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ISHIMURA Naoyuki  石村 直之

… Alternative Names

Ishimura Naoyuki  石村 直之

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Researcher Number 80212934
Other IDs
  • ORCIDhttps://orcid.org/0000-0003-4255-5517
External Links
Affiliation (Current) 2025: 中央大学, 商学部, 教授
Affiliation (based on the past Project Information) *help 2020 – 2023: 中央大学, 商学部, 教授
2015 – 2018: 中央大学, 商学部, 教授
2012 – 2014: 一橋大学, 大学院経済学研究科, 教授
2009 – 2012: Hitotsubashi University, 大学院・経済学研究科, 教授
2007: Hitotsubashi University, Department of Economics, Professor … More
2006: Hitotsubashi University, Graduate School of Enocomics, Professor, 大学院経済学研究科, 教授
2006: 一橋大学, 経済学研究科(研究院), 教授
2006: 一橋大学, 経済学研究科, 教授
2005: 一橋大学, 大学院・経済学研究科, 教授
1997 – 2005: 一橋大学, 大学院・経済学研究科, 助教授
2003 – 2004: 一橋大学, 経済学部, 助教授
2003: 一橋大学, 経済学研究科, 助教授
2000 – 2002: 一橋大学, 経済学部, 教授
1996 – 1999: 一橋大学, 経済学部, 助教授
1998: 一橋大学, 経済学研究科, 助教授
1994 – 1995: GRAD.SCH.OF MATH.SCI., THE UNIVERSITY OF TOKYO,ASSISTANT, 大学院・数理科学研究科, 助手
1994: 東京大学, 大学院数理科学研究科, 助手
1989 – 1990: 東京大学, 理学部, 助手 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / 解析学 / Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics / Global analysis / Global analysis / General mathematics (including Probability theory/Statistical mathematics)
Except Principal Investigator
解析学 / Global analysis / Global analysis … More / Basic analysis / General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Algebra / Geometry / Economic statistics Less
Keywords
Principal Investigator
数理ファイナンス / コピュラ / curvature evolution / VaR / Mathematical Finance / 数値解法 / 最適化問題 / 時間発展 / 非線形偏微分方程式 / pattern formation … More / spirals / 磁気ベナ-ル問題 / 自己相似解 / 最適投資問題 / 非線形問題 / コピュラ(接合関数) / スペクトル選点法 / 積分方程式 / 破産確率 / Value at Risk / リスク指標 / 伊藤の補題 / VaR / 保険数理 / リスク管理 / 発展方程式 / 非線形 / 順位相関 / 為替相関 / 伊藤の公式 / 離散過程 / リスク評価 / 伝染病発生 / transaction costs / EOM system / nonlinear PDE / phase separation / 変分法 / 定常解の構造 / 遷移層方程式 / 特異極限 / 分岐現象 / EOM系モデル / 相分離現象 / 取引費用 / EOM系 / 相分離 / Free boundary problems / blowing-up solutions / Boundary layer theory / Blasius equation / 解の大域挙動 / Kuramoto-Sivashinsky方程式 / Navier-Stokes方程式 / 自由境界問題 / 爆発解 / 境界層の理論 / Blasius方程式 / 確率制御 / リスク相関 / Hamilton-Jacobi-Bellman方程式 / 数値計算 / 進行波解 / HJB方程式 / 離散化 / 定量的リスク管理 / 拡散方程式 / リスク選好 / 数理モデル / excitable media / BZ reagent / self-similar solutions / 温度 / Boussinesq 方程式 / らせん模様 / 界面の発展 / dimension / strange attractors / 曲率流 / 一意性 / MHD方程式 / マトラクターの次元 / 磁気流体力学 / ハウスドルフ収束 / アトラクタ / 平均曲率流方程式 / turbalence / Reynolds number / inertial manifolds / capillary surfaces … More
Except Principal Investigator
Navier-Stokes equations / 安定性 / Navier-Stokes方程式 / ナビエ・ストークス方程式 / ナヴィエ・ストークス方程式 / stability / Lorentz空間 / 外部領域 / 反応・拡散系 / Morrey空間 / Lorentz spaces / Besov空間 / 周期解 / 磁気流体 / exterior domains / 定常解 / 分岐理論 / 金融工学 / phase separation / 非線形偏微分方程式 / 自由境界問題 / 界面ダイナミクス / 半線型熱方程式 / Mathematical Pysics / Mahemtical Economics / Phase transiton in binary alloys / Optimal Investment Problem / Probabilistic Control Problem / Eguchi-Oki-Matsumura方程式 / 流体 / 2種の合金の相転移方程式 / 最滴投盗間頴 / 数理物理学 / 数理経済学 / 2種混合合金の相転移方程式 / 最適投資問題 / 確率制御問題 / steady flow in channel / Lax pair / Discrete Toda equations / 相分離モデル方程式 / 定常ナビエ・ストークス方程式 / 非定常ナビエ・ストークス方程式 / 相剥離 / チューブの中の定常流 / real interpolation / boundary value problem / periodic solution / stationary solution / exterior domain / Navier-Stokes equation / 汎弱位相 / 境界値 / 実補間 / 境界値問題 / infinite channel / curvature equation / general slip boundary condition / Stefan problem / Kuramoto-Syvashinsky equations / Minimal surfaces / Schroedinger operators / Navier Stokes equations / 解析性 / オイラー方程式 / ナビエ・ストークマ方程式 / 一般流速条件 / 一般スリップ境界条件 / シュテファン問題 / クラモト・シバシンスキー方程式 / 最小曲面 / シュレディンガー方程式 / almost periodic solutions / periodic solutions / Weak-* convergence / Morrey spaces / Hardy空間 / *-弱収束 / 概周期解 / ^*-弱収束 / hyperclone / minimal clone / lattice of clones / (mathematical) clone / multiple-valued logical function / クローン理論 / 超クローン / 極小クローン / クローン束 / (数学的)クローン理論 / 多値論理関数 / Reaction-Diffusion equations / Magnetic fluid / 特異摂動 / weak L^n spaces / stationary solutions / 弱L^n-空間 / simple module / finite group / conformal element / Virasoro algebra / vertex operator algebra / 既約表現 / 有限群 / 共形元 / ヴィラソロ代数 / 頂点作用素代数 / singular purturbation methods / Numerical analysis of melting and solidification problem / Interfacial dynamics / complex liquid / Free boundary problem / Phase se ration / Singular limit methods / Dendritic growth pattern / 非平衡開放系 / 発熱反応 / 樹枝状成長 / 特異極限法 / 複雑形態の数値シミュレーションの画像処理 / 複雑形態の計算機シミュレーション法 / フラクタル理論 / 結晶成長の数値解析 / コロイド結晶 / 界面ダイナミクスの数理 / 特異摂動法 / 融解・凝固現象の数値解析 / 複雑液体 / 相分離現象 / 特異極限解析 / 樹枝状成長パターン / MORSE THEORY / DYNAMICAL SYSTEMS / GEOMETRIC VARIATIONAL PROBLEM / 偏微分方程式 / 測地線 / 大域変分法 / 量子化 / モース関数 / 物理幾何学 / シンプレクティク幾何学 / 極小曲面 / 調和写像 / 危点 / 幾何学的変分問題 / モ-ス理論 / 力学系 / 幾何学的変分法 / water wave / Riemannian manifold / bifurcation theory / blow-up of solutions / nonlinear heat equation / reaction-diffusion system / 順序保存力学系 / 境界値混合問題 / ラプラス変換 / 楕円型方程式 / 非線型拡散方程式 / 非線型反応拡散系 / 多様体上のベキレイ構造 / 表面張力方程式 / 水の波 / 多様体 / 解の爆発 / 非線型熱方程式 / 倒産確率 / 時系列 / フラクショナル・ブラウン運動 / フラクショナル・ブラウン運動 / 統合リスク管理 / 統合的リスク管理(ERM) / 総合的リスク管理(ERM) / ビッグデータ / 構造変化 / 高頻度データ / コピュラ / 計量的リスク管理 / 統合的リスク管理 / 計量経済学 / Black-Scholls方程式 / HWW方程式 / 極限の可視化 / default-risk system / オプション / 多倍長計算 / フラクタル次元 / アトラクター / 漸近挙動 / blow up time / Default risk / 相分離 / 数理モデル / numerical integration / precondition / domain decomposition / inverse problems / iterative method / large scale computation / numerical simulation / 粘性解 / 自己相似 / distribution / 初期値問題 / 双曲型保存系 / 乱流 / 非圧縮性ナヴィエ・ストークス方程式 / バーガース方程式 / ゲージ不変性 / ヌル条件 / 非線形散乱理論 / 非可積分系 / 非線形シュレデインガー方程式 Less
  • Research Projects

