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すべて 雑誌論文 学会発表 図書
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
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
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
巻: 13 号: 0 ページ: 5-8
10.14495/jsiaml.13.5
130007995834
巻: 12 号: 0 ページ: 25-28
10.14495/jsiaml.12.25
130007845768
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 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
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
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
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
Stochastic Analysis and Its Applications
巻: 34 号: 6 ページ: 979-1024
10.1080/07362994.2016.1198706
arXiv:1607.03074
Potential Analysis
巻: 45 号: 2 ページ: 299-329
10.1007/s11118-016-9547-0
arXiv:1602.05677
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)
Advances in Mathematical Economics ed. S.Kusuoka, M.Maruyama
巻: Vol.18
40021337178
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
巻: 6 号: 0 ページ: 77-80
10.14495/jsiaml.6.77
130004706461
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
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
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
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
International Journal of Stochastic Analysis
巻: 2013 ページ: 1-17
10.1155/2013/537023
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
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.
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
巻: Volume 13, Number 3 号: 3 ページ: 421-437
10.1080/14697688.2012.695084
Tb appear in Journal of Theoretical Probability
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
巻: 2013 号: 289 ページ: 1-32
10.1090/s0025-5718-2013-02786-x
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
巻: 16(to appear)
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
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)
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
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
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
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
巻: 235(8) 号: 8 ページ: 2873-2887
10.1016/j.cam.2010.12.014
巻: Vol.235 No.8 ページ: 2873-2887
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
ページ: 207-219
Seminaire de Probabilites XLIII
巻: 2006 ページ: 757-798
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)
巻: Vol.11 ページ: 789-803
Concentration, functional inequalities and isoperi metry (a volume in Contemporary mathematics)
巻: 545(In press)
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
巻: Vol.81 No.4 ページ: 460-469
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: 7/1 ページ: 151-131
130004604491
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
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
J. Stat. Physics
巻: 143 ページ: 381-398
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
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)
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)
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
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
巻: 57 ページ: 1-28
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
巻: Vol.120 ページ: 2258-2285
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
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
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
Applied Mathematical Finance
巻: Vol.17 ページ: 301-321
Advanced studies in pure mathematics (In press)
巻: vol.20 号: 1 ページ: 52-89
10.1214/09-aap618
ページ: 1466-4313
Quantitative Finance (In press)
Adv. Stud. Pure Math
巻: 1672 ページ: 94-110
巻: 15 ページ: 636-653
巻: vol.3 ページ: 185-204
Ann. Inst. Henri Poincare Probab
巻: 46 号: 4 ページ: 1042-1054
10.1214/09-aihp339
巻: 23 ページ: 576-604
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
ページ: 229-264
ACM Transaction on Modeling and Computer Simulation (In press)
巻: vol.1 ページ: 179-211
Journal of Real Options and Strategy vol.3
ページ: 186-204
Applied mathematical finance
巻: 17 ページ: 301-321
巻: Vol.20 No.1 ページ: 52-89
巻: 42 ページ: 467-477
Journal of Functional Analysis (In press)
Annals of Applied Probability vol.20
Asterisque (In press)
Applied Mathematical Finance (In press)
巻: 120 ページ: 2258-2285
Bull.Lond.Math.Soc
巻: 42 号: 3 ページ: 467-477
10.1112/blms/bdq013
Stoch.Proc.Appl
巻: 120 号: 5 ページ: 605-621
10.1016/j.spa.2010.01.009
巻: vol. 120 号: 11 ページ: 2258-2285
10.1016/j.spa.2010.07.001
Encyclopedia of Quantitative Finance (In press)
SIAM Journal on Financial Mathematics (In press)
IAENG International Journal of Applied Mathematics
巻: Vol.40 No.4 ページ: 239-246
Annals of Applied probability
巻: 20 ページ: 52-89
巻: 258 ページ: 1656-1681
Radon Series on Computational and Applied Mathematics, Walter de Gruyter
巻: 8 ページ: 275-302
International Journal of Innovative Computing, Information and Control Vol.6, No.1
ページ: 199-213
Ｊｏｕｒｎａｌ ｏｆ ｔｈｅ Ｍａｔｈｅｍａｔｉｃａｌ Ｓｏｃｉｅｔｙ ｏｆ Ｊａｐａｎ
巻: 61 号: 3 ページ: 723-755
10.2969/jmsj/06130723
10026998426
Advances Financial Modelling Radon Series on Computational and Applied Mathematics 8
ページ: 275-302
S\' eminaire de Probabilit\'es 42
ページ: 187-227
Perspec. in Math. Sys. Theory, Ctrl., & Signal Process., S.Hara et al. (Eds)LNCIS、Springer-Verlag Berlin Heidelberg 398
Journal of Functional Analysis 256
ページ: 3342-3367
Math.Ann
巻: 343 号: 3 ページ: 669-699
10.1007/s00208-008-0286-4
巻: 256 号: 10 ページ: 3342-3367
10.1016/j.jfa.2008.10.001
SIAM Journal on Numerical Analysis 47
ページ: 1546-1575
Math.Ann. 343
ページ: 669-699
J.Math.Soc.Japan 61
ページ: 757-798
10026998447
Appl
巻: 119 号: 10 ページ: 3793-3815
10.1016/j.spa.2009.07.008
巻: 15 ページ: 1082-1116
International Journal of Theoretical and Applied Finance Vol.12、 No.3
ページ: 283-295
巻: 42 ページ: 187-227
Amer.J.Math. 131
ページ: 475-516
Annals of Applied Probability 19
ページ: 1026-1062
Journal of Mathematical Society of Japan vol.61
ページ: 723-755
Finance and Stochastics (出版予定)
J. Fuct. Analysis (出版予定)
The 8-th Workshop on Stochastic Numerics. RIMS kokyuroku 1620
ページ: 109-118
Quantitative Finance Vol.9、 No.5
ページ: 597-606
Journal of Functional Analysis (出版予定)
数理解析研究所 講究録 (出版予定)
Seminar on Stochastic Analysis, Random Fields and Applications V (出版予定)(To appear)
Journal of Functional Analysis Vol.256
ICROS-SICE International Joint Conference 2009(ICCAS-SICE 2009)
ページ: 3902-3907
Journal of the Fixed Point Theory and its Applications 5
ページ: 291-304
Kyushu Jour.Math. 63-2
ページ: 347-352
130000135289
Annals of Applied Probability (出版予定)
Recent Advances in Financial Engineering (Proceedings of the 2008 Daiwa International Workshop on Financial Engineering)
ページ: 119-133
Stoch.Proc.Appl. 119
ページ: 3798-3815
Proceedings of the 40th ISCIE International Symposium on Stochastic Systems Theory and Its Application
ページ: 360-365
巻: 61 号: 3 ページ: 757-798
10.2969/jmsj/06130757
Monte Carlo Methods and Applications 1 4
ページ: 331-342
Electronic Journal of Probability 14
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