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KUSUOKA Sigeo  楠岡 成雄

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… Alternative Names

KUSUOKA Shigeo  楠岡 茂雄

楠岡 茂雄  クスオカ シゲオ

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Researcher Number 00114463
Other IDs
Affiliation (based on the past Project Information) *help 2014: 東京大学, 理学部, 教授
2013: 東京大学, 大学院数理科学研究科, 教授
2011 – 2012: 東京大学, 数理(科)学研究科(研究院), 教授
2007 – 2012: The University of Tokyo, 大学院・数理科学研究科, 教授
2006: The University of Tokyo, Graduate School of Mathematical Sciences, Professor, 大学院数理科学研究科, 教授 … More
2001 – 2005: 東京大学, 大学院・数理科学研究科, 教授
1993 – 1999: 東京大学, 大学院・数理科学研究科, 教授
1998: 東京大学, 大学院数理科学研究科, 教授
1996 – 1997: 東京大学, 数理科学, 教授
1996: 東京大学, 数理科研究科, 教授
1995: 東京大学, 数理科学研究科, 教授
1994: 東京大学, 大学院数理科学研究科, 教授
1988 – 1992: RIMS, Kyoto University, Associate Professor, 数理解析研究所, 助教授
1990: Kyoto University, Research Institute for Mathematical Sciences, Associate Profes, 数理解析研究所, 助教授
1986: Faculty of Science, Tokyo University, Associate Professor, 理学部, 助教授 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / General mathematics (including Probability theory/Statistical mathematics)
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Science education / 社会システム工学 / Engineering fundamentals
Keywords
Principal Investigator
数値計算 / 拡散過程 / デリバティブ / マリアバン解析 / リー環 / 数理ファイナンス / 確率解析 / ファイナンス / ディリクレ境界条件 / 吸収壁 … More / リスク尺度 / 確率偏微分方程式 / 確率微分方程式 / ドルボーコホモロジー / 複素ウィナー空間 / Runge-KUtta Method / Stochastic Differential Equations / Free Lie Algebra / Malliavin Calculus / Numerical Analysis / Risk measures / Derivatives / Mathematical Finance / 特性関数 / 加法過程 / ヨーロピアンオプション / アメリカンオプション / モンテカルロ法 / ルンゲ・クッタ / フィルトレーション / 連続極限 / 多期間モデル / 法則不変 / リスク / 数値解析 / 生命保険 / アクチュアリー / ルンゲ・クッタ法 / 自由リー環 / diffusion model / mathematical finance / default risk / interest rate model / floating interest rate / 確率偏微分方程 / 確率変動 / ハザードレート / クレジットデリバティブ / 変動金利モデル / デリバディブ / 確率テイラー展開 / マリアバン・カリキュラス / ハザード率 / 拡散モデル / デフォルト リスク / 金利モデル / 変動金利 / Complex Wiener Space / Infinite Dimensional Analysis / Horomorphic Function / Dolbealt Cohomology / Skelton / Stochastic Analysis / Wiener Measure / 対称性 / 無限次元空間 / ウィナー多様体 / 無限次元解析 / 正則関数 / ドルボ-・コホモロジー / スケルトン / ウィナー測度 / 拡散作用素の精密評価 / 確率的メッシュ法 / 基本解の精密評価 / 確率解析 関数解析 / 法則不変性 / 保険 / 法則普遍性 / バリューアトリスク / リスクの計量化 / 積分の変数変換公式 / 株式価値の希薄化 / フアツトテイル / 独立変数の和 / 中心極限定理 / オペレーショナルリスク / 市場リスク / 独立同分布 / 漸近展開 / 楠岡近似 / 転換社債 / CTE / 数値数学 / ファイナンス、リスクの計量化 / 確率論 / 金利の期間構造 / 数理ファイナス / シーフ / 擬凸領域 / マリアバンカリキュラス / 調和解析 / ル-プ空間 … More
Except Principal Investigator
確率微分方程式 / 確率論 / 確率過程 / 確率解析 / シミュレーション / 数理ファイナンス / 数値解析 / Stochastic analysis / 流体力学極限 / 拡散過程 / フラクタル / 極限定理 / 無限粒子系 / 無限次元解析 / 非線形偏微分方程式 / Malliavin解析 / ディリクレ形式 / 量子群 / 統計力学 / 関数解析 / マルコフ過程 / stochastic control / Malliavin calculus / 確率制御 / マリアバン解析 / 表現論 / 場の量子論 / 金融派生商品 / 確率変数 / ジャンプ型モデル / アルゴリズム / 数理工学 / ブラウン運動 / 量子カオス / 定角曲線 / Ergodic theory / Limit theorem / Diffusion process / Gaussian process / Stochastic process / Probability theory / ランダム媒質 / 数理物理と確率論 / デイリクレ空間 / 数理物理 / 時系列 / 正規過程 / 相転移 / エルゴード理論 / ガウス過程 / Mariavan calculus / bifurcation / free boundary / nonlinear problems / numerical analysis / functional analysis / 逆問題 / マリヤバン解析法 / 爆発 / 分枝 / 自由境界 / 非線型問題 / Stochastic Differential Equations / Self Similarity / Point Processes / Limit Theorems / Markov Processes / Stochastic Processes / Probability Theory / マルチンゲール理論 / 自己同形性 / 点過程 / Upper Secondary School Mathematics / Development of Teaching Materials / Pigeon Hole Principle / Graph Theory / Discrete mathematics / 高校数学 / 教材開発 / 鳩の巣原理 / グラフ理論 / 離散数学 / quasi-Monte Carlo / Simulation / Numerical Method / Stochastic Differential Equation / 確率微分方程式の数値解法 / 高速化 / Runge-Kutta法 / ファイナンス / 微分方程式の数値解法 / 確立微分方程式 / 準モンテカルロ法 / 数値解法 / Option Pricing / Scoring / Financial Data / Small companies / Lodit Model / Faillure Probability / Semi-Definite Programming / Credit Risk / ニューラルネット / 判別分析 / 財務諸表分析 / 信用リスク / ポートフォリオ最適化 / 最適化アルゴリズム / 国際分散投資 / 半生定値問題 / スコアリンング / スコアリング / 財務指標 / 中小企業 / 実証分析 / ロジットモデル / 倒産リスク評価 / 半定値問題 / 信用リスク分析 / HYDRODYNAMICAL LIMIT / INTERACTING BROWNIAN MOTION / INFINITE PARTICLE SYSTEM / SELF=DIFFUSION COEFFICIENTS / Interacting Brownian motion / 自己拡散係数 / optional stopping theorem / law of large numbers / separability for convergence / graph onvergence / random fuzzy set / random set / fuzzy martingale / fuzzy analysis / 劣マルチンゲ-ル / 優マルチンゲ-ル / Kudo-Aumann積分 / ファジィマルチンゲ-ル / ファジィマルチシゲール / デファジィフィケイション / 任意抽出定理 / 大数の法則 / 収束の可分性 / グラフ収束 / ランダムファジィ集合 / ランダム集合 / ファジィマルチンゲール / ファジィ解析 / innovation problem and noises / random walk and Brownian motion / asymptotic behavior of spectrum / fractals / large deviation and entropies / Dirichlet form / Wieener functional / hydrodynamic limit / データ圧縮 / スペクトル / エルゴード性 / 漸近挙動 / 大偏差原理 / エントロピー / 雑音の同型問題 / ブラウン運動と酔歩 / スペクトルの漸近挙動 / 大偏差原理とエントロピー / Dirichlet形式 / Wiener汎関数 / Harmonic maps / Stochstic differential geometry / Stochastic differential equations / 調和解析 / マリアバン演算 / stochastic differeatial equalioes / 調和写像 / マクアバン解析 / 確率微分幾何 / Ginzburg-Landau model / Interface / Phase separation / Nonlinear partial differential equation / Nonlinear phenomena / Infinite particle system / Hydrodynamic limit / ギンズブルグ・ランダウモデル / ギンズブルグ・ランダラモデル / 相公離 / 非線型偏微分方程式 / 非線型現象 / ギ-ズブルグ・ランダウモデル / 界面 / 相分離 / 非線形現象 / Multi Beta Model / Currency Option / Term Structure / Path Dependent Option / Derivatives / CARCH Model / Time Series Analysis / Financial Management / 通過オプション / マルチベータモデル / 通貨オプション / 金利期間構造 / 経路依存型オプション / 派生証券 / GARCHモデル / 時系列解析 / 財務管理 / attractor / parabolic equations / infinite dimensional dynamical systems / diffusion equations / qualitatuve theory / nonlinear partial differential equations / 境界現象 / 定性的研究 / パターン形成 / アトラクター / 無限次元力学系 / 放物型方程式 / 拡散方程式 / 定性的理論 / Browuian motion / ergode theory / fluid mechanical limit / fractal / mathematical finance / Stocharfic process / 力学系 / シュレ-ディンガー作用系 / パーコレイション / エルゴ-ト理論 / 確立過程 / symmetric spaces / seimsimple Lie groups / unitary representations / spherical functions / hypergeometric functions / invariant differential operators / completely integrable systems / 超幾何微分方程式 / 球函数 / 対称空間 / 半単純リー群 / ユニタリ表現 / 球関数 / 超幾何関数 / 不変微分作用素 / 完全積分可能系 / Japanese Scientific Terms / Mathematical Terms / 数学用語データ・ベース / 数学用語データベース / 学術用語の標準化 / 学術用語集 / 数学用語 / finance theory / quantum chaos / stable random field / Dirichlet forms / analysis on fractals / stochastic analysis / ディリクレ形成 / エルゴ-ド的流 / ジュリア集合 / ウィナ-・リ-マン多様体 / 符号化定理 / 正則関数 / ファイナンス理論 / 安定確率場 / フラクタル解析 / Statistic mechanics / Quantum field theory / Representation theory. / Stochastic process. / Infinite dimensional measure. / 無限次元測度 / Whisker / Levy Laplacian / Levy group / Rotation group / White Noise Analysis / ファインマン積分 / 超汎関数 / ホワイトノイズ解析 / 群の表現論 / 汎関数積分 / 無限自由度 / 測度論 / アファインリー環 / 代数解析学 / 完全可積分系 / ディンキン図形 / 可解格子模型 / ヤンバクスタ方程式 / 近似 / BSDE / 密度関数 / Multi-levelモンテカルロ方法 / 準モンテカルロ / 数値計算 / 高頻度取引 / 弱近似 / 非線形 / 誤差評価 / リスク / ミュレーション / 確率諭 / デリバティブ / 取引費用 / 制御論 / market timer現象 / インサイダー取引モデル / モンテカルロ法 / 不可逆過程 / 相互エントロピ- / エントロピ- / 量子通信理論 / ミクローマクロ複合系 / 非可換確率論 / 偏微分方程式 / 消滅定理 / ウィナ-空間 / フックス群 / 自己双対アインシュタイン方程式 / 非調和振動子 / 結晶基底 / R行列 / 超リ-環 / 可解模型 / XY模型 / マスタ-対称性 / 場の理論 / 偏微分作用素 Less
  • Research Projects