    (28 results)
  • Research Products

    (127 results)
  • Co-Researchers

    (65 People)
  •  Study on nonlinear problems arising in mathematical financePrincipal Investigator

    • Principal Investigator
      Ishimura Naoyuki
    • Project Period (FY)
      2020 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      Chuo University
  •  Study on nonlinear partial differential equations arising in the mathematical financePrincipal Investigator

    • Principal Investigator
      ISHIMURA NAOYUKI
    • Project Period (FY)
      2015 – 2018
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Foundations of mathematics/Applied mathematics
    • Research Institution
      Chuo University
  •  Financial Engineering to ERM: Theoretical and Empirical Investigation

    • Principal Investigator
      SHIBA Tsunemasa
    • Project Period (FY)
      2012 – 2015
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Study on the nonlinear partial differential equations arising in applied fieldPrincipal Investigator

    • Principal Investigator
      ISHIMURA Naoyuki
    • Project Period (FY)
      2009 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Hitotsubashi University
  •  Mathematical analysis of the nonlinear systems arising in the industry.

    • Principal Investigator
      NAKAMURA Masaaki
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Nihon University
  •  Study on Navier-Stokes equations and the related nonlinear differential equations

    • Principal Investigator
      MASUDA Kyuya
    • Project Period (FY)
      2006 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Global analysis
    • Research Institution
      Meiji University
  •  Study on the nonlinear phenomena with moving boundariesPrincipal Investigator

    • Principal Investigator
      ISHIMURA Naoyuki
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Global analysis
    • Research Institution
      Hitotsubashi University
  •  応用数学の日本・イタリア研究集会のための企画調査研究

    • Principal Investigator
      NAKAMURA Masaaki
    • Project Period (FY)
      2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Nihon University
  •  Research on the Navier-Stokes equation and the related topics on the nonlinear differential equations

    • Principal Investigator
      MASUDA Kyuya
    • Project Period (FY)
      2003 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Global analysis
    • Research Institution
      Meiji University
  •  Research of the Navier-Stokes exterior problem by using dual semigmups and the Lorentz spaces

    • Principal Investigator
      YAMAZAKI Masao
    • Project Period (FY)
      2001 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Waseda University
      Hitotsubashi University
  •  Study on the global behavior of solutions for the fluid equationPrincipal Investigator

    • Principal Investigator
      ISHIMURA Naoyuki
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Global analysis
    • Research Institution
      HITOTSUBASHI UNIVERSITY
  •  Study on Navier-Stokes equations and related nonlinear partial differential equations

    • Principal Investigator
      MASUDA Kyuya
    • Project Period (FY)
      2000 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Global analysis
    • Research Institution
      Meiji University
  •  相転移と自由境界問題

