastic Fourier transformation2015
- Author(s)
  Ogawa,S
- Organizer
  Seminar on Probability of Academia Sinica
- Place of Presentation
  台湾大学数学研究所（台湾）
- Year and Date
  2015-06-25
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the inversion of stochastic Fourier transformation2015
- Author(s)
  小川重義
- Organizer
  Probability Seminar at Academia Sinica, Taipei
- Place of Presentation
  Academia Sinica, Taipei (Taiwan)
- Year and Date
  2015-06-08
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Haar 系 SFC による非因果的関数の同定2015
- Author(s)
  小川重義，植村英明
- Organizer
  2015　日本数学会　秋期分科会
- Place of Presentation
  京都産業大学　(京都府京都市)
- Year and Date
  2015-09-14
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Une partie-contraire noncausale pour le Th\'{e}or\`{e}me de Girsanov2015
- Author(s)
  小川重義
- Organizer
  Une Conference au Seminaire de Probabilite, a Univ. Paris-7
- Place of Presentation
  Univ. Paris-7 (France)
- Year and Date
  2015-05-14
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Equation de particule brownienne et un Theoreme de Girsanov noncausal2015
- Author(s)
  Ogawa,S
- Organizer
  Seminaire de Probabilites de Paris-Nord
- Place of Presentation
  Univ Paris-10（フランス）
- Year and Date
  2015-11-25
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the identification of noncausal functions from the SFCs2015
- Author(s)
  小川重義，植村英明
- Organizer
  日本数学会年会
- Place of Presentation
  明治大学(東京都千代田区)
- Year and Date
  2015-03-21
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] 非因果的確率解析四方山話2015
- Author(s)
  小川重義
- Organizer
  確率論早春セミナー
- Place of Presentation
  立命館大学（滋賀県草津市）
- Year and Date
  2015-03-07
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] BPE and a noncausal counterpart of Girsanov's theorem2015
- Author(s)
  小川重義
- Organizer
  日本数学会春季総合分科会
- Place of Presentation
  明治大学（東京都）
- Year and Date
  2015-03-21
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] Une formule directe d'inversion de la TFS2015
- Author(s)
  小川重義
- Organizer
  Une Conference au Seminaire de Probabilite et Finance, Univ Paris a marne-la-valle
- Place of Presentation
  Univ Paris a marne-la-valle (France)
- Year and Date
  2015-11-26
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Sur une EDPS et Th\'{e}or\`{e}me de Girsanov Noncausal2015
- Author(s)
  小川重義
- Organizer
  Une Conference au Seminaire de Probabilite, Univ Paris-Nord
- Place of Presentation
  Univ Paris-Nord (France)
- Year and Date
  2015-11-25
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] 非因果的確率解析四方山話2015
- Author(s)
  小川重義
- Organizer
  確率論早春セミナー
- Place of Presentation
  立命館大学草津キャンパス（滋賀県）
- Year and Date
  2015-03-07
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the identification of noncausal functions from the SFCs2015
- Author(s)
  小川重義、植村英明
- Organizer
  日本数学会春季総合分科会
- Place of Presentation
  明治大学（東京都）
- Year and Date
  2015-03-21
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] Formule directe d'inversion de la transforme de Fourier stochastiqu2015
- Author(s)
  Ogawa,S
- Organizer
  Seminaire de Proba et Finance a Paris-Est
- Place of Presentation
  Univ Paris a Marne la Vallee（フランス）
- Year and Date
  2015-11-26
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] Direct Inversion Formulas for Natural SFT2015
- Author(s)
  小川重義
- Organizer
  Probability Seminar at Firenze Univ. Fac d'Economie
- Place of Presentation
  Firenze Univ. Fac d'Economie (Italy)
- Year and Date
  2015-05-11
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] A class of SPDEs called BPEs(1); transport phenomenon with infinite velocity2014
- Author(s)
  S.Ogawa
- Organizer
  Seminar on Probability and Statistics
- Place of Presentation
  Math Inst of Academia Sinica in Taiwan
- Year and Date
  2014-11-03
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] TFS et le probleme de l'inversion2014
- Author(s)
  小川重義
- Organizer
  Seminaire Probab et Statist
- Place of Presentation
  ENSTA (国立高等技術教員学校), Paris(France)
- Year and Date
  2014-12-15
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] On a direct inversion formula for natural SFT2014
- Author(s)
  小川重義
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  広島大学（広島県東広島市）
