Hayashi Masafumi 林正史

… Alternative Names

林正史ハヤシマサフミ

HAYASHI Masafumi 林正史

Less

Researcher Number	90532549
Other IDs
Affiliation (Current)	2025: 琉球大学, 理学部, 准教授
Affiliation (based on the past Project Information) *help	2019 – 2023: 琉球大学, 理学部, 准教授 2014 – 2016: 琉球大学, 理学部, 助教 2014: 琉球大学, 理工学研究科, 助教
Review Section/Research Field	Principal Investigator Basic Section 12010:Basic analysis-related / Basic analysis Except Principal Investigator Basic Section 12010:Basic analysis-related / Basic analysis / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 確率微分方程式 / 確率解析 / 数値計算 / マルコフ連鎖 / 無限分解可能分布 / 確率過程論 / 不連続な係数の確率微分方程式 / 境界条件付確率微分方程式 / パラメトリックス / マリアバン解析 … More Except Principal Investigator … More 確率微分方程式 / 周遊理論 / レヴィ過程 / 拡散過程 / 極限定理 / 確率過程論 / レビー過程 / 漸近展開 / マリアバン解析 / ジャンプ過程 / 確率解析 / 近似 / BSDE / 密度関数 / Multi-levelモンテカルロ方法 / 確率変数 / Malliavin解析 / ジャンプ型モデル / 無限次元解析 / 数値解析 / シミュレーション / 確率過程 Less

特異性を持つ確率微分方程式の解析Principal Investigator
- Principal Investigator
  
  林正史
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  University of the Ryukyus
Limit theorems for diffusions, Levy processes and their variants with their applications
- Principal Investigator
  
  Yano Kouji
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  Kyoto University
Stochastic analysis for singular Wiener functionalPrincipal Investigator
- Principal Investigator
  
  Hayashi Masafumi
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Basic analysis
- Research Institution
  University of the Ryukyus
Non-smooth stochastic differential equations: Applications to numerical simulations
- Principal Investigator
  
  KOHATSU HIGA Arturo
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ritsumeikan University
stochastic analysis for jump processes and their asymptotic expansions
- Principal Investigator
  
  ISHIKAWA Yasushi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University

All 2024 2023 2022 2021 2019 2015 2014 2013 2012

All Journal Article Presentation

[Journal Article] Space-time boundedness and asymptotic behaviors of the densities of CME-subordinators2024
- Author(s)
  Hayashi Masafumi、Takeuchi Atsushi、Yamazato Makoto
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 167 Pages: 104232-104232
- DOI
  10.1016/j.spa.2023.104232
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03641, KAKENHI-PROJECT-21K03272
[Journal Article] Rate of moment convergence in the central limit theorem for the elephant random walk2023
- Author(s)
  Hayashi Masafumi、Oshiro So、Takei Masato
- Journal Title
  
  Journal of Statistical Mechanics: Theory and Experiment
  
  Volume: 2023 Issue: 2 Pages: 023202-023202
- DOI
  10.1088/1742-5468/acb265
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K03272, KAKENHI-PROJECT-22K03333, KAKENHI-PROJECT-19H01791, KAKENHI-PROJECT-19K03514, KAKENHI-PROJECT-19H01793
[Journal Article] Regularity of the Local Time of Diffusions on the Positive Real Line with Reflection at Zero2019
- Author(s)
  Hayashi Masafumi
- Journal Title
  
  Communications on Stochastic Analysis
  
  Volume: 13 Issue: 1 Pages: 1-25
- DOI
  10.31390/cosa.13.1.02
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19H01791
[Journal Article] Holder continuity property of the densities of SDEs with singular drift coefficients2014
- Author(s)
  Masafumi Hayashi and Arturo Kohatsu and Go Yuki
- Journal Title
  
  Electron. J. Probab
  
  Volume: 19 Issue: none Pages: 1-22
- DOI
  10.1214/ejp.v19-2609
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24340022, KAKENHI-PROJECT-26800061
[Journal Article] On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Levy Processes2013
- Author(s)
  Masafumi Hayashi and Kouji Yano
- Journal Title
  
  Abstract and Applied Analysis
  
  Volume: 2013 Pages: 1-12
- DOI
  10.1155/2013/463857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24340022, KAKENHI-PROJECT-24540390
[Journal Article] Smoothness of the distribution of the supremum of a multi-dimensional diffusion process2013
- Author(s)
  M. Hayashi and A. Kohatsu-Higa
- Journal Title
  
  Potential Analysis
  
  Volume: 38(1) Issue: 1 Pages: 277-309
- DOI
  10.1007/s11118-011-9263-8
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24340022
[Journal Article] Local Holder continuity property of the densities of solutions of SDEs with singular coefficients2013
- Author(s)
  M. Hayashi, A. Kohatsu-Higa and G. Yuki.
- Journal Title
  
  Tb appear in Journal of Theoretical Probability
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24340022
[Journal Article] Local Holder Continuity Property of the Densities of Solutions of SDEs with Singular Coefficients2013
- Author(s)
  M. Hayashi, A. Kohatsu-Higa and G. Yuki
- Journal Title
  