    • Principal Investigator
      儀我 美一
    • Project Period (FY)
      1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Global analysis
    • Research Institution
      Hokkaido University
  •  Research of the Navier-Stokes equations by using the theory of Fourier analysis and semigroup theory

    • Principal Investigator
      YAMAZAKI Masao
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Hitotsubashi University
  •  Study on Navier-Stokes equations and related nonlinear partial differential equations

    • Principal Investigator
      MASUDA Kyuya
    • Project Period (FY)
      1998 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Global analysis
    • Research Institution
      Meiji University
      Tohoku University
  •  Studies on the structure of the lattice of clones consisting of multiple-valued logical functions

    • Principal Investigator
      MACHIDA Hajime
    • 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
      Hitotsubashi University
  •  応用領域にあらわれる非線型偏微分方程式の研究Principal Investigator

    • Principal Investigator
      石村 直之
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Hitotsubashi University
  •  Mathematical Studies of melting, solidification and growth phenomena in material science

    • Principal Investigator
      MIURA Masayasu
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Hiroshima University
      The University of Tokyo
  •  Vertex operator algebras with group action

    • Principal Investigator
      YAMADA Hiromichi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Algebra
    • Research Institution
      Hitotsubashi University
  •  Research on the Navier-Stokes equations by interpolation spaces and perturbation theory.

    • Principal Investigator
      YAMAZAKI Masao
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Hitotsubashi University
  •  Hardy空間と補間理論を用いる偏微分方程式の研究

    • Principal Investigator
      YAMAZAKI Masao
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Hitotsubashi University
  •  物理学および工学と関連する非線型偏微分方程式の研究Principal Investigator

    • Principal Investigator
      石村 直之
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Hitotsubashi University
  •  物理学工学と関連する非線型偏微分方程式の研究Principal Investigator

    • Principal Investigator
      石村 直之
    • Project Period (FY)
      1995
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  非線形現象に関連した非線形偏微分方程式における解の特異性の生成とその性質

    • Principal Investigator
      堤 誉志雄
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      The University of Tokyo
  •  幾何学と関連する非線型偏微分方程式の研究Principal Investigator

    • Principal Investigator
      石村 直之
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      解析学
    • Research Institution
      The University of Tokyo
  •  幾何学と関連した非線型偏微分方程式の研究Principal Investigator

    • Principal Investigator
      石村 直之
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      解析学
    • Research Institution
      The University of Tokyo
  •  GEOMETRIC STUDY OF VARIATIONS ON INFINITE DIMENSIONAL MANIFOLDS

    • Principal Investigator
      OCHIAI Takushiro
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      Geometry
    • Research Institution
      THE UNIVERSITY OF TOKYO
  •  Study of Nonlinear Partial Differential Equations from the View Point of Functional Analysis

    • Principal Investigator
      MASUDA Kyuya
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      University of Tokyo

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 Other

All Journal Article Presentation Book Other

  • [Book] 東京大学工学教程 基礎系数学 非線形数学2016

    • Author(s)
      吉田善章,永長直人,石村直之,西成活裕
    • Total Pages
      212
    • Publisher
      丸善出版
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Book] 東京大学工学教程 基礎系数学 非線形数学2016

    • Author(s)
      吉田善章、永長直人、石村直之、西成活裕
    • Total Pages
      212
    • Publisher
      丸善出版
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Book] 確率微分方程式入門2014

    • Author(s)
      石村直之
    • Total Pages
      168
    • Publisher
      共立出版
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Book] Primary大学ノートよくわかる基礎数学2012

    • Author(s)
      石村直之,他6名
    • Total Pages
      118
    • Publisher
      実教出版
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Book] Primary大学ノートよくわかる微分積分2011

    • Author(s)
      石村直之,他6名
    • Total Pages
      126
    • Publisher
      実教出版
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Book] Primary大学ノート よくわかる線形代数2011

    • Author(s)
      石村直之,他6名
    • Total Pages
      119
    • Publisher
      実教出版
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Efficient numerical computation of the ruin probability2023

    • Author(s)
      Soutome Hiroko、Ishimura Naoyuki、Imai Hitoshi
    • Journal Title

      Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

      Volume: 2023 Issue: 0 Pages: 35-40

    • DOI

      10.5687/sss.2023.35

    • ISSN
      2188-4730, 2188-4749
    • Year and Date
      2023-03-24
    • Language
      English
    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] Efficient numerical computation of the ruin probability2023

    • Author(s)
      Hiroko Soutome, Naoyuki Ishimura, Hitoshi Imai
    • Journal Title

      Proceedings of the 54th ISCIE International Symposium on Stochastic Systems Theory and Its Applications Nara, Oct. 14-15, 2022

      Volume: 54 Pages: 3540-3540

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] Remarks on a copula‐based conditional value at risk for the portfolio problem2023

    • Author(s)
      Molina Barreto Andres Mauricio、Ishimura Naoyuki
    • Journal Title

      Intelligent Systems in Accounting, Finance and Management

      Volume: 30 Issue: 3 Pages: 150-170

    • DOI

      10.1002/isaf.1540

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] On a determination formula for the estimation of copula-based Value at Risk2022

    • Author(s)
      Andres Mauricio Molina Barreto, Naoyuki Ishimura, and Koichiro Takaoka
    • Journal Title

      Proceedings of the 53rd International Symposium on Stochastic Systems Theory and its Applications, https://www.jstage.jst.go.jp/browse/sss/-char/en

      Volume: 2022 Pages: 86-92

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] Global in space numerical computation of the ruin probability2022

    • Author(s)
      Hiroko Soutome, Naoyuki Ishimura, Hitoshi Imai
    • Journal Title

      Advances in Mathematical Sciences and Applications

      Volume: 31 Pages: 397406-397406

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] Copula-based estimation of Value at Risk for the portfolio problem2021

