長井 英生  NAGI Hideo

Encyclopedia of Systems and Control

巻: 2 ページ: 1-7

SIAM Journal on Control and Optimization

巻: 56 号: 5 ページ: 3149-3183

10.1137/17m1135864

Interdisciplinary Mathematical Sciences,

巻: 17 ページ: 453-478

Banach Center Publications

巻: 105 ページ: 161-194

10.4064/bc105-0-11

Interdisciplinary Mathematical Scineces

巻: 7 ページ: 453-478

Indiana Univ. Math. J.

巻: 64 号: 3 ページ: 875-913

10.1512/iumj.2015.64.5559

Appl. Math. Optim.

巻: 71 号: 2 ページ: 279-311

10.1007/s00245-014-9258-0

Asia-Pacific Financial Markets

巻: 21 号: 1 ページ: 35-66

10.1007/s10690-013-9176-1

Real Options, Ambiguity, Risk and Insurance, Studies in Probability, OPtimization and Statistics

巻: 5 ページ: 208-231

Appl. Math. Optimization

巻: 67 号: 1 ページ: 33-72

10.1007/s00245-012-9180-2

Annals of Applied Probability

巻: vol.22 号: 2 ページ: 608-669

10.1214/11-aap781

Risk and Decision Analysis

巻: (未定)(掲載確定)

Risk and Decision Analysis

巻: 3 号: 3 ページ: 191-200

10.3233/rda-2011-0058

Quantitative Finance

巻: Vol.11 ページ: 789-803

Quantitative Finance

巻: (掲載確定)

Quantitative Finance

巻: 11 号: 5 ページ: 789-803

10.1080/14697680903341814

Quantitative Finance

巻: (In press)

Annals of Applied Probability

巻: Vol.20 No.1 ページ: 52-89

Encyclopedia of Quantitative Finance, (ed.) R.Cont, John Wiley&Sons Ltd.Chichester

ページ: 1589-1593

Annals of Applied Probability vol.20

ページ: 52-89

Annals of Applied Probability 20

ページ: 52-89

Ann.Appl.Probab. 20

ページ: 52-89

Chichester

ページ: 1589-15931

10.1002/9780470061602.eqf14018

Ann.Appl.Probab.

巻: 20 ページ: 109-114

Quantitative Finance (In press)

Encyclopedia of Quantitative Finance (In press)

Ann. Appl. Probab

巻: 20巻 ページ: 52-89

Encyclopedia of Quantitative Finance, Cont, R.(ed.).John Wiley & Sons Ltd.Chichester, UK

ページ: 1589-1593

Annals of Applied probability

巻: 20 ページ: 52-89

Annals of Applied Probability 20

ページ: 52-89

Annals of Applied Probability

巻: vol.20 号: 1 ページ: 52-89

10.1214/09-aap618

Quantitative Finance (In press)

Progress in Probability

ページ: 493-506

“Progress in Probability" Seminar on stochastic analysis

ページ: 493-506

Progress in Probability" Seminar on stochastic analysis, random fields and applications, edited by Dalang, R.C., et. al. Birkhauser

ページ: 493-506

random fields and applications, edited by Dalang, R.C. et al. Birkhauser

ページ: 493-506

゛Progress in Probability゛ Seminar on stochastic analysis, random fields and applicatiops, ed, Dalang, R.

ページ: 493-506

"Progress in Probability" Seminar on stochastic analysis, random fields and applications,

ページ: 493-506

Progress in Probability

巻: vol.59 ページ: 493-506

random fields and applications, edited by Dalang, R.C., et. al.

ページ: 493-506

"Progress in Probability" Seminar on stochastic analysis, random fields and applications, ed. Dalang, R., et. al.