- Year and Date
  2014-09-25
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] A class of SPDEs called BPEs(2); causality in stochastic mechanics2014
- Author(s)
  S.Ogawa
- Organizer
  Seminar on Probability and Statistics
- Place of Presentation
  Math Inst of Academia Sinica in Taiwan
- Year and Date
  2014-11-03
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] TFS et le probleme de l'inversion2014
- Author(s)
  S.Ogawa
- Organizer
  Seminaire Proba et Statist
- Place of Presentation
  ENSTA (国立高等技術教員学校), Paris
- Year and Date
  2014-12-15
- Invited
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] On the identification of pseudo Ito processes from the SFCs2014
- Author(s)
  小川重義、植村英明
- Organizer
  確率論シンポジウム
- Place of Presentation
  京都大学数理解析研究所（京都府）
- Year and Date
  2014-12-18
- Data Source
  KAKENHI-PROJECT-26400152
[Presentation] Noncausal Problems and Calculus（３回連続講演）2012
- Author(s)
  小川重義
- Organizer
  確率論ヤングサマーセミナー
- Place of Presentation
  旅館鈴岡　愛知県
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] 非因果的関数の確率フーリエ係数について2012
- Author(s)
  小川重義、植村英明
- Organizer
  日本数学会2012年春季年会
- Place of Presentation
  東京都、東京理科大
- Year and Date
  2012-03-26
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] On a numerical scheme for the real time estimation of volatilities2012
- Author(s)
  S.Ogawa
- Organizer
  IInd Congress JIPE-2012
- Place of Presentation
  Lima (Peru) Limaカトリック大学(招待講演)
- Year and Date
  2012-02-01
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Some problems in noncausal stochastic calculus2011
- Author(s)
  Ogawa S.
- Organizer
  Firenze-Ritsumeikan joint Workshop on Probability Theory, held at Firenze University
- Place of Presentation
  フィレンツェ,イタリア
- Data Source
  KAKENHI-PROJECT-19330072
[Presentation] On a discrete approximation of the sojourn time of diffusion processes2011
- Author(s)
  S.Ogawa, H-L Ngo
- Organizer
  Statistical inference and numerical analysis for stochastic processes and financial econometrics
- Place of Presentation
  フィレンツェ大学(イタリア)
- Year and Date
  2011-03-18
- Data Source
  KAKENHI-PROJECT-19330072
[Presentation] 確率フーリエ変換の可逆性について2011
- Author(s)
  小川重義
- Organizer
  日本数学会2011年秋季年会
- Place of Presentation
  松本市(長野)、信州大学
- Year and Date
  2011-09-27
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Some problems in noncausal stochastic calculus2011
- Author(s)
  Shigeyoshi Ogawa
- Organizer
  Third Florence-Ritsumeikan Workshop on Probability and Finance
- Place of Presentation
  フィレンッェ大学(イタリア)
- Year and Date
  2011-03-17
- Data Source
  KAKENHI-PROJECT-19330072
[Presentation] On a stochastic Fourier transformation2011
- Author(s)
  S.Ogawa
- Organizer
  ICMA (International Conference in Mathematics and Applications)-UEL2011
- Place of Presentation
  ホーチミン(ベトナム)Ho Chi-Minh Univ.--UEL(招待講演)
- Year and Date
  2011-12-22
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Noncausal Problems and Calculus in Mathematical Physics2010
- Author(s)
  S.Ogawa
- Organizer
  Series of Lectures at Spring School of Stochastic Theory
- Place of Presentation
  Taiwan University, Taiwan
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Parameter estimnation of jump-diffusion processes2010
- Author(s)
  S. Ogawa, H-L. Ngo
- Organizer
  Joint Seminar of Firenze and Ritsumeikan universities on Stochastic Processes and Finances
- Place of Presentation
  Ritsumeikan Univ.
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Noncausal Problems and Calculus in Mathematical Physics2010
- Author(s)
  S.Ogawa
- Organizer
  Spring School on Stochastic Theory
- Place of Presentation
  Taiwan University
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Noncausal Problems and Calculus in Mathematical Physics2010
- Author(s)
  S. Ogawa
- Organizer
  Series of 3 Lectures at Spring School of Stochastic Theory
- Place of Presentation
  Taiwan University by Math Inst, of Academia Sinica Taiwan
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Parameter estimnation of jump-diffusion processes2010
- Author(s)
  S.Ogawa, H-L.Ngo
- Organizer
  Joint Seminar of Firenze and Ritsumeikan universities on Stochastic Processes and Finances