    • Author(s)
      Andres Mauricio Molina Barreto and Naoyuki Ishimura
    • Journal Title

      Proceedings of the Forum "Math-for-Industry" 2018 (Cheng J., Dinghua X., Saeki O., Shirai T. (eds))

      Volume: 35 Pages: 1-13

    • DOI

      10.1007/978-981-16-5576-0_1

    • ISBN
      9789811655753, 9789811655760
    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] Risk calculating for financial institutions2020

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      Impact, www.impact.pub

      Volume: December Pages: 48-50

    • Open Access
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] A determination formula on the copula-based estimation of Value at Risk for the portfolio problem2020

    • Author(s)
      Andres Mauricio Molina Barreto and Naoyuki Ishimura
    • Journal Title

      Proceedings of RSU International Research Conference 2020

      Volume: 6 Pages: 1236-1246

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Journal Article] Time evolution of copulas and foreign exchange markets2018

    • Author(s)
      Ivan Kupka, Jozef Kisel'ak, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, and Milan Stehlik
    • Journal Title

      Information Sciences

      Volume: 467 Pages: 163-178

    • DOI

      10.1016/j.ins.2018.07.052

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Journal Article] Evolution of multivariate copulas in continuous and discrete processes2018

    • Author(s)
      Yasukazu Yoshizawa and Naoyuki Ishimura
    • Journal Title

      Intelligent Systems in Accounting, Finance and Management

      Volume: 25 Issue: 1 Pages: 44-59

    • DOI

      10.1002/isaf.1420

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Journal Article] ON THE CONVERGENCE OF DISCRETE PROCESSES WITH MULTIPLE INDEPENDENT VARIABLES2017

    • Author(s)
      Ishimura, N. and Yoshida, N.
    • Journal Title

      The ANZIAM Journal

      Volume: 印刷中 Issue: 3-4 Pages: 379-385

    • DOI

      10.1017/s1446181116000389

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16J02354, KAKENHI-PROJECT-15K04992
  • [Journal Article] Numerical limit and its application to a blow-up problem related to default risk2017

    • Author(s)
      Yuya Sasaki, Hiroko Soutome, Hitoshi Imai, and Naoyuki Ishimura
    • Journal Title

      Advances in Mathematical Sciences and Applications

      Volume: 26 Pages: 29-38

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Journal Article] Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates2017

    • Author(s)
      Naoyuki Ishimura and Yasukazu Yoshizawa
    • Journal Title

      Springer Lecture Notes in Computer Sciences

      Volume: 10187 Pages: 350-357

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Journal Article] Risk estimation model on epidemic outbreaks for an insurer2016

    • Author(s)
      Naoyuki Ishimura, Daniel Komadel, Yasukazu Yoshizawa
    • Journal Title

      ASTIN Colloquium 2016(http://www.actuaries.org/lisbon2016/papers/19.NaoyukiIshimuraPaper.pdf)

      Volume: 2016

    • Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Journal Article] Remarks on the Optimal Portfolio Problem in Discrete Variables with Multiple Stochastic Processes2016

    • Author(s)
      Yoshida, N. and Ishimura, N.
    • Journal Title

      International Journal of Modeling and Optimization

      Volume: 6 Issue: 2 Pages: 96-99

    • DOI

      10.7763/ijmo.2016.v6.511

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-16J02354, KAKENHI-PROJECT-15K04992
  • [Journal Article] Estimate on the Risk of Epidemic Outbreaks for an Insurer: A Simple Stochastic Model2015

    • Author(s)
      Chiaki Ishii, Naoyuki Ishimura, takahiko Fujita
    • Journal Title

      International Journal of Modeling and Optimization

      Volume: 5 Issue: 2 Pages: 161-165

    • DOI

      10.7763/ijmo.2015.v5.454

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-15K04992, KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-24540143
  • [Journal Article] Note on the measures of dependence in terms of copulas2014

    • Author(s)
      Ayumi Ida, Naoyuki Ishimura, and MasAki Nakamura
    • Journal Title

      Procedia Economics and Finance

      Volume: 14 Pages: 273-279

    • DOI

      10.1016/s2212-5671(14)00712-6

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Journal Article] A model dynamics of interacting firms, International2013

    • Author(s)
      N. Ishimura and Masa Aki Nakamura
    • Journal Title

      Journal of Applied Physics and Mathematics

      Volume: Vol.3, No.2 Pages: 143-145

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Blow-up behavior of a system of nonlinearODEs.2013

    • Author(s)
      N. Ishimura and Masa Aki Nakamura
    • Journal Title

      Journal of Research Institute of Science and Technology

      Volume: No.130 Pages: 1-8

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] A model dynamics of interacting firms2013

    • Author(s)
      N. Ishimura and M. Nakamura
    • Journal Title

      Inter national journal of Applied physics and mathematics

      Volume: 3, No.2

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Models of the short interest rate in discrete process To appear in Open2013

    • Author(s)
      N. Ishimura and Masa Aki Nakamura
    • Journal Title

      Journal of Applied Sciences.

