Ｋｏｈａｔｓｕ・Ｈｉｇａ Ａ  Kohatsu Higa Arturo

Journal of Mathematical Analysis and Its Applications

巻: 531 号: 2 ページ: 127817-127817

10.1016/j.jmaa.2023.127817

Bit,Numerical Mathematics

巻: 1 号: 1 ページ: 16-16

10.1007/s10543-023-00949-z

Mathematics and Computers in Simulation

巻: 1 ページ: 1-20

10.1016/j.matcom.2023.03.030

Stochastic Processes and Their Applications

巻: 156 ページ: 349-378

10.1016/j.spa.2022.11.011

Bernouilli

巻: 29 号: 4 ページ: 3443-3469

10.3150/23-bej1590

Quantitative Finance

巻: 23 号: 4 ページ: 693-703

10.1080/14697688.2022.2154255

Electronic Journal of Probability

巻: 27 号: none ページ: 1-21

10.1214/22-ejp785

Journal of Theoretical Probability

巻: - 号: 2 ページ: 1-18

10.1007/s10959-022-01199-5

Applied Mathematics and Computation

巻: 420 ページ: 1-10

10.1016/j.amc.2021.126814

JSIAM Letters

巻: 14 号: 0 ページ: 9-12

10.14495/jsiaml.14.9

130008154507

JSIAM Letters

巻: 13 号: 0 ページ: 5-8

10.14495/jsiaml.13.5

130007995834

JSIAM Letters

巻: 12 号: 0 ページ: 25-28

10.14495/jsiaml.12.25

130007845768

JSIAM Letters

巻: 12 号: 0 ページ: 57-60

10.14495/jsiaml.12.57

130007906274

Theory of Probability and Mathematical Statistics

巻: 101 ページ: 13-38

Stochastic Processes and their Applications

巻: - 号: 9 ページ: 5543-5574

10.1016/j.spa.2020.03.016

Journal of Theoretical Probability

巻: ー 号: 3 ページ: 1455-1473

10.1007/s10959-020-01007-y

Statistics and Probability Letters

巻: 151 ページ: 42-48

10.1016/j.spl.2019.03.010

Electronic Journal of Probability

巻: 24 号: none

10.1214/19-ejp352

Agricultural Finance Review

巻: 80/1 号: 1 ページ: 38-50

10.1108/afr-03-2019-0036

Stochastic Processes and their Applications

巻: 129 号: 1 ページ: 174-204

10.1016/j.spa.2018.02.013

ESAIM: Probability and Statistics

巻: 22 ページ: 178-209

10.1051/ps/2018013

arXiv

巻: arXiv:1801.04045 [q-fin.PR]

Theoretical Economics Letters

巻: 8 号: 03 ページ: 390-404

10.4236/tel.2018.83028

Japan and the World Economy

巻: 印刷中 ページ: 41-49

10.1016/j.japwor.2018.03.002

Theory of Stochastic Processes

巻: 39 ページ: 18-52

Statistics

巻: 51 号: 2 ページ: 419-454

10.1080/02331888.2016.1239727

Journal of Computational and Applied Mathematics

巻: 326 ページ: 138-158

10.1016/j.cam.2017.05.015

arXiv:1701.05695

巻: NA

arXiv

巻: arXiv:1708.08411 [q-fin.MF]

International Journal of Finance and Economics

巻: 22 号: 4 ページ: 368-378

10.1002/ijfe.1593

120006398792

Japanese Economic Review

巻: - ページ: 521-554

10.1111/jere.12144

Bernoulli

巻: 23 号: 3 ページ: 2028-2057

10.3150/16-bej803

Journal of Economics and Business

巻: 94 ページ: 45-53

10.1016/j.jeconbus.2017.09.001

arXiv:1702.08081

巻: NA

Stochastic Analysis and Its Applications

巻: 34 号: 6 ページ: 979-1024

10.1080/07362994.2016.1198706

arXiv:1607.03074

巻: NA

Potential Analysis

巻: 45 号: 2 ページ: 299-329

10.1007/s11118-016-9547-0

arXiv:1602.05677

巻: NA

Journal of Theoretical Probability

巻: published online 号: 3 ページ: 932-960

10.1007/s10959-016-0666-8

Seminaire de Probabilites(予定)