- Place of Presentation
  立命館大学(滋賀県)
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Noncausal Problems and Calculus in Mathematical Physics2010
- Author(s)
  Shigeyoshi Ogawa
- Organizer
  Series of 3 Lectures at Spring School of Stochastic Theory
- Place of Presentation
  Taiwan University
- Data Source
  KAKENHI-PROJECT-19330072
[Presentation] Real-time scheme for the volatility estimation in the presence of microstructure noise2009
- Author(s)
  Shigeyoshi Ogawa
- Organizer
  Joint Workshop of Ritsumeikan univ and Firenze university on Finance and Risk Theory
- Place of Presentation
  Firenze Univesristy (Italy)
- Year and Date
  2009-03-11
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] On the real-time estimation scheme for the spot volatilities2009
- Author(s)
  S. Ogawa with H-L. NGO
- Organizer
  SPA2009 Congress
- Place of Presentation
  Berlin
- Year and Date
  2009-07-30
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Real-time scheme for the volatility estimation in the presence of microstructure noise2009
- Author(s)
  S. Ogawa
- Organizer
  Invited Lecture at RITS-Firenze Workshop on Security and Math Finance
- Place of Presentation
  Firenze Univ.
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] On a real-time estimation of parameters of jump-diffusion processes2009
- Author(s)
  Shigeyoshi Ogawa, Hoan-Long Ngo
- Organizer
  Joint Workshop of Ritsumeikan univ and Firenze university on Finance and Risk Theory
- Place of Presentation
  Firenze Univesristy (Italy)
- Year and Date
  2009-11-03
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Recent Progress in The Problem of Volatility Estimation2009
- Author(s)
  S. Ogawa
- Organizer
  日本応用数理学会数理ファイナンス分科会特別講演
- Place of Presentation
  於大阪大学
- Year and Date
  2009-09-28
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] An improved two-step regularization scheme for spot volatility estimation2009
- Author(s)
  Shigeyoshi Ogawa, Simona Sanfelici
- Organizer
  Joint Workshop of Ritsumeikan univ and Firenze university on Finance and Risk Theory
- Place of Presentation
  Firenze Univesristy (Italy)
- Year and Date
  2009-03-11
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] On the real-time estimation scheme for the spot volatilities2009
- Author(s)
  S.Ogawa, with H-L.NGO
- Organizer
  SPA2009 Congress
- Place of Presentation
  Berlin, Germany
- Year and Date
  2009-07-30
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Recent Progress in The Problem of Volatility Estimation2009
- Author(s)
  小川重義
- Organizer
  応用数理学会特別講演(ファイナンス分科会)
- Place of Presentation
  大阪大学(大阪府)
- Year and Date
  2009-09-28
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] An improvement of the real-time estimator of the spot volatility2009
- Author(s)
  S. Ogawa, S, Sanfelici
- Organizer
  Invited Lecture at RITS-Firenze Workshop on Security and Math Finance
- Place of Presentation
  Firenze Univ.
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Real-time estimation scheme for the spot cross volatility of jump-diffusion processes2009
- Author(s)
  S. Ogawa, H-L. Ngo
- Organizer
  Invited Lecture at RITS-Firenze Workshop on Security and Math Finance
- Place of Presentation
  Firenze Univ.
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Some attempts to the real-time estimation of the volatility2008
- Author(s)
  S. Ogawa
- Organizer
  Invited Lecture at Intern. Conference CAPS2008
- Place of Presentation
  Press Center in Hanoi
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] On a real-time scheme for the volatility estimation2008
- Author(s)
  S. Ogawa
- Organizer
  Pleinary Lecture at Ritsumeikan Symposium on Stochastic Processes and Finance
- Place of Presentation
  held at Ritsumeikan Univ
- Year and Date
  2008-03-21
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] On the multi-step regularization method in the volatility estimation2008
- Author(s)
  小川重義
- Organizer
  Invited Seminar Talk at WIAS
- Place of Presentation
  Berlin
- Year and Date
  2008-12-10
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Real time scheme for volatility estimation2008
- Author(s)