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Blow-up behavior of a system of nonlinear ODEs2013

    • Author(s)
      N. Ishimura and M. Nakamura
    • Journal Title

      J. research institute of Science and Technology, Nihon University.

      Volume: No. 130

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] On trveling wave solutions to a Hamilton-Jacobi- Bellman equation with inequality constraints2013

    • Author(s)
      Naoyuki Ishimura and Daniel Sevcovic
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 30 Pages: 51-67

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints2013

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 30 Issue: 1 Pages: 51-67

    • DOI

      10.1007/s13160-012-0087-8

    • NAID

      10031155721

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117, KAKENHI-PROJECT-24243031
  • [Journal Article] A model of the instantaneous interest rate in discrete processes2013

    • Author(s)
      Naoyuki Ishimura, Takahiko Fujita, and Masaaki Nakamura
    • Journal Title

      Procedia Economics and Finance

      Volume: 5 Pages: 355-360

    • DOI

      10.1016/s2212-5671(13)00042-7

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-24540143
  • [Journal Article] Models of the short interest rate in discreete process2013

    • Author(s)
      N. Ishimura and M. Nakamura
    • Journal Title

      Open Journal of Applied Sciencs

      Volume: To appear

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Discrete stochastic calculus and its applications: an expository note2012

    • Author(s)
      Takahiko Fujita, Naoyuki Ishimura, and Norihisa Kawai
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16 Pages: 119-131

    • NAID

      40021337015

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Discrete stochastic calculus and its applications: an expository note2012

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16巻 Pages: 119-131

    • DOI

      10.1007/978-4-431-54114-1_6

    • NAID

      40021337015

    • ISBN
      9784431541134, 9784431541141
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Journal Article] Evolution of multivariate copulas in discrete processes2012

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      Procedia Economics and Finance

      Volume: 1巻 Pages: 186-192

    • DOI

      10.1016/s2212-5671(12)00022-6

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Journal Article] Evolution of multivariate copulas in discrete processes2012

    • Author(s)
      Naoyuki Ishimura and Yasukazu Yoshizawa
    • Journal Title

      Procedia Economics and Finance

      Volume: 1 Pages: 186-192

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] On time-dependent bivariate copulas2011

    • Author(s)
      Naoyuki Ishimura and Yasukazu Yoshizawa
    • Journal Title

      Theoretical and Applied Mechanics Japan

      Volume: 59 Pages: 303-307

    • NAID

      130004463782

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Risk Preference Under Stochastic Environment2011

    • Author(s)
      N. Ishimura and M. Nakamura
    • Journal Title

      Proceedings of International Conference of Business Management and Electronic Infomations

      Volume: 1

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Numerical solution of a nonlinear evolution equation for the risk preference2011

    • Author(s)
      Naoyuki Ishimura, M.N.Koleva, L.Vulkov
    • Journal Title

      Lecture Notes in Computer Sciences

      Volume: 6046 Pages: 445-452

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Numerical solutions of a nonlinear evolution equations for the risk preference, in NMA 2010, I.Dimov, S.Dimova and N.Kolkovska (eds.)2011

    • Author(s)
      Naoyuki Ishimura, Lubin.G.Vulkov, and Migela .N.Koleval
    • Journal Title

      Numerical Methods and Applications (Springer Lecture Notes in Computer Sciences)

      Volume: Vol.6046 Pages: 445-452

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Traveling wave solutions to the nonlinear evolution equation for the risk preference2011

    • Author(s)
      Naoyuki Ishimura and Sakkakom Maneenop
    • Journal Title

      JSIAM Letters

      Volume: 3 Pages: 25-28

    • NAID

      130000674203

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Risk Preference Under Stochastic Environment2011

    • Author(s)
      N. Ishimura and Masa Aki Nakamura
    • Journal Title

      The Proceedings of 2011International Conference on Business Mangementand Electopric Information

      Volume: vol.1 Pages: 668-670

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Evolution of bivariate copulas in discrete processes2011

    • Author(s)
      Naoyuki Ishimura and YasukazuYoshizawa
    • Journal Title

      JSIAM Letters

      Volume: 3 Pages: 77-80

    • NAID

      130001390403

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] NakamuraNumerical study on the systems of nonlinear ordinary differential equations for default risk model2010

    • Author(s)
      M.Inoue, N.Ishimura and Masa Aki
    • Journal Title

      The Proceedings 2010 IEEE 17th International Conference on Industrialengineering and Engineering Management.

      Pages: 1066-1069

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Numerical study on the systems of nonlinear ordinary differential equations for default risk model2010

    • Author(s)
      M.Inoue, N.Ishimura, Masa Aki Nakamura
    • Journal Title

      The Proceedings 2010 IEEE 17th International Conference on Industrial Engineering and Engineering Management.

      Pages: 1066-1069

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Numerical analysis of default risks2010

    • Author(s)
      井上学, 石村直之, 中村正彰
    • Journal Title

      第59回理論応用力学講演会講演論文集

      Pages: 283-284

    • NAID

      130004604494

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Numerical analysis of default risks2010

    • Author(s)
      井上学,石村直之,中村正彰
    • Journal Title

      第59回理論応用力学講演会講演論文集

      Pages: 283-284

    • NAID

      130004604494

    • Data Source
      KAKENHI-PROJECT-21540147
  • [Journal Article] Numerical solution via transformation methods of nonlinear models in option pricing2010

    • Author(s)
      Naoyuki Ishimura, M.N.Koleva, L.Vulkov
    • Journal Title

      American Institute of Physics Conference Proceedings

      Volume: 1301 Pages: 387-394

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs2010

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 17 Pages: 241-259

    • NAID

      120006549443

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] A note on the optimal portfolio problem in discrete processes2009

    • Author(s)
      Naoyuki Ishimura, Yuji Mita
    • Journal Title

      Kybernetika 45

      Pages: 681-688

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] A note on the optimal portfolio problem in discrete processes2009

    • Author(s)
      Naoyuki Ishimura and Yuji Mita
    • Journal Title

      Kybernetika

      Volume: 45 Pages: 681-688

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Global in space numerical computation for the nonlinear Black-Scholes equation, in "Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing,"2009

    • Author(s)
      Naoyuki Ishimura and Hitoshi Imai
    • Journal Title

      Edited by Matthias Ehrhardt, Nova Science Publishers Inc., New York

      Pages: 219-242

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Journal Article] Existence for the nonlinear partial differential equation arising in the optimal investment problem2008