  Journal of Theoretical Probability
  
  Volume: Volume 26, Number 4 Issue: 4 Pages: 1117-1134
- DOI
  10.1007/s10959-012-0430-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24340022
[Journal Article] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion2012
- Author(s)
  M. Hayashi and Y. Ishikawa
- Journal Title
  
  Mathematiche Nachrichten
  
  Volume: 285 Issue: 5-6 Pages: 619-658
- DOI
  10.1002/mana.200910194
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540175
[Presentation] Space-time boundedness and asymptotic behaviors of the den- sities of CME-subordinators2023
- Author(s)
  Hayashi Masafumi
- Organizer
  Seminar at VIASM, Hanoi Vietnam
- Data Source
  KAKENHI-PROJECT-21K03272
[Presentation] Elephant random walkに対する中心極限定理におけるモーメント収束の速さについて2022
- Author(s)
  林　正史
- Organizer
  日本数学会2022年度年会
- Data Source
  KAKENHI-PROJECT-21K03272
[Presentation] Elephant random walk に対する中心極限定理におけるモーメント収束の速さについて2022
- Author(s)
  林正史
- Organizer
  日本数学会年会2022年度年会統計数学分科会
- Data Source
  KAKENHI-PROJECT-19H01791
[Presentation] エレファントランダムウォークの高次モーメントの漸近挙動について2021
- Author(s)
  林　正史
- Organizer
  無限粒子系、確率場の諸問題XVI
- Data Source
  KAKENHI-PROJECT-21K03272
[Presentation] エレファントランダムウォークの高次モーメントの漸近挙動について2021
- Author(s)
  林正史
- Organizer
  無限粒子系、確率場の諸問題XVI
- Data Source
  KAKENHI-PROJECT-19H01791
[Presentation] 特異性のある確率微分方程式について2015
- Author(s)
  林正史
- Organizer
  神戸Workshop 格子上の確率解析とその周辺
- Place of Presentation
  神戸大学理学部
- Year and Date
  2015-03-18
- Invited
- Data Source
  KAKENHI-PROJECT-26800061
[Presentation] 不連続なドリフト項をもつ拡散過程の推移密度関数の評価について2015
- Author(s)
  林正史
- Organizer
  第五回数理ファイナンス合宿型セミナー
- Place of Presentation
  クロスウェーブ府中
- Year and Date
  2015-11-06
- Invited
- Data Source
  KAKENHI-PROJECT-26800061
[Presentation] 特異性のある確率微分方程式について2015
- Author(s)
  林正史
- Organizer
  神戸Workshop 格子上の確率解析とその周辺
- Place of Presentation
  神戸大学理学部 (兵庫県）
- Year and Date
  2015-03-18
- Data Source
  KAKENHI-PROJECT-24340022

1. KOHATSU HIGA Arturo (80420412)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. AKAHORI Jiro (50309100)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. NINOMIYA Syoichi (70313377)

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. TAKEUCHI Atsushi (30336755)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
6. YASUDA Kazuhiro (80509638)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. NAKATSU Tomonori (50732898)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. TANAKA Hideyuki (20732895)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. ISHIKAWA Yasushi (70202976)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
10. YAMANOBE Takanobu (00322800)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. Yano Kouji (80467646)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. 佐久間紀佳 (70610187)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 塚田大史 (40827854)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 植田優基 (40878120)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 山崎和俊 (50554937)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. 矢野裕子 (10337462)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. KOHATSU-HIGA Arturo

# of Collaborated Projects: 0 results

# of Collaborated Products: 5 results

Hayashi Masafumi 林 正史

林 正史 ハヤシ マサフミ

HAYASHI Masafumi 林 正史

Research Projects

Research Products

Co-Researchers

特異性を持つ確率微分方程式の解析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Limit theorems for diffusions, Levy processes and their variants with their applications

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Stochastic analysis for singular Wiener functionalPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Non-smooth stochastic differential equations: Applications to numerical simulations

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

stochastic analysis for jump processes and their asymptotic expansions

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Space-time boundedness and asymptotic behaviors of the densities of CME-subordinators2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Rate of moment convergence in the central limit theorem for the elephant random walk2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Regularity of the Local Time of Diffusions on the Positive Real Line with Reflection at Zero2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Holder continuity property of the densities of SDEs with singular drift coefficients2014

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Levy Processes2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Smoothness of the distribution of the supremum of a multi-dimensional diffusion process2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Local Holder continuity property of the densities of solutions of SDEs with singular coefficients2013

Author(s)

Journal Title

Data Source

[Journal Article] Local Holder Continuity Property of the Densities of Solutions of SDEs with Singular Coefficients2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Composition with distributions of Wiener-Poisson variables and its asymptotic expansion2012

Author(s)

Journal Title

DOI

Data Source

Hayashi Masafumi 林正史

林正史ハヤシマサフミ

HAYASHI Masafumi 林正史