  Shigeyoshi OGAWA
- Organizer
  The 8th Ritsumeikan Symposium on Stochastic Processes and Mathematical Finance
- Place of Presentation
  Kyoto Campus Plaza
- Year and Date
  2008-03-21
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Some attempts to the real-time estimation of the volatility2008
- Author(s)
  小川重義
- Organizer
  Intern. Conference CAPS2008
- Place of Presentation
  Hanoi
- Year and Date
  2008-12-01
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] On a real-time scheme for the volatility estimation2008
- Author(s)
  S. Ogawa
- Organizer
  Pleinary Lecture at Ritsumeikan Symposium on Stochastic Processes and Finance
- Place of Presentation
  Ritsumeikan Univ.
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] On the multi-step regularization method in the volatility estimation2008
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at WIAS (Weierstrass Inst. Of Appl. Math) in Berlin
- Year and Date
  2008-12-16
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Some attempts to the real-time estimation of the volatility2008
- Author(s)
  S. Ogawa
- Organizer
  Invited Lecture at Intern.Conference CAPS2008
- Place of Presentation
  held at Press Center in Hanoi
- Year and Date
  2008-12-02
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Le calcul noncausal et des problemes noncausaux en EDS2007
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at Math.Dept.
- Place of Presentation
  Univ. Strasbourg
- Year and Date
  2007-04-03
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Sur le model de Black-Sholes fractionaire2007
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at Math
- Place of Presentation
  Dept. of Univ. Grenoble
- Year and Date
  2007-05-03
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Analyse harmonique et le calcul stochastique noncausal2007
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at Math
- Place of Presentation
  Dept. of Univ. Paris-10
- Year and Date
  2007-06-07
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Estimation de parametres de series chlonorogique2007
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at Math.Dept.
- Place of Presentation
  Univ. Nancy-I
- Year and Date
  2007-03-15
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Un essaie pour l'estimation de volatilite en temps-reel2007
- Author(s)
  S. Ogawa
- Organizer
  Invited talk at Bachelier Seminar in Paris
- Place of Presentation
  L'I.H.P.
- Data Source
  KAKENHI-PROJECT-19540153
[Presentation] Real-time scheme for the estimation of volatilities2007
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at Math
- Place of Presentation
  Dept. of Hong-Kong Univ.
- Year and Date
  2007-08-13
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Sur les EDS noncausaux2007
- Author(s)
  S. Ogawa
- Organizer
  Invited Seminar Talk at Math
- Place of Presentation
  Dept. Univ. Evry
- Year and Date
  2007-03-08
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] Un essaie pour l'estimation de volatilite en temps-reel2007
- Author(s)
  S. Ogawa
- Organizer
  Invited talk at Bachelier Seminar in Paris
- Place of Presentation
  held at L'I.H.P.
- Year and Date
  2007-04-06
- Data Source
  KAKENHI-PROJECT-18340029
[Presentation] On a direct inversion formula for SFT
- Author(s)
  小川重義
- Organizer
  ISI Semi on Probability and Statistics
- Place of Presentation
  Division of Math. ISI Bangalore, India
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] SFT on Wiener space and its applications to finance
- Author(s)
  Ogawa,S
- Organizer
  8th IMACS Seminar on Monte Carlo Methods and Applications
- Place of Presentation
  Univ. de Savoie, Annecy France
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] On a stochastic Fourier transformation
- Author(s)
  Ogawa,S
- Organizer
  The 3rd School of Information and Randomness
- Place of Presentation
  Puerto Montt　　Chile
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Noncausal calculus and stochastic Fourier transformation
- Author(s)
  Ogawa,S
- Organizer
  Colloquium on Probability and Analysis
- Place of Presentation
  Dept of Mth. Taiwan Univ. Taipei Taiwan