    • Author(s)
      R.Abe, N.Ishimura
    • Journal Title

      Proc.Japan Acad.Ser.A 84

      Pages: 11-14

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Journal Article] Existence for the nonlinear partial differential equation arising in the optimal investment problem2007

    • Author(s)
      A.Abe, N.Ishimura
    • Journal Title

      Proceedings of the Japan Academy 17

      Pages: 11-14

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Journal Article] Primary University Notes2007

    • Author(s)
      T.Fujita, N.Ishimura, A.Fujioka
    • Journal Title

      Basic Calculus(Jikkyo syuppan)

      Pages: 104-104

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs.2007

    • Author(s)
      H. Imai, N. Ishimura, I. Mottate, M. Nakamura
    • Journal Title

      Kybernetika vol.43

      Pages: 807-815

    • NAID

      120000819031

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Journal Article] Primary University Notes2007

    • Author(s)
      T.Fujita, N.Ishimura, A.Fujioka
    • Journal Title

      Basic Linear Algebra(Jikkyo syuppan)

      Pages: 95-95

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs2007

    • Author(s)
      H.Imai, Nishimura, H.Sakaguchi
    • Journal Title

      Kybernetik 43

      Pages: 807-815

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Journal Article] Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs2007

    • Author(s)
      H.Imai, N.Ishimura, H.Sakaguchi
    • Journal Title

      Kybernitika 43

      Pages: 807-815

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Journal Article] Exact solutions of a model for asset prices by K. Takaoka2006

    • Author(s)
      N.Ishimura, T.-H Sakaguchi
    • Journal Title

      Asia-Pacific Financial Markets 11

      Pages: 445-451

    • NAID

      120000814904

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Bifurcation of steady states for the Eguchi-Oki-Matsumura model of phase separation2006

    • Author(s)
      Naoyuki ISHIMURA, Ken-Ichi NAKAMURA, MasaAki NAKAMURA
    • Journal Title

      Applicable Analysis 85・6-7

      Pages: 831-843

    • NAID

      120006933453

    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Bifurcations of steady state for the Eguchi-Oki Matsumura model of phase separation2006

    • Author(s)
      N.Ishimura, K.-I.Nakamura, M.A.Nakamura
    • Journal Title

      Applicable Analysis 85

      Pages: 831-843

    • NAID

      120006933453

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Exact solutions of a model for asset prices by K. Takaoka2006

    • Author(s)
      Naoyuki ISHIMURA et al.
    • Journal Title

      Asia-Pacific Financial Markets 11

      Pages: 445-451

    • NAID

      120000814904

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] On the Hoggard-Whalley-Wilmott equation for the pricing of options with taransaction costs2006

    • Author(s)
      H.Imai, N.Ishimura, M.Nkamura
    • Journal Title

      Asia-Pacific Financial Market 13

      Pages: 315-326

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Journal Article] Exact solutions of a model for asset prices by K.Takaoka2006

    • Author(s)
      Naoyuki ISHIMURA, Toshi-Hiko SAKAGUCHI
    • Journal Title

      Asia-Pacific Financial Markets 11・4

      Pages: 445-451

    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Bifurcations of steady state for the Eguchi-Oki-Matsumura model of phase separation2006

    • Author(s)
      Naoyuki ISHIMURA et al.
    • Journal Title

      Applicable Analysis 85

      Pages: 831-843

    • NAID

      120006933453

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Singular perturbation problem for steady state solutions to a model equation of phase separation2005

    • Author(s)
      T.Hanada, N.Ishimura, M.A.Nakamura
    • Journal Title

      Zeitshrift fur Angewandte Mathematik and Mechanik 85

      Pages: 896-903

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] On the Eguchi-Oki-Matsumura equations for phase separation in one space dimension.2005

    • Author(s)
      N.Ishimura
    • Journal Title

      SIAM J.Math.Anal. 36

      Pages: 463-478

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Singular perturbation problem for steady state solutions to a model Equation of phase separation2005

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      Z.Angew.Math.Mech. 85

      Pages: 896-903

    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Singular perturbation problem for steady state solutions to a model equation of phase separation2005

    • Author(s)
      Takao HANADA, Naoyuki ISHIMURA, Masaaki NAKAMURA
    • Journal Title

      Zeitshrift Angewandte Mathematik und Mechanik (ZAMM) 85巻・12号

      Pages: 896-903

    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] On the Eguchi-Matsumura equation for phase separation in one space dimension2005

    • Author(s)
      Naoyuki Ishimura
    • Journal Title

      SIAM Jurnal of Mathematical Analysis 36

      Pages: 463-478

    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] On the Eguchi-Oki-Matsumura equations for phase separation in one space dimension2005

    • Author(s)
      N.Ishimura
    • Journal Title

      SIAM Journal of Math. Analysis 36

      Pages: 462-478

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Singular perturbation problem for steady state solutins to a model equation of phase separation2005

    • Author(s)
      N.Ishimura
    • Journal Title

      Z. Angewandte Mathematik und Math. Mech. 85

      Pages: 898-903

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] On the Eguchi-Oki-Matsumura equation for phase separation in one space dimension2005

    • Author(s)
      Naoyuki ISHIMURA, Takao HANADA, MasaAki NAKAMURA
    • Journal Title

      SIAM Journal on Mathematical Analysis 36

      Pages: 463-478

    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Singular perturbation problem for steady state solutions to a model equation of phase separation2005

    • Author(s)
      N.Ishimura
    • Journal Title

      Z.Angew.Math.Mech. 85

      Pages: 896-903

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] On the Eguchi-Oki-Matsumura equations for phase separation in one space dimension2005

    • Author(s)
      N.Ishimura, T.Hanada, M.Nakamura
    • Journal Title

      SIAM J. Math. Anal. 36

      Pages: 463-478

    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] An elementary approach to the analysis of exact solutions for the Navier-Stokes stagnation flows with slips2004