巻: 48

Mathematics of Computation

巻: 印刷中

Annals of Probability (to appear)

巻: 印刷中

Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama

巻: Vol.18

40021337178

JSIAM Letters

巻: 6 号: 0 ページ: 17-20

10.14495/jsiaml.6.17

130004540626

Japan Journal of Industrial and Applied Mathematics

巻: 31/2 号: 2 ページ: 419-439

10.1007/s13160-014-0147-3

to appear in The Institute of Statistical Mathematics Cooperative Research Report

巻: 発行中

C. R. Acad. Sci. Paris, Ser. I

巻: 352 号: 10 ページ: 859-864

10.1016/j.crma.2014.08.013

The Institute of Statistical Mathematics Cooperative Research Report

巻: 328 ページ: 105-109

Pro Mathematica

巻: 28 ページ: 85-127

Journal of Corporate Finance

巻: 29 ページ: 607-627

10.1016/j.jcorpfin.2013.11.013

120005525706

JSIAM Letters

巻: 6 号: 0 ページ: 77-80

10.14495/jsiaml.6.77

130004706461

Stochastic Processes and their Applications

巻: 124 号: 5 ページ: 1881-1909

10.1016/j.spa.2014.01.003

RIMS Kokyuroku

巻: 1903 ページ: 198-204

Proceedings of the 45th ISCIE International Symposium on Stochastic Systems Theory and Its Applications　（electronic proceedings）

巻: なし ページ: 90-99

Electron. J. Probab

巻: 19 号: none ページ: 1-22

10.1214/ejp.v19-2609

arXiv:1401.4542 [math.PR]

巻: 2014 ページ: 1-14

Quantitative Finance

巻: 印刷中 号: 7 ページ: 1211-1216

10.1080/14697688.2013.825923

Mathematical Journal of Okayama University

巻: 55 ページ: 167-190

Tb appear in Mathematics of Computation.

Malliavin Calculus and Stochastic Analysis

ページ: 173-194

10.1007/978-1-4614-5906-4_8

The Institute of Statistical Mathematics Cooperative Research Report

巻: 300 ページ: 14-24

Appl. Math. Optimization

巻: 67 号: 1 ページ: 33-72

10.1007/s00245-012-9180-2

Bull. Math. Sci

巻: (in press) 号: 3 ページ: 363-388

10.1007/s13373-013-0036-0

Asia-Pacific Financial Markets

巻: 20 号: 1 ページ: 71-81

10.1007/s10690-012-9159-7

Journal of Theoretical Probability

巻: Volume 26, Number 4 号: 4 ページ: 1117-1134

10.1007/s10959-012-0430-7

Advances in Mathematical Economics

巻: 16 ページ: 53-58

10.1007/978-4-431-54114-1_3

40021336957

Potential Analysis

巻: 38(1) 号: 1 ページ: 277-309

10.1007/s11118-011-9263-8

Tb appear in the proceedings of the Metabief Conference

Bulletin of the London Mathematical Society

巻: 45/6 号: 6 ページ: 1301-1309

10.1112/blms/bdt056

Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama

巻: vol.17 ページ: 71-120

40021337087

Review of Financial Studies

巻: 26/ 10 号: 10 ページ: 2620-2647

10.1093/rfs/hht027

Tb appear in the procceedings of the Ascona conference, 2012.