    (40 results)
  • Research Products

    (78 results)
  • Co-Researchers

    (116 People)
  •  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
  •  Higher Order weak approximation of Stochastic Differential Equations with application to finance

    • Principal Investigator
      NINOMIYA Syoiti
    • Project Period (FY)
      2010 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  The Research on precise estimate for the regularity of diffusion Operator of diffusion process with absorbed boundary condition and Its applicationPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2010 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      The University of Tokyo
  •  Numerical Analysis of Jump-Models and Applications of Malliavin Calculus in Finance

    • Principal Investigator
      ARTURO Kohatsu-higa
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ritsumeikan University
      Osaka University
  •  Mathematical Finance : Insider Models and Applications of MalliavinCalculus

    • Principal Investigator
      KOHATSU-HIGA Arturo
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Construction of new algorithms for numerical weak approximation of Diffusion Processes by Kusuoka scheme and their applications to Finance problems

    • Principal Investigator
      NINOMIYA Syoiti
    • Project Period (FY)
      2006 – 2009
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Research on multi-period Value Measure and Finance-ActuaryPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2005 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Developmental Research on New Teaching Materials on Discrete Mathematics in Upper Secondary School

    • Principal Investigator
      NAGASAKI Eizo
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Science education
    • Research Institution
      National Institute for Educational Policy Research
  •  A new weak approximation scheme of diffusion and its application to Finance

    • Principal Investigator
      NINOMIYA Syoiti
    • Project Period (FY)
      2003 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  RESEARCH on PRICING DERIVATIVES BASED ON RISK MEASURESPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2001 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      THE UNIVERSITY OF TOKYO
  •  Quantitative Evaluation of Financial Risk