    • Author(s)
      N.Ishimura, T.K.Ushijima
    • Journal Title

      Archive der Mathematik 82

      Pages: 432-441

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] An elementary approach to the analysis of exact solutions for the Navier-Stokes stagnation flows with slips2004

    • Author(s)
      N.Ishimura
    • Journal Title

      Archiv der Mathematik 82

      Pages: 432-441

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Stable finite difference scheme for a model equation of phase separation2004

    • Author(s)
      T.Hanada, N.Ishimura, M.A.Nakamura
    • Journal Title

      A.pplied Mathematics and Computation 151

      Pages: 95-104

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] An elementary approach to the analysis of exact solutions for the Navier-Stokes stagnation flows flows with slips2004

    • Author(s)
      N.Ishimura, T.K.Ushijima
    • Journal Title

      Archiv der Mathematik 36

      Pages: 432-441

    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Self-similar solutions for the kinematic model equation of spiral waves2004

    • Author(s)
      J.-S.Guo, N.Ishimura, C.-C.Wu
    • Journal Title

      Physica D 198

      Pages: 197-211

    • NAID

      120000815950

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Self-similar solutions for the kinematic model equation of spiral waves2004

    • Author(s)
      N.Ishimura, J.Guo, C.C.Wu
    • Journal Title

      Phisica D 198

      Pages: 194-211

    • NAID

      120000815950

    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] One-phase Stefan problems for sublinear heat equations : Asymptotic behavior of solutions2004

    • Author(s)
      T.Aiki, H.Imai, N.Ishimura, Y.Yamada
    • Journal Title

      Communications in Applied Analysis 8

      Pages: 1-15

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] An elementary approach to the analysis of exact solutions for the Navier-Stokes stagnation flows with slips2004

    • Author(s)
      Naoyuki ISHIMURA et al.
    • Journal Title

      Archive der Mathematik 82

      Pages: 432-441

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Self-similar solutions for the kinematic model equation of spiral waves2004

    • Author(s)
      Naoyuki ISHIMURA, Jong-Shenq GUO, Chin-Chin WU
    • Journal Title

      Physica D 198

      Pages: 197-211

    • NAID

      120000815950

    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] On the Eguchi-Oki-Matsumura equation for phase separation in one space dimension2004

    • Author(s)
      T.Hanada, N.Ishimura, M.A.Nakamura
    • Journal Title

      SIAM Journal on Mathematical Analysis 36

      Pages: 463-478

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Stable finite difference scheme for a model equation of phase separation2004

    • Author(s)
      N.Ishimura
    • Journal Title

      Appl.Math.and Computation 151

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] An elementary approach to the analysis of exact solutions for the Navier-Stokes stagnation flows with slips2004

    • Author(s)
      Naoyuki ISHIMURA, TaKeo K., USHIJIMRA
    • Journal Title

      Archive der Mathematik 82

      Pages: 432-441

    • Data Source
      KAKENHI-PROJECT-16540184
  • [Journal Article] Self-similar solutions for the kinematic model equation of spiral waves2004

    • Author(s)
      N.Ishimura
    • Journal Title

      Physica D 198

      Pages: 197-211

    • NAID

      120000815950

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] An elementary approach to the analysis of ezact solutions for the Naiver-Stokes stagnation flows with slips.2004

    • Author(s)
      N.Ishimura
    • Journal Title

      Archiv der Mathematik 82

      Pages: 432-441

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Blow-up solutions of the Blasius equations2003

    • Author(s)
      N.Ishimura
    • Journal Title

      Discrete and Coninuous Dynamical Systems 9

      Pages: 985-992

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540215
  • [Journal Article] Mathematics of finacial technology

    • Author(s)
      N. Ishimura
    • Journal Title

      Aplied Mathematical. Science vol.17, no.1, no.2(in Japanese)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Presentation] Insurance design for epidemic outbreaks involving Cramer-Lundberg model2024

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Computational Finance (ICCF24)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Presentation] Global in space numerical computation of the integral equations with application to the ruin probability2024

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      16th International Conference on Computer Research and Development (ICCRD)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Presentation] Efficient numerical scheme of the integral equations with application to the ruin probability2023

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      The 13th International Conference on Applied Physics and Mathematics (Singapore)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Presentation] Efficient numerical computation of the ruin probability2022

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      5th European Actuarial Journal Conference (Tartu, Estonia)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Presentation] On a determination formula for the estimation of copula-based Value at Risk2022

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      12th International Conference on Applied Physics and Mathematics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-20K03737
  • [Presentation] Evolution of copulas in discrete and continuous processes2019

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Applied Physics and Mathematics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] Evolution of copulas in discrete processes with application to the analysis of dependence relation between exchange rates2018

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      Annual Meeting of Taiwan Society for Industrial and Applied Mathematics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] Mathematical models for estimating the risk of epidemic outbreaks2018

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      2018 8th International Conference on Applied Physics and Mathematics
    • Invited
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] 社会現象を記述する微分方程式2017

    • Author(s)
      石村直之
    • Organizer
      2017年度東京大学大学院数理科学研究科公開講座「現象を記述する微分方程式」
    • Invited
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] Discrete Stochastic Calculus and it Applications2017

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      2017 7th International Conference on Applied Physics and Mathematics (ICAPM 2017)
    • Place of Presentation
      Surugadai Memorial Hall, Tokyo
    • Year and Date
      2017-01-21
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] Evolution of copulas in discrete processes with application to numerical modeling2016

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      NAA 16: 6th Conference on Numerical Analysis and Applications
    • Place of Presentation
      Lozenetz, Bulgaria
    • Year and Date
      2016-06-17
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] Recent Development of the Theory of Copulas and its Applications2016