JSIAM Letters

巻: 5 ページ: 13-16

Ann. Probab

巻: 41 号: 1 ページ: 170-205

10.1214/11-aop733

Seminar on Stochastic Analysis, Random Fields and Applications VII. Centro Stefano Franscini, Ascona, May 2011　Series：Progress in Probability

巻: Vol.67 ページ: 131-169

Abstract and Applied Analysis

巻: 2013 ページ: 1-12

10.1155/2013/463857

Quantitative Finance

巻: Volume 13, Number 3 号: 3 ページ: 421-437

10.1080/14697688.2012.695084

Tb appear in Journal of Theoretical Probability

JSIAM Letters

巻: 5 号: 0 ページ: 13-16

10.14495/jsiaml.5.13

130003371113

Journal of Mathematical Finance

巻: 3(1A) 号: 01 ページ: 222-229

10.4236/jmf.2013.31a021

Inspired by Finance, The Musiela Festschrift

巻: - ページ: 411-438

10.1007/978-3-319-02069-3_19

Stochastic Processes and their Applications.

巻: 123(5) 号: 5 ページ: 1716-1828

10.1016/j.spa.2013.01.006

RIMS 数理解析研究所講究録

巻: 1855 ページ: 229-235

To appear RIMS講究録

Mathematics of Computation

巻: 2013 号: 289 ページ: 1-32

10.1090/s0025-5718-2013-02786-x

Mathematical Journal of Okayama University

巻: 55 ページ: 167-190

Archive Rational Mechanic Analysis

巻: (印刷中) 号: 2 ページ: 515-558

10.1007/s00205-011-0484-1

J.Funct.Anal

巻: 262 号: 2 ページ: 602-638

10.1016/j.jfa.2011.09.023

Communications in Statistics-Theory and Methods

巻: 41 号: 1 ページ: 46-61

10.1080/03610926.2010.513788

Ann. Inst. H. Poincare Anal. Non Lineaire

巻: 29 号: 5 ページ: 783-812

10.1016/j.anihpc.2012.04.004

SIAM Journal on Financial Mathematics

巻: vol.1 号: 1 ページ: 179-211

10.1137/080739768

Proc. Amer.Math.Soc

巻: 140 号: 6 ページ: 2183-2191

10.1090/s0002-9939-2011-11051-7

he Institute of Statistical Mathematics Cooperative Research Report

巻: 275 ページ: 8-16

Proceedings of the 43th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (CD・ROM)

130007377386

Communications in Statistics-Simulation and Computation

巻: 41(1) 号: 1 ページ: 125-139

10.1080/03610918.2011.582561

ESAIM : Probability and Statistics

巻: (to appear) ページ: 13-32

10.1051/ps/2011101

京都大学数理解析研究所講究録

巻: 1788 ページ: 94-106

Advances in Mathematical Economics

巻: 16(to appear)

40021336957

Transactions of the Institute of Systems, Control and Information Engineers

巻: 25(11) ページ: 328-335

10031159520

International Journal of Theoretical and Applied Finance

巻: 15/1 号: 01 ページ: 1-15

10.1142/s0219024911006553

Quantitative Finance

巻: (Published online) 号: 8 ページ: 1303-1316

10.1080/14697688.2011.589403

Proceedings of the Royal Society A

巻: 468 号: 2141 ページ: 1428-1451

10.1098/rspa.2011.0665

Monte Carlo andQuasi-Monte Carlo Methods 2010(H.Wozniakowski, L.Plaskota (Eds.))(Springer-Verlag)

巻: (to appear)