ページ: 493-506

“Progress in Probability" Seminar on stochastic analysis, random fields and applications

ページ: 493-506

Seminar on Stochastic Analysis, Random Fields and Applications V

巻: 59巻 ページ: 493-506

Stochastic Processes and Applications to Mathematical Finance

ページ: 219-232

Eds. J. Akahori, S. Ogawa and S. Watanabe, "Stochastic Processes and Applications to Mathematical Finance" World Scientific

ページ: 219-232

"'Stochastic Processes and Applications to Mathematlcal Finance", Eds.J.Akahori, S.Ogawa and S.Watanabe, World Scientific

ページ: 219-232

Applied Mathematics and Optimization 55

ページ: 359-384

Applied Mathematics and Optimization

Applied Mathematics and Optimization 55

ページ: 359-384

Appl.Math.Optim. 55

ページ: 359-384

Applied Mathematics and Optimization (in press)

Progress in Probability, Birkhauser (近刊) (to appear in 2007)(確定)

"Stochastic Processes and Applications to Mathematical Finance", Eds. J. Akahori, et. al., World Scientific

ページ: 219-232

Applied Mathematics and Optimization (in press)

Applied Math. and Optim. 55

ページ: 359-384

Applied Mathematics and Optimization (近刊) (to appear in 2007)(確定)

Proceedings of Ritsumeikan Conference on Stochastic proce sses and applications to mathematical finance (in press)

Stochastic Processes and Applications to Mathematical Finance(Eds. J. Akahori, S. Ogawa and S. Watanabe, World Scientific)

ページ: 219-232

Applied Mathematics and Optimization 55

ページ: 359-384

"Stochastic Processes and Applications to Mathematical Finance", Eds. J. Akahori,., World Scientific

ページ: 219-232

"Progress in Probability", Birkhauser (In press)

Asymptotic Analysis 48

ページ: 243-265

Asymptotic Analysis vol.48

ページ: 243-265

数理解析研究所講究録 1462

ページ: 116-130

数理解析研究所講究録 1462

ページ: 116-130

数理解析研究所講究録 1462

ページ: 116-130

Asymptotic Analysis Vol.48

ページ: 243-265

Asymptot.Anal. 48

ページ: 243-265

Asymptotic Analysis vol.48

ページ: 243-265

Asymptotic Analysis vol.48

ページ: 243-265

確率数値解析における諸問題VII 1462

ページ: 116-130

Asymptotic Analysis vol. 48

ページ: 243-265

Asymptotic Analysis vol.48

ページ: 243-265

Suuriken Koukyuuroku 1462

ページ: 116-130

Asymptotic Analysis 48・3

ページ: 243-268

Advanced Studies in Pure Mathematics 41

ページ: 257-278

Stochastic analysis and related topics in Kyoto; Adv. Stud. Pure Math. 41

ページ: 257-278

Stochastic Processes and Applications to Mathematical Finance

ページ: 271-288

Advanced Studies in Pure Mathematics 41

ページ: 257-278

Adv.Stud.Pure Math.,(Math.Soc.Japan, Tokyo,) 41

ページ: 257-278

Stochastic Analysis and Related Topics, Advanced Studies in Pure Mathematics 4

ページ: 257-278

Stochastic Processes and Applications to Mathematical Finance

ページ: 271-288

Stochastic processes and applications to mathematical finance; World Sci. Publ.

ページ: 271-288

Advanced Studies in Pure Mathematics 41

ページ: 257-278

"Stochastic Processes and Application to Mathematical Finance", World Scientific

ページ: 271-288

Advanced Studies in Pure Mathematics 41

ページ: 257-278

"Stochastic Processes and Applications to

ページ: 271-288

Stochastic processes and applications to mathematical finance(World Sci. Publ., River Edge, NJ,)

ページ: 271-288

"Stochastic Processes and Applications to Mathematical Finance", Eds. J. Akahori, S. Ogawa and S. Watanabe, World Scientific

ページ: 271-288

Stochastic Analysis and Related Topics, Advanced Studies in Pure Mathematics 41

ページ: 257-278

SIAM J.Control Optim. 41, no.6

ページ: 1779-1800

SIAM J. Control Optim. 41

ページ: 1779-1800

Progress in Probability, Birkhauser (近刊)(to appear in 2007)

Asymptotic Analysis (In press)

Applied Mathematics and Optimization (近刊)(to appear in 2007)

Quantitative Finance 掲載予定