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      2016 6th International Conference on Applied Physics and Mathematics (ICAPM 2016)
    • Place of Presentation
      Quality Hotel, Singapore
    • Year and Date
      2016-01-14
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04992
  • [Presentation] Recent Development of the Theory of Copulas and its Applications2016

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      2016 6th International Conference on Applied Physics and Mathematics
    • Place of Presentation
      バレスティアロード(シンガポール)
    • Year and Date
      2016-01-14
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] Note on the measures of dependence in terms of copulas2014

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Applied Economics, ICOAE 2014
    • Place of Presentation
      Mediterranean Agronomic Institute of Chania(Crete, Greece)
    • Year and Date
      2014-07-05
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] Evolution of copulas and its applications2014

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      Actuarial and Financial Mathematics 2014
    • Place of Presentation
      Academy palace, Brussels, Belgique
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] Evolution of copulas and its applications2014

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      Conference on Partial Differential Equations, COPDE 2014
    • Place of Presentation
      Convention Centre Abbazia di Novacella(Novacella, Italy)
    • Year and Date
      2014-05-29
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] Copulas and the information management2014

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      6th International conference on computer research and development (ICCRD 2014)
    • Place of Presentation
      Muong Thanh Hanoi Hotel, Hanoi, Vietnam
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] Models of the short interest rate in discrete processes2013

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      2013 Spring world congress on Engineering and Technology (SCET 2013)
    • Place of Presentation
      Optics Valley Kingdom Plaza Hotel, Wuhan, China
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] A model of the instantaneous interest rate in discrete processes2013

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Applied Economics 2013 (ICOAE 2013)
    • Place of Presentation
      Beskitas University, Istanbul, Turkey
    • Data Source
      KAKENHI-PROJECT-24243031
  • [Presentation] Attractors for the Magnetic Benard System2012

    • Author(s)
      N.Ishimura and Masa Aki Nakamura
    • Organizer
      The second International Conference on Electric information and control Engineering.
    • Place of Presentation
      Jiujiang, China
    • Year and Date
      2012-04-07
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Presentation] Evolution of multivariate copulas in discrete processes2012

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Applied Economics
    • Place of Presentation
      Uppsala, Sweden
    • Year and Date
      2012-06-29
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] Evolution of copulas in discrete processes with asymmetrical weight2012

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      2012 Conference on Ease Asia Finance
    • Place of Presentation
      Taipei, Taiwan
    • Year and Date
      2012-05-27
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] An ODE system describing the default risk2012

    • Author(s)
      M.Inoue, N.Ishimura and M.Nakamura
    • Organizer
      西安交通大学学樹講演会
    • Place of Presentation
      西安交通大学
    • Year and Date
      2012-03-13
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Presentation] On the time evolution of bivariate copulas2011

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      Financial and Actuarial Mathematics 2011
    • Place of Presentation
      Sofia, Bulgaria
    • Year and Date
      2011-08-27
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] On the evolution of bivariate copulas2011

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      Financial and Actuarial Mathematics 2011
    • Place of Presentation
      Metropolitan Hotel, Sofia, Bulgaria
    • Year and Date
      2011-08-26
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] Mathematics education of financial engineering in the university for social sciences2010

    • Author(s)
      Naoyuki Ishimura, Katsunori Itai, andTsunemasa Shiba
    • Organizer
      The 5th East Asia Regional Conference on Mathematics Education (EARCOME 5)
    • Place of Presentation
      Tokyo, Japan
    • Year and Date
      2010-08-20
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] Ontime-parametrized bivariate copulas2010

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      Czech-Japanese Seminar in applied Mathematics 2010
    • Place of Presentation
      Prague and Telc, Czech
    • Year and Date
      2010-09-02
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] Numerical approach to the ODE system for the default risk model2010

    • Author(s)
      N.Ishimura and M. Nakamura
    • Organizer
      Czech-Japanese Seminar in Applied Mathematics
    • Place of Presentation
      Czech Technical University. Prague. Czech.
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Presentation] Numerical analysis of default risks2010

    • Author(s)
      井上学,石村直之,中村正彰
    • Organizer
      第59回理論応用力学講演会,学術会議.
    • Year and Date
      2010-06-07
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Presentation] Numerical analysis of default risks2010

    • Author(s)
      井上学, 石村直之, 中村正彰
    • Organizer
      第59回理論応用力学講演会
    • Place of Presentation
      (学術会議)
    • Year and Date
      2010-06-07
    • Data Source
      KAKENHI-PROJECT-21540147
  • [Presentation] On the dynamics ofdefault intensities2009

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Reaction-Diffusion Systems and Viscosity Solutions
    • Place of Presentation
      Providence University, Taiwan
    • Year and Date
      2009-07-18
    • Data Source
      KAKENHI-PROJECT-21540117
  • [Presentation] Numehcal treatment of the nollhnear Black-Scholes equations in the presence of transaction costs2007

    • Author(s)
      NJshimura(石村 直之)
    • Organizer
      Numerics of Finance
    • Place of Presentation
      Commerzbank Frankfurt,Germany
    • Year and Date
      2007-11-06
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Presentation] Numerical treatment of the nonlinear Black-Scholes equations in the presence of transaction costs.2007

    • Author(s)
      N. Ishimura
    • Organizer
      Numerics of Finance.
    • Place of Presentation
      Commerz-Bank, Germany
    • Year and Date
      2007-06-11
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-18540222
  • [Presentation] Evolution of multivariate copulas in discrete processes

    • Author(s)
      Naoyuki Ishimura
    • Organizer
      International Conference on Applied Economics 2012
    • Place of Presentation
      Swedish University of Aguricultural Science, Uppsala, Sweden
    • Data Source
      KAKENHI-PROJECT-21540117
  • []

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