    • Principal Investigator
      KONNO Hiroshi
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      社会システム工学
    • Research Institution
      CHUO UNIVERSITY
      Tokyo Institute of Technology
  •  GEOMETRY OF STOCHASTIC DIFFERENTIAL EQUATIONS

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for international Scientific Research
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      KYUSHU UNIVERSITY
  •  Probability Theory and Its Interface

    • Principal Investigator
      TAKAHASHI Youichiro
    • 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
      KYOTO UNIVERSITY
  •  Stochastic Model of Floating Interest rate and positive researchPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      ATHE UNIVERSITY OF TOKYO
  •  Stochastic fuzzy analysis and its applications

    • Principal Investigator
      OGURA Yukio
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Saga University
  •  TITLE OF PROJECT : SELF-DIFFUSION MATRIX OF INTERACTING BROWNIAN MOTIONS

    • Principal Investigator
      OSADA Hirofumi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      NAGOYA UNIVERSITY
      The University of Tokyo
  •  金利の期間構造と確率偏微分方程式Principal Investigator

    • Principal Investigator
      楠岡 成雄
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Financial Engineering Research or Asset Management and Pricing

    • Principal Investigator
      KONNO Hiroshi
    • Project Period (FY)
      1996 – 1997
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Engineering fundamentals
    • Research Institution
      Tokyo Institute of Technology
  •  Research of the hydrodynamic limit by probabilistic methods

    • Principal Investigator
      FUNAKI Tadahisa
    • Project Period (FY)
      1996 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Self-similar fractal 上の拡散過程の研究

    • Principal Investigator
      OSADA Hirofumi
    • Project Period (FY)
      1995
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  General research of Probability theory

    • Principal Investigator
      KOTANI Shin-ichi
    • Project Period (FY)
      1995 – 1996
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Analysis of the structure of solutions of nonlinear partial differential equations

    • Principal Investigator
      MATANO Hiroshi
    • Project Period (FY)
      1995 – 1996
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      University of Tokyo
  •  Research on differential operators in infinite dimensional spaces with symmetryPrincipal Investigator

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      1994 – 1995
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Research on Standardization of Mathematical Terms

    • Principal Investigator
      OKAMOTO Kazuo
    • Project Period (FY)
      1993 – 1995
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Institution
      The University Of Tokyo
  •  Systems of differential equations invariant under an action of a group

    • Principal Investigator
      OSHIMA Toshio
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      Graduate School of Mathematical Sciences, University of Tokyo
  •  無限次元空間上の正則関数の総合的研究Principal Investigator

    • Principal Investigator
      楠岡 成雄
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyoto University
  •  偏微分方程式の解の構造の研究とその応用の研究

    • Principal Investigator
      松浦 重武
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Institution
      Kyoto University
  •  ル-プ空間上の調和解析の総合的研究Principal Investigator

    • Principal Investigator
      楠岡 成雄
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyoto University
  •  ミクローマクロ複合系への非可換確率論的アプロ-チ

    • Principal Investigator
      小嶋 泉
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyoto University
  •  Co-operative Research of Probability Theory

    • Principal Investigator
      FUKUSHIMA Masatoshi
    • Project Period (FY)
      1991 – 1992
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  無限自由度の解析学の総合的研究

    • Principal Investigator
      MIWA Tetsuji
    • Project Period (FY)
      1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  偏微分方程式の理論とその応用の研究

    • Principal Investigator
      松浦 重武
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Dynkin数学の綜合的研究

    • Principal Investigator
      荒木 不二洋
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Stochastic Analysis and Quantum Field Theory

    • Principal Investigator
      HIDA Takeyuki
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for international Scientific Research
    • Research Institution
      Nagoya University
  •  Study of Infinite Dimensional Analysis and its Application.

    • Principal Investigator
      YAMASAKI Yasuo
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Yang-Baxter方程式の綜合的研究

    • Principal Investigator
      荒木 不二洋
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  無限次元解析の綜合的研究

    • Principal Investigator
      山崎 泰郎
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyoto University
  •  Studies on Probability theory.

