OGAWA Shigeyoshi 小川重義

… Alternative Names

Researcher Number	80101137
Other IDs
External Links
Affiliation (Current)	2019: 立命館大学, 薬学部, 非常勤講師
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
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 / 数理ファイナンス / 非因果的システム / 確率解析 / ブラウン粒子方程式 / 確率フーリエ変換 / ランダム粒子法 … More Except Principal Investigator 擬似乱数 / Malliavin解析 / 確率数値解析 / モンテカルロ法 / フラクタル / 確率過程 / 漸近挙動 / Malliavin calculus / 偏微分方程式 / 数値積分 / 確率微分方程式 / 数論 / サブスティテューション / 中心極限定理 / random walk / Partial Differential Equations / 数値解析 / リーマン面 / 固有値問題 / 準結晶 / 統計的検定 / 複素解析学 / 再帰性 / Pisot数 / マリアヴァン解析 / ヤコビの和 / 楕円型方程式 / pairwise independent / 有理型微分 / アデール環 / 確率フーリエ変換 / β-展開 / V-statistics / Euler-Maruyama scheme / Pisot number / 暗号理論 / Infinite dimensional stochastic analysis / Monta Carlo Methods / 岩沢の主予想 / 拡散方程式 / 多重ウイナ-積分 / 数値解法 / Monte Carlo法 / 漸近展開 / 概不変原理 / Numerical Analysis / タイリング / market timer現象 / pseudorandom numbers / Neumann-Wigner / finite algebra / ランダム粒子法 / コーポレート・ガバナンス / 無限次元確率解析 / fractal / リーマンロッホの定理 / Complex Analysis / noncausal stochastic equation / 円分体のイデアル類群 / 情報理論 / 一様分布論 / 確率論 / Weyl transformation / 有限代数 / Wiener空間 / ヘッケ指標 / ウイナ-空間 / 無限次元確立解析 / 数理ファイナンス / エッジワース展開 / Hardy-type inequality / 重複大数の法則 / 大偏差理論 / low discrepancy / ハーディ型不等式 / 写像類群 / 位相幾何学 / Number Theory / 制御論 / quasi-periodic tiling / Monte-Carlo method / Oscillatory integral / ディリクレ形式 / Pisot / 基本解 / numerical method for solving / Weyl変換 / 同相写像 / サブスティテユーション / 非Pisot数 / 反射壁ブラウン運動 / 挙動空間 / 連分数 / マルコフ分割 / 非因果的確立方程式 / asymptotic expansion / 確率振動積分 / 確率フーリエ係数 / ガウスの和 / 境界挙動 / 極値〓線写像 / ハール関数系 / stochastic numerical analysis / スペクトル / オイラー・丸山近似 / Random Weyl sampling / 移動積分 / 数値解析学 / 対称統計量 / Pseudorandom number generator / 多重Wiener積分 / 大間隙条件 / V-統計量 / ハンケル変換 / ポテンシャル / Atatistical tests / 有限整アデール環 / 準結晶タイリング / フピゾ数 / 非因果的関数 / substitution / Markov Partition / Stochastic Process / 間隙三角級数 / numerical integration / Hybrid pseudorandom number generation / finite integral adeles / 放物型方程式 / quasi crystal / 容量 / large deviation / Markov partition / 重複対数の法則 / Wiener space / Riesz-Raikov和 / Skorokhod積分 / 非因果的確率方程式 / Haar関数系 / Monte-Carlo integration / Riesz-Raikov 和 / Topology / non-Pisot 数 / 拡散過程の重ね合せ / ハーディーの不等式 / シミュレーション / 確率モデル / Hardy-Littewood-Polya列 / Hybrid法 / 振動積分 / multiple Wiener Integral / discrepancy / U-statistics / Schro^^¨dinger作用素 / 間隙級数 / 放散方程式 / diffusion equation / モンテカルロ積分 / 企業価値 / 自己相似集合 / Schrodinger作用素 / 拡散過程 / Stochastic moswling / ランダムサンプリング / ノンパラメトリック統計量 / 偏微分方程式論 / ノンパラメトリック推定 / ポテンシアル / 停留位相法 / reflecting Brownina motion / 取引費用 / 有理型函数 / 多様体 / 擬等角写像 / stochastic differential equation / Hankel transform / Diophantine近似 / Algebra / 確率解析学 / 準周期タイリング / 固有関数 / 確率微分方程式の数値解析 / 確率微分方程式の数値解法 / Stochastic numerical analysis / Numerical integration / diffusion process / ハーディー空間 / Stochastic numerics / ランダム・ワイル・サンプリング / fundamental solution / L^9ーsolution / Ogawa積分 / superpositon of diffusion process / ファイナンス / statistical tests / 半線型方程式 / ヒルベルト記号 / U-統計量 / 疑似乱数 / アーベルの定理 / 正の固有値 / non-Pisot数 / Malliarin解析 / インサイダー取引モデル / Differential Geometry / マルコフ過程 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
- 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
- DOI
  10.1007/s00365-018-9416-8
- Open Access / Int'l Joint Research / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26400152
[Journal Article] Direct inverison formulas for the natural SFT2018
- Author(s)
  OGAWA,Shigeyoshi
- Journal Title
  