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Noncausal problems in mathematical sciences
- Author(s)
  小川重義
- Organizer
  Regional Seminar on Probability
- Place of Presentation
  Dept.of Math. Univ di Padova, Italia
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] SFT on Wiener space and its applications to finance
- Author(s)
  小川重義
- Organizer
  8th IMACS Semi.on Monte Carlo Methods and Applications
- Place of Presentation
  Univ de Savoie, Annecy France
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Noncausal stochastic calculus and its applications
- Author(s)
  小川重義
- Organizer
  ISI Semi, on Probability and Statistics
- Place of Presentation
  Division of Math. ISI Kolkata, India
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Noncausal problems in mathematical sciences
- Author(s)
  Ogawa,S
- Organizer
  Regional Seminar on Probability
- Place of Presentation
  Univ.di Padova, Dept Math, Padova Italy
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Identification of noncausal Ito process from the stochastic Fourier coefficients
- Author(s)
  小川重義，植村英明
- Organizer
  日本数学会秋季総合講演会、統計数学分科会
- Place of Presentation
  愛媛大学
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Noncausal calculus and stochastic Fourier transformation
- Author(s)
  小川重義
- Organizer
  Colloquium on Probability and Analysis
- Place of Presentation
  Dept.of Math., National Taiwan Univ., Taiwan
- Invited
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Noncausal integral equation and stochastic Fourier transformation
- Author(s)
  Ogawa,S
- Organizer
  Colloquium on Probability and Finance
- Place of Presentation
  Univ. Humboldt zu Berlin, Germany
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] SFC and SFT in Wiener space
- Author(s)
  Ogawa,S
- Organizer
  The 5th Rits-Firenze Joint Seminar
- Place of Presentation
  Firenze Italy
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] On a direct inversion formula for SFT
- Author(s)
  Ogawa,S
- Organizer
  ISI Seminar on Probability and Statistics
- Place of Presentation
  Division of Math. ISI Bangalore, India
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Identification of a noncausal Ito process from the stochastic Fourier coefficients
- Author(s)
  小川重義，植村英明
- Organizer
  確率解析とその周辺
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-25400135
[Presentation] Nonausal stochastic calulus and its applications
- Author(s)
  Ogawa,S
- Organizer
  ISI Seminar on Probability and Statistics
- Place of Presentation
  Division of Math. ISI Kolkata, India
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Identification of noncausal Ito processes from the SFCs
- Author(s)
  小川重義、植村英明（発表者）
- Organizer
  日本数学会秋期総合分科会
- Place of Presentation
  愛媛大学, 松山市　愛媛県
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Around the Fourier series method for volatility estimation
- Author(s)
  Ogawa,S
- Organizer
  Workshop on Finance, Stochastics and Asymptotic Analysis
- Place of Presentation
  大阪大学基礎工学部　大阪府
- Invited
- Data Source
  KAKENHI-PROJECT-22540157
[Presentation] Noncausal integral equation and stochastic Fourier transformation
- Author(s)
  小川重義
- Organizer
  Colloquium on Probability and Finance
- Place of Presentation
  Dept.of Math., Humboldt Univ zu Berlin, Germany
- Invited
- Data Source
  KAKENHI-PROJECT-25400135

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OGAWA Shigeyoshi 小川 重義

小川 重義

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Study on basic properties of the noncausal stochastic differential equationsPrincipal Investigator

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Basic study on noncausal stochastic differential equationsPrincipal Investigator

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Studies on Noncausal Problems in Mathematical SciencesPrincipal Investigator

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Integrated Research on The Up-to-Date Problems in Stochastic NumericsPrincipal Investigator

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非因果的システムの確率数値解析的研究Principal Investigator

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OGAWA Shigeyoshi 小川重義

小川重義