    • Principal Investigator
      IKEDA Nobuyuki
    • Project Period (FY)
      1987 – 1988
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Co-operative Research on Probability Theory

    • Principal Investigator
      TOTOKI Haruo
    • Project Period (FY)
      1985 – 1986
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      HIROSHIMA UNIVERSITY
  •  Methods of functional analysis and numerical analysis for mathematical sciences

    • Principal Investigator
      ITO Seizo
    • Project Period (FY)
      1985 – 1986
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      University of Tokyo

All 2014 2013 2012 2011 2010 2009 2008 2007 2006 2004 2003 2001 Other

All Journal Article Presentation

  • [Journal Article] Stochastic mesh methods for Hormander type diffusion processes2014

    • Author(s)
      Shigeo Kusuoka and Yusuke Morimoto
    • Journal Title

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

      Volume: Vol.18

    • NAID

      40021337178

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Journal Article] Gaussian K-Scheme: Justification for KLNV method2013

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

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

      Volume: vol.17 Pages: 71-120

    • NAID

      40021337087

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Journal Article] A remark on credit risk models and copula2013

    • Author(s)
      KUSUOKA Shigeo
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16 Pages: 53-84

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A remark on credit risk models and copula2013

    • Author(s)
      S. Kusuoka and T. Nakashima
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16 Pages: 53-58

    • DOI

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

    • NAID

      40021336957

    • ISBN
      9784431541134, 9784431541141
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Journal Article] Classical mechanical model of Brownian motion with one particle coupled to a random wave field2013

    • Author(s)
      KUSUOKA Shigeo
    • Journal Title

      Stochastic Analysis and its Application

      Volume: 30 Pages: 493-528

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Gaussian K-Scheme:Justification for KLNV method2013

    • Author(s)
      Kusuoka Shigeo S.Kusuoka, M.Maruyama
    • Journal Title

      Advances in Mathematical Economics

      Volume: vol,17(to appear)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A Remark on Malliavin calculus: Uniform Estimate and Localization2012

    • Author(s)
      Kusuoka Shigeo
    • Journal Title

      J. Math. Sci. Univ. Tokyo

      Volume: 19 Pages: 533-558

    • NAID

      120005678224

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A remark on credit risk models and copula2012

    • Author(s)
      KUSUOKA, Shigeo
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Classical mechanical model of Brownian motion with one particle coupled to a random wave field2012

    • Author(s)
      Kusuoka Shigeo, and Liang Song
    • Journal Title

      Stoch. Anal. Appl

      Volume: 30,no,3 Pages: 493-528

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A remark on credit risk models and copula2012

    • Author(s)
      KUSUOKA, Shigeo
    • Journal Title

      Advances in Mathematical Economics

      Volume: 16(to appear)

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A remark on credit risk models and copula2012

    • Author(s)
      Kusuoka Shigeo, and Nakashima Takanobu
    • Journal Title

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

      Volume: vol.16 Pages: 53-84

    • NAID

      40021336957

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A classical mechanical model of Brownian motion with one particle coupled to a random wave field2012

    • Author(s)
      S. Kusuoka and S. Liang
    • Journal Title

      Stochastic Analysis and Applications

      Volume: Vol. 30, Issue 3 Issue: 3 Pages: 493-528

    • DOI

      10.1080/07362994.2012.668444

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21740063, KAKENHI-PROJECT-24340022
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      Kusuoka Shigeo
    • Journal Title

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

      Volume: vol,13 Pages: 99-111

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A classical mechanical model of Brownian motion with plural particles2010

    • Author(s)
      Shigeo Kusuoka, Song Liang
    • Journal Title

      Reviews in Math.Physics

      Volume: 22 Pages: 733-838

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] Acalassical mechanical model of Brownian motion with plural particles2010

    • Author(s)
      Kusuoka Shigeo and Liang Song
    • Journal Title

      Reviews in Math. Physics

      Volume: 22 Pages: 733-838

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Uniform Estimate for distributions of the sum of i.i.d.random variables with fat tail2010

    • Author(s)
      Hirotaka Fushiya, Shigeo Kusuoka
    • Journal Title

      J.Math.Sci.Univ.Tokyo

      Volume: 17 Pages: 79-121

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] Uniform Estimate for distributions of the sum of i.i.d. random variables with fat tail2010

    • Author(s)
      Fushiya Hirotaka and Kusuoka Shigeo
    • Journal Title

      J. Math. Sci. Univ. Tokyo

      Volume: 17 Pages: 79-121

    • NAID

      120006906036

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] Large Deviation for stochastic line integrals as Lp current Prob2010

    • Author(s)
      Kuwada Kazumasa, Kusuoka Shigeo andTamura Yozo
    • Journal Title