  Sankhya A
  
  Volume: 3
- DOI
  10.1007/s13171-018-0128-8
- Open Access / Int'l Joint Research / Peer Reviewed
- 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
- DOI
  10.1007/s13160-017-0295-3
- Open Access / Int'l Joint Research / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26400152
[Journal Article] BPE and a Noncausl Girsanov's Theorem2016
- Author(s)
  Ogawa,S.
- Journal Title
  
  Sankhya A
  
  Volume: ２
- 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 the SFT2015
- Author(s)
  Shigeyoshi Ogawa
- Journal Title
  
  SANKHYA A
  
  Volume: 77-1 Pages: 30-45
- DOI
  10.1007/s13171-014-0056-1
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25400135, KAKENHI-PROJECT-26400152
[Journal Article] Identification of pseudo Ito processes from their SFCs2014
- Author(s)
  S.Ogawa & H.Uemura
- Journal Title
  
  Bulletin des Sciences Mathematiques
  
  Volume: 138-1 Pages: 147-163
- DOI
  10.1016/j.bulsci.2013.12.003
- Peer Reviewed / Acknowledgement Compliant
- 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 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 Pages: 286-294
- 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
[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
- Int'l Joint Research / Invited
- 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
- Int'l Joint Research / Invited
- 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
- Int'l Joint Research / Invited
- 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
- Int'l Joint Research / Invited
- 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
- Int'l Joint Research / Invited
- 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] 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

1. NAKAOKA Akira (90027920)

# of Collaborated Projects: 11 results

# of Collaborated Products: 0 results
2. UCHIYAMA Jun (70025401)

# of Collaborated Projects: 10 results

# of Collaborated Products: 0 results
3. OKURA Hiroyuki (80135649)

# of Collaborated Projects: 8 results

# of Collaborated Products: 0 results
4. MAITANI Fumio (10029340)

# of Collaborated Projects: 8 results

# of Collaborated Products: 0 results
5. HAMADA Yusaku (90027764)

# of Collaborated Projects: 7 results

# of Collaborated Products: 0 results
6. MIKI Hiroo (90107368)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
7. SUGITA Hiroshi (50192125)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
8. NINOMIYA Syoiti (70313377)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
9. ITO Shunji (30055321)

# of Collaborated Projects: 3 results

# of Collaborated Products: 2 results
10. TAKASHIMA Keizo (00137184)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
11. TSUCHIYA Masaaki (50016101)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
12. 塚本千秋 (80155340)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
13. FUKUYAMA Katusi (60218956)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
14. KANAGAWA Shuuya (50185899)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
15. HOTTA Ryoushi (70028190)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
16. 矢ヶ崎達彦 (40191077)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
17. HIGUCHI Yasunari (60112075)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
18. HAMANA Yuji (00243923)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
19. YASUTOMI Kenji (20388127)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
20. AKIYAMA Shigeki (60212445)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
21. TAMURA Jun'ichi (90418905)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
22. KUSUOKA Shigeo (00114463)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
23. Uemura Hideaki (30203483)

# of Collaborated Projects: 2 results

# of Collaborated Products: 11 results
24. TANIGUCHI Setsuo (70155208)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
25. TAKENAKA Shigeo (80022680)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
26. 金子昌信 (70202017)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
27. YAMAZAKI Tadashi (30011696)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. FUJISAKI Hiroshi (80304757)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. YASUTOMI Shin'ichi (60230231)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
30. KOHATSU-HIGA Arturo (80420412)

# of Collaborated Projects: 1 results

# of Collaborated Products: 22 results
31. AIDA Shigeki (90222455)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
32. NAGAI Hideo (70110848)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
33. YAMAZATO Makoto (00015900)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
34. HOR Keiichi (50273561)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
35. AKAHORI Jirou (50309100)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
36. JIE Qin (40329751)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
37. HIBARA Nobuhiko (10434698)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
38. YAMADA Toshio (10037749)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
39. KUWAE Kazuhiro (80243814)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
40. OGURA Yukio (00037847)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
41. KUNITA Hiroshi (30022552)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
42. KAWAKAMI Hajime (20240781)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
43. KANJIN Yuichi (50091674)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
44. MUNEMASA Akihoro (50219862)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
45. HIKIDA Masato (10098593)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
46. TAKANOBU Satoshi (40197124)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
47. SATO Yoshihiro (30249213)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
48. FUKAI Yasunari (00311837)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
49. WATANABE Hisao (40037677)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
50. SUTO Kiyokazu (50196903)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
51. MORI Makoto (60092532)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
52. INOUE Yoshiro (30027841)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
53. KAWADA Yutaka (50027744)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
54. SAINOUCHI Yoshikazu (00027757)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
55. 朝田衛 (30192462)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
56. 佐藤坦 (30037254)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
57. 兵頭義史 (90189811)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
58. 前園宣彦 (30173701)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
59. 白井朋之 (70302932)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

OGAWA Shigeyoshi 小川 重義

小川 重義

Research Projects

Research Products

Co-Researchers

Study on basic properties of the noncausal stochastic differential equationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Basic study on noncausal stochastic differential equationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Studies on Noncausal Problems in Mathematical SciencesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

OGAWA Shigeyoshi 小川重義

小川重義