J.Funct.Anal

巻: 262 号: 1 ページ: 273-299

10.1016/j.jfa.2011.09.010

Communications in Pure and Applied Analysis

巻: 11, No5 号: 5 ページ: 1897-1910

10.3934/cpaa.2012.11.1897

Theory of Probability and its Applications

巻: 56 号: 2 ページ: 299-312

10.1137/s0040585x97985406

Annals of Applied Probability

巻: vol.22 号: 2 ページ: 608-669

10.1214/11-aap781

J.Funct.Anal

巻: 262 号: 10 ページ: 4488-4524

10.1016/j.jfa.2012.02.026

Henri Poincare Probab. Stat

巻: 48 号: 3 ページ: 871-883

10.1214/11-aihp418

Risk and Decision Analysis

巻: 3 号: 3 ページ: 191-200

10.3233/rda-2011-0058

Stochastic Analysis and Applications

巻: Vol. 30, Issue 3 号: 3 ページ: 493-528

10.1080/07362994.2012.668444

Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and Its Application

ページ: 132-137

Quantitative Finance

巻: (掲載確定)

Kyoto J.Math

巻: 51 号: 3 ページ: 647-672

10.1215/21562261-1299918

Applied Numerical Mathematics

巻: 61(5) 号: 5 ページ: 641-650

10.1016/j.apnum.2010.10.012

Communications in Statistics-Theory and Methods-

巻: (未定)(In press)

Mathematical Finance

巻: 21(4) ページ: 723-742

To appear in the procceedings of the Metabief Conference

巻: 65 ページ: 165-187

International Journal of Innovative Computing, Information and Control

巻: Vol.8,No.3(B) ページ: 2215-2223

Mathematical Journal of Okayama University

巻: (to appear)

Monte Carlo Methods and Applications

巻: 17(3) 号: 3 ページ: 279-300

10.1515/mcma.2011.012

Sci. Math

巻: 135 号: 6-7 ページ: 684-694

10.1016/j.bulsci.2011.07.009

Proceedings of the Workshop on Stochastic Analysis with Financial Applications : Hong Kong 2009. Birkhauser 2011

ページ: 121-144

Physica A

巻: 390(23-24) 号: 23-24 ページ: 4411-4425

10.1016/j.physa.2011.07.028

Proceedings of the Workshop on Stochastic Analysis on Stochastic Analysis with Financial Applications : Hong Kong 2009. Birkhauser 2011

ページ: 145-168

ESAIM Probab. Sta.

巻: 15 ページ: 69-84

10.1051/ps/2010024

Journal of Computational and Applied Mathematics

巻: 235(8) 号: 8 ページ: 2873-2887

10.1016/j.cam.2010.12.014

Journal of Computational and Applied Mathematics

巻: Vol.235 No.8 ページ: 2873-2887

International Journal of Theoretical and Applied Finance

巻: (to appear)

Computational Statistics

巻: (to appear) 号: 4 ページ: 739-755

10.1007/s00180-011-0288-7

Proceedings of the 42th ISCIE International Symposium on Stochastic Systems Theory and Its Applications

ページ: 102-111

Contemporary Mathematics

巻: 545 ページ: 1-12

Seminar on Stochastic Analysis, Random Fields and Applications VI : Gentro Stefano Franscini (Ascona, Robert C.Dalang, Marco Dozzi, Francesco Russo, editors.)(Birkhauser)

ページ: 59-82

To appear in Annales de l'Institut Henri Poincare

ページ: 871-883

Proceedings of the Workshop on Stochastic Analysis on Stochastic Analysis with Financial Applications : Hong Kong 2009. Birkhauser 2011

ページ: 207-219

Seminaire de Probabilites XLIII

巻: 2006 ページ: 757-798

Proceedings of the 42th ISCIE International Symposium on Stochastic Systems Theory and Its Applications

ページ: 112-120

Seminaire de Probabilites

巻: XLIII ページ: 757-798

Annales de l' Institut Henri Poincare

Proceedings of WSAF O9

巻: (In press)

Stochastic Models

巻: Vol.27 No.1(In press)

Quantitative Finance

巻: Vol.11 ページ: 789-803

Concentration, functional inequalities and isoperi metry (a volume in Contemporary mathematics)

巻: 545(In press)