      Theory Related Fields

      Volume: 147 Pages: 649-674

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      楠岡成雄
    • Journal Title

      Advance in Mathematical Economics (In press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

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

      Volume: Vol.13 Pages: 99-111

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A certain Limit of Iterated CTE2010

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Adv. in Math. Eco. vol. 13

      Pages: 99-111

    • Data Source
      KAKENHI-PROJECT-18540113
  • [Journal Article] Large Deviation for stochastic line integrals as $L^p$ current2010

    • Author(s)
      Shigeo Kusuoka, Kazumasa Kuwada, Yozo Tamura
    • Journal Title

      Prob.Theory Related Fields

      Volume: 147 Pages: 649-674

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2009

    • Author(s)
      S. Kusuoka and H. Osajima
    • Journal Title

      J. Fuct. Analysis 255

      Pages: 2545-2562

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2009

    • Author(s)
      S. Kusuoka, et al.
    • Journal Title

      J. Fuct. Analysis (出版予定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡成雄
    • Journal Title

      金融研究 27

      Pages: 119-147

    • NAID

      40016038046

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity (with T.Hayashi)2008

    • Author(s)
      S. Kusuoka
    • Journal Title

      Stat. Inference Stoch. Process 11 no.1

      Pages: 93-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡 成雄
    • Journal Title

      金融研究 27(掲載確定)

    • NAID

      40016038046

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity, Stat2008

    • Author(s)
      Hayashi, T., S. Kusuoka
    • Journal Title

      Inference Stoch. Process11 no.1

      Pages: 93-106

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡成雄
    • Journal Title

      金融研究 第27巻第2号

      Pages: 119-147

    • NAID

      40016038046

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity2008

    • Author(s)
      S. Kusuoka, et al.
    • Journal Title

      Stat. Inference Stoch. Process. 11

      Pages: 93-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡成雄
    • Journal Title

      金融研究 27

      Pages: 119-147

    • NAID

      40016038046

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2008

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Journal of Functional Analysis 255

      Pages: 2545-2562

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] 株式利益の希薄化を考慮した転換価格修正条項付き転換社債の価格について2008

    • Author(s)
      楠岡重雄
    • Journal Title

      金融研究 第27巻第2号

      Pages: 119-147

    • NAID

      40016038046

    • Data Source
      KAKENHI-PROJECT-18340029
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals2008

    • Author(s)
      S. Kusuoka, H.Osajima
    • Journal Title

      J. Fuct. Analysis 255

      Pages: 2545-2562

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] A Remark on Law Invariant Convex Risk Measures, in Advances in Mathematical Economics ed. S.Kusuoka2007

    • Author(s)
      S. Kusuoka
    • Journal Title

      M. Maruyama vol.10

      Pages: 91-100

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Homogeneous Law-Invariant Multiperiod Value Measures and their Limits2007

    • Author(s)
      Kusuoka, S.
    • Journal Title

      J. Math. Sci. Univ. Tokyo 14巻2号(印刷中)

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Homogeneous Law Invariant Multiperiod Value Measures and their Limits2007

    • Author(s)
      KUSUOKA Shigeo, MORIMOTO Yuji
    • Journal Title

      Journal of Mathematical Sciences, University Tokyo 14

      Pages: 117-156

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] A Remark on Law Invariant Convex Risk Measures2007

    • Author(s)
      Kusuoka, S.
    • Journal Title

      Advances in Mathematical Economics 10巻

      Pages: 91-100

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Homogeneous Law Invariant Multiperiod Value Measures and their Limits2007

    • Author(s)
      S. Kusuoka, Y. Morimoto
    • Journal Title

      J. Math. Sci. Univ. Tokyo 14

      Pages: 117-156

    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Consistent estimation of covariation under nonsynchronicity2007

    • Author(s)
      HAYASHI Takaki, KUSUOKA Shigeo
    • Journal Title

      Staistical Inference for Stochastic Processes 11

      Pages: 93-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Journal Article] Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus2004

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advances in Mathematical Economics vol.6

      Pages: 69-83

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus2004

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics 6

      Pages: 69-83

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] A new simulation method of diffusion processes applied to Finance2004

    • Author(s)
      楠岡成雄, 二宮祥一
    • Journal Title

      Proceedings of the Ritsumeikan International Symposium (Ed.by Akahori,Ogawa,Watanabe)

      Pages: 233-253

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15540110
  • [Journal Article] Stochastic Newton Equation with reflecting boundary condition2004

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 233-246

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] A new simulation method of diffusion processes applied to Finance2004

    • Author(s)
      Shigeo Kusuoka, Syoiti Ninomiya
    • Journal Title

      Proceedings of the Ritsumeikan International Symposium (Ed. by Akahori, Ogawa, Watanabe)

      Pages: 233-253

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15540110
  • [Journal Article] Stochastic Newton Equation with reflecting boundary condition2004

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 233-246

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Stochastic Newton Equation with reflecting bounadary conditio2004

    • Author(s)
      Kusuoka, Shigeo
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 223-246

    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Monte Carlo Method for Pricing of Bermuda type derivatives2003

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics 5

      Pages: 153-166

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Malliavin Calculus revisited2003

    • Author(s)
      S.Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, (University of Tokyo) vol.10

      Pages: 261-277

    • NAID

      110000071225

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Nonlinear transformation containing rotation and Gaussian measure2003

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, the University of Tokyo 10

      Pages: 1-40

    • NAID

      110000071216

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Nonlinear transformation containing rotation and Gaussian measure2003

    • Author(s)
      S.Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, (University of Tokyo) vol.10

      Pages: 1-40

    • NAID

      110000071216

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Malliavin Calculus revisited2003

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Journal of Mathematical Sciences, the University of Tokyo 10

      Pages: 261-277

    • NAID

      110000071225

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Monte Carlo Method for Pricing of Bermude type derivatives2003

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advances in Mathematical Economics vol.5

      Pages: 153-166

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Law Invariant Coherent Risk Measure2001

    • Author(s)
      S.Kusuoka
    • Journal Title

      Advances in Mathematical Economics vol.3

      Pages: 83-95

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] Law Invariant Coherent Risk Measure2001

    • Author(s)
      Shigeo Kusuoka
    • Journal Title

      Advances in Mathematical Economics 3

      Pages: 83-95

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13440029
  • [Journal Article] A Remark on the Asymptotic Expansion of density function of Wiener Functionals (with H.Osajima)

    • Author(s)
      S. Kusuoka
    • Journal Title

      in J. Fuct. Analysis (in press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18340029
  • [Presentation] A remark on credit risk models and copula2013

    • Author(s)
      S. Kusuoka and T. Nakashima
    • Organizer
      JAFEE-Columbia-ISM International Conference on Financial Mathematics, Engineering and Statistics
    • Place of Presentation
      ISM Tachikawa Campus、Tokyo(招待講演)
    • Year and Date
      2013-03-18
    • Data Source
      KAKENHI-PROJECT-24340022
  • [Presentation] Some trials on extending the higher-order weak approximation algorithms for SDEs2011

    • Author(s)
      Syoiti Ninomiya, Shigeo Kusuoka, Mariko Ninomiya
    • Organizer
      Workshop rough paths Stochastic PDEs and numerical integration methods
    • Place of Presentation
      Philipps Universitat, Marburg, Germany(招待講演)
    • Year and Date
      2011-09-22
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      S. Kusuoka
    • Organizer
      ICIAM 2011(International Congres on Industrial
    • Place of Presentation
      バンクーバー(カナダ)
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] The higher-order weak approximation algorithms for SDEs2011

    • Author(s)
      Syoiti Ninomiya, Shigeo Kusuoka, Mariko Ninomiya
    • Organizer
      The second workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs
    • Place of Presentation
      Imperial College, London, UK(招待講演)
    • Year and Date
      2011-09-28
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      KUSUOKA Shigeo
    • Organizer
      ICIAM 2011 (International Congres on Industrial and Applied Mathematics)
    • Place of Presentation
      バンクーバー,カナダ(招待講演)
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Presentation] Higher-order weak approximation algorithms for SDEs : Some trials on barrier option problem and higher order algorithms2011

    • Author(s)
      Syoiti Ninomiya, Shigeo Kusuoka, Mariko Ninomiya
    • Organizer
      Stochastic PDEs
    • Place of Presentation
      ETH Zurich, Switzerland(招待講演)
    • Year and Date
      2011-09-14
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      KUSUOKA Shigeo
    • Organizer
      ICIAM 2011 (International Congres on Industrial and Applied Mathematics)
    • Place of Presentation
      バンクーバー(カナダ)(招待講演)
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Numerical Computation for the Expectation on Diffusion Processes2011