Stochastic Models

巻: 27(1) 号: 1 ページ: 26-49

10.1080/15326349.2011.542721

Applied Mathematics and Optimization

巻: 64 号: 2 ページ: 217-255

10.1007/s00245-011-9137-x

Journal of Statistical Physics

巻: 143 号: 2 ページ: 381-398

10.1007/s10955-011-0176-0

SCIE Journal Systems, Control and Information

巻: 55(12) ページ: 505-512

Statistics and Probability Letters

巻: Vol.81 No.4 ページ: 460-469

J.Funct.Anal

巻: 261 号: 8 ページ: 2164-2213

10.1016/j.jfa.2011.06.003

Applied Mathematical Modelling

巻: (to appear) 号: 12 ページ: 6291-6300

10.1016/j.apm.2012.02.019

Annales de l'Institut Henri Poincare

巻: (In press)

Mathematical Finance

巻: (In press)

International Journal of Innovative Computing, Information and Control

巻: 7/1 ページ: 151-131

130004604491

Quantitative Finance

巻: (In press)

To appear in Potential Analysis

巻: (Published online)

Math. Physics

巻: 308 号: 2 ページ: 543-566

10.1007/s00220-011-1289-7

Proceedings of the KIER-TMU Workshop, Recent Advances in Financial Engineering, World Scientific

ページ: 19-42

Adv. Math

巻: 228 号: 3 ページ: 1742-1787

10.1016/j.aim.2011.06.029

120003405527

Statistics and Probability Letters

巻: 81(4) 号: 4 ページ: 460-469

10.1016/j.spl.2010.12.011

Stochastics and Dynamics

巻: 1 Vol.11 号: 02n03 ページ: 415-438

10.1142/s0219493711003371

Stochastic processes and their applications

巻: (掲載確定)

J. Stat. Physics

巻: 143 ページ: 381-398

京都大学数理解析研究所講究録

巻: (In press)

Communications in Statistics-Theory and Methods

巻: (to appear) 号: 9 ページ: 1628-1636

10.1080/03610926.2011.594540

Bull.Sci.Math

巻: 135 号: 6-7 ページ: 667-683

10.1016/j.bulsci.2011.07.008

120003437141

Stochastics and Dynamics

巻: (In press)

Applied Numerical Mathematics

巻: Vol.61(In press)

J. Funct. Anal.

巻: 258 号: 10 ページ: 3492-3516

10.1016/j.jfa.2009.11.021

Proceedings of the 41st ISCIE International Symposium on Stochastic Systems Theory and Its Application

ページ: 201-205

Advanced studies in pure mathematics

巻: 57 ページ: 475-516

2009 IEEE Conference on Decision and Control (CDC) (In press)

Statistics and Probability Letters

巻: 80 ページ: 42-49

Statistics and Probability Letters Vol.80, No.1

ページ: 42-49

ADVANCED studies in pure mathematics (In press)

J.Funct.Anal

巻: 258 号: 5 ページ: 1656-1681

10.1016/j.jfa.2009.06.033

120001759396

J. Funct. Anal

巻: 258 号: 9 ページ: 3134-3164

10.1016/j.jfa.2009.10.027

SIAM Journal on Scientific Computing

巻: Vol.32 No.4 ページ: 1879-1897

Journal of Real Options and Strategy

巻: 3 ページ: 185-204

130000308227

Mathematical Finance (In press)

"Festchrift in honour of J.M.Bismut" in Asterisque (In press)

Ann.Inst.Henri Poincare Probab.Stat.