    • Author(s)
      KUSUOKA, Shigeo
    • Organizer
      ICIAM 2011 (International Congres on Industrial and Applied Mathematics)
    • Place of Presentation
      バンクーバー、カナダ
    • Year and Date
      2011-07-21
    • Data Source
      KAKENHI-PROJECT-22540174
  • [Presentation] Numerical Computation of Expectation of Diffusion Processes2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      Analysis, Stochastics and Applications A Conference in Honour of Walter Schachermayer
    • Place of Presentation
      Vienna University, Austria(招待講演)
    • Year and Date
      2010-07-15
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Approximation of expectation of diffusion processes2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      CREST and Sakigake International Symposium : Asymptotic Statistics, Risk and Computation in Finance and Insurance
    • Place of Presentation
      Tokyo Institute of Technology Tokyo(招待講演)
    • Year and Date
      2010-12-15
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Approximation of Expectation of Diffusion Processes with Dirichlet boundary2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      International Workshop on Mathematical Finance : Topics on Leading-edge Numerical Procedures and Models
    • Place of Presentation
      Tokyo
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Regularity of the diffusion semigroup with Dirichlet boundary condition2010

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      SPA OSAKA 2010 34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      Osaka, JAPAN(招待講演)
    • Year and Date
      2010-09-06
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Gaussian K-scheme2009

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      Workshop : Computational Finance
    • Place of Presentation
      Kyoto Univ.
    • Year and Date
      2009-08-10
    • Data Source
      KAKENHI-PROJECT-21340024
  • [Presentation] Malliavin calculus and Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Seoul-Tokyo Conference
    • Place of Presentation
      KIAS
    • Year and Date
      2008-11-21
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Malliavin calculus, Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Symposium in Honor of Kiyosi Ito : Stochastic Analysis and Its Impact in Mathematics and Science
    • Place of Presentation
      Institute of Mathematical Sciences National Univ. Singapore
    • Year and Date
      2008-07-10
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Malliavin calculus and Computational Finance2008

    • Author(s)
      Shigeo Kusuoka
    • Organizer
      Seoul-Tokyo Conference
    • Place of Presentation
      KIAS,ソウル韓国
    • Year and Date
      2008-11-21
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] Malliavin calculus, Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Minisymposium on stochastic analysis in the occasion of the award the Degree of a Doctor Honoris Causa to Professor Paul Malliavin
    • Place of Presentation
      the Faculty of Mathematics and Natural Sciences of the University of Bonn
    • Year and Date
      2008-04-19
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] Malliavin calculus and Computational Fimamce, Symposium in Honor of Kiyosi Ito : Stochastic Analysis and Its Impact in Mathematics and Science, Institute of Mathematical Sciences2008

    • Author(s)
      S. Kusuoka
    • Organizer
      National Univ.Singapore
    • Year and Date
      2008-07-10
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] Malliavin calculus and Computational Fimamce, Minisymposium on stochastic analysis in the occasion of the award the Degree of a Doctor Honoris Causa to Professor Paul Malliavin2008

    • Author(s)
      S. Kusuoka
    • Organizer
      the Faculty of Mathematics and Natural Sciences of the University of Bonn
    • Year and Date
      2008-04-19
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] Malliavin calculus and Computational Fimamce2008

    • Author(s)
      S. Kusuoka
    • Organizer
      Seoul-Tokyo Conference, KIAS
    • Year and Date
      2008-11-21
    • Data Source
      KAKENHI-PROJECT-17340023
  • [Presentation] A new weak approximation scheme of stochastic differential equations by using the Runge-Kutta method2006

    • Author(s)
      Shigeo Kusuoka, Mariko Ninomiya, Syoiti Ninomiya
    • Organizer
      Bachelier Finance Society 2006 4th World Congress Tokyo
    • Place of Presentation
      Tokyo
    • Data Source
      KAKENHI-PROJECT-18540113
  • [Presentation] A remark on credit risk models and copula

    • Author(s)
      KUSUOKA, Shigeo
    • Organizer
      JAFEE-Columbia-ISM International Conference on Financial Mathematics, Engineering and Statistics
    • Place of Presentation
      統計数理研究所 立川キャンパス, 東京
    • Invited
    • Data Source
      KAKENHI-PROJECT-22540174
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  • 116.  梁 淞
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