巻: 46 ページ: 1042-1054

Proceedings of the 41st ISCIE International Symposium on Stochastic Systems Theory and Its Application

ページ: 241-245

Seminar on Stochastic Analysis, Random Fields and Applications V (In press)

Adv.Stud.Pure Math

巻: 57 ページ: 155-170

Advanced studies in pure mathematics

巻: 57 ページ: 1-28

Adv.Stud.Pure Math

巻: 57 ページ: 437-461

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

ページ: 1589-1593

Annals of Applied Probability 20

ページ: 52-89

Potential anal

巻: 32 号: 4 ページ: 305-341

10.1007/s11118-009-9152-6

Stochastic Processes and their Applications

巻: Vol.120 ページ: 2258-2285

Advanced studies in pure mathematics

巻: 57 ページ: 437-461

SIAM Journal on Financial Mathematics

巻: 1 ページ: 179-211

Reviews in Math.Physics

巻: 22 ページ: 733-838

J.Math.Sci.Univ.Tokyo

巻: 17 ページ: 79-121

オペレーションズ・リサーチ:経営の科学

巻: Vol.55, No.10 ページ: 643-649

110007818521

J.Theoret.Probab.

巻: 23 ページ: 671-714

Advanced Studies in Pure Mathematics (In press)

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

ページ: 1589-1593

Journal of Functional Analysis

巻: 258 ページ: 3134-3164

統計数理研究所共同研究リポート

巻: 247 ページ: 119-126

SIAM Journal on Financial Mathematics vol.1

ページ: 179-211

Jouranal of Functional Analysis (In press)

J. Theoret. Probab

巻: 23 号: 3 ページ: 671-714

10.1007/s10959-010-0287-6

Perspective in Mathematical System Theory, Control and Signal Processing

ページ: 263-272

ACM Transactions on Modeling and Computer Simulation

巻: Vol.20 No.2

Stoch.Proc.Appl.

巻: 120 ページ: 605-621

Bulletin of the London Mathematical Society (In press)

Stochastic Processes and their Application

巻: 120 ページ: 949-958

Z.Anal.Anwend

巻: 29 ページ: 309-350

Proceedings of the 41st ISCIE International Symposium on Stochastic Systems Theory and Its Application

ページ: 206-210

Chichester

ページ: 1589-15931

10.1002/9780470061602.eqf14018

Journal of Functional Analysis 258

ページ: 1656-1681

120001759396

Applied Mathematical Finance

巻: Vol.17 ページ: 301-321

Advanced Studies in Pure Mathematics (In press)

Advanced studies in pure mathematics (In press)

Annals of Applied Probability

巻: vol.20 号: 1 ページ: 52-89

10.1214/09-aap618

Applied Mathematical Finance

ページ: 1466-4313

Quantitative Finance (In press)

Adv. Stud. Pure Math

巻: 57 ページ: 475-516

RIMS Kokyuroku

巻: 1672 ページ: 94-110

Electronic Journal of Probability

巻: 15 ページ: 636-653

Journal of Real Options and Strategy

巻: vol.3 ページ: 185-204

130000308227

Ann. Inst. Henri Poincare Probab

巻: 46 号: 4 ページ: 1042-1054

10.1214/09-aihp339

Journal of Theoretical Probability

巻: 23 ページ: 576-604

Journal of Functional Analysis

巻: Vol.258 ページ: 3134-3164

Stochastic Process. Appl

巻: 120 号: 6 ページ: 949-958

10.1016/j.spa.2010.01.019

Colloquim Mathematicum

巻: 119 ページ: 193-215

Electron.J.Probab

巻: 15 号: none ページ: 636-653

10.1214/ejp.v15-757

Advances in Mathematical Economics ed.Shigeo Kusuoka, M.Maruyama

巻: Vol.13 ページ: 99-111

Calc.Var.Patial Differential Equations

巻: 37 ページ: 485-552

Prob.Theory Related Fields

巻: 147 ページ: 649-674

Proceedings of the 41st ISCIE International Symposium on Stochastic Systems Theory and Its Application

ページ: 229-264

ACM Transaction on Modeling and Computer Simulation (In press)

SIAM Journal on Financial Mathematics

巻: vol.1 ページ: 179-211

Journal of Real Options and Strategy vol.3

ページ: 186-204

130000308227

Applied mathematical finance

巻: 17 ページ: 301-321

Annals of Applied Probability

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