Nakano Yumiharu 中野張

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NAKANO Yumiharu 中野張

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Researcher Number	00452409
Other IDs
Affiliation (Current)	2025: 東京科学大学, 情報理工学院, 准教授
Affiliation (based on the past Project Information) *help	2016 – 2024: 東京工業大学, 情報理工学院, 准教授 2013 – 2015: 東京工業大学, 大学院イノベーションマネジメント研究科, 准教授 2012: 東京工業大学, イノベーションマネジメント研究科, 准教授 2012: 東京工業大学, イノベーション・マネジメント研究科, 准教授 2011 – 2012: 東京工業大学, イノベーションマネジメント研究科, 准教授
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator Social systems engineering/Safety system / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 確率制御 / ハミルトン・ヤコビ・ベルマン方程式 / 生成モデル / 確率微分方程式 / シュレディンガー問題 / 確率偏微分方程式 / 深層学習 / 拡散生成モデル / 確率論 / 応用数学 … More / カーネル選点法 / Zakai方程式 / 部分観測確率制御問題 / 再生核補間 / 確率制御問題 / 逆問題 / 部分観測確率制御 / 準補間法 / フィルタリング / メッシュ・フリー選点法 / メッシュフリー選点法 … More Except Principal Investigator 数理ファイナンス / OR / アルゴリズム / 数理工学 / 準モンテカルロ / 確率論 / 数値計算 / 高頻度取引 / 金融派生商品 / シミュレーション / 弱近似 / 確率微分方程式 / 情報ネットワーク / 数値解析 / 最適化 / ファイナンス / ポートフォリオ最適 / リアルオプション / ポートフォリオ最適化 / オプション評価 / 意思決定 / 確率モデル / 金融工学 Less

確率微分方程式による生成モデルの研究Principal Investigator
- Principal Investigator
  
  中野張
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Tokyo Institute of Technology
Numerical Analysis of Schroedinger's problemPrincipal Investigator
- Principal Investigator
  
  Nakano Yumiharu
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Tokyo Institute of Technology
Identification problems in stochastic control theoryPrincipal Investigator
- Principal Investigator
  
  Nakano Yumiharu
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Tokyo Institute of Technology
Numerical analysis of Hamilton-Jacobi-Bellman equations and its developmentsPrincipal Investigator
- Principal Investigator
  
  Nakano Yumiharu
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Tokyo Institute of Technology
An applicative study of stochastic control theoryPrincipal Investigator
- Principal Investigator
  
  NAKANO Yumiharu
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Tokyo Institute of Technology
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
Exploring Decision Support Models in OR-oriented Finance
- Principal Investigator
  
  KIMURA Toshikazu (KIMURA Toshkazu)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kansai University
  Hokkaido University
Research and development of the advanced expert mathematical library for the information network society
- Principal Investigator
  
  MIZUNO Shinji
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Institute of Technology

All 2023 2020 2019 2018 2016 2015 2014 2013 2012 2011 2010 2009 Other

All Journal Article Presentation Book

[Book] ファイナンスと保険の数理2014
- Author(s)
  井上昭彦，中野張，福田敬
- Total Pages
  506
- Publisher
  岩波書店
- Data Source
  KAKENHI-PROJECT-26800079
[Journal Article] Inverse stochastic optimal controls2023
- Author(s)
  Nakano Yumiharu
- Journal Title
  
  Automatica
  
  Volume: 149 Pages: 110831-110831
- DOI
  10.1016/j.automatica.2022.110831
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K03364
[Journal Article] Kernel-based collocation methods for Heath?Jarrow?Morton models with Musiela parametrization2020
- Author(s)
  Kinoshita Yuki、Nakano Yumiharu
- Journal Title
  
  Stochastics
  
  Volume: - Issue: 6 Pages: 1-24
- DOI
  10.1080/17442508.2020.1817024
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05359
[Journal Article] Kernel-based collocation methods for Zakai equations2019
- Author(s)
  Y. Nakano
- Journal Title
  
  Stochastic and Partial Differential Equations: Analysis and Computation
  
  Volume: Online First Issue: 3 Pages: 476-494
- DOI
  10.1007/s40072-019-00132-y
- NAID
  120006582632
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05359
[Journal Article] Convergence of meshfree collocation methods for fully nonlinear parabolic equations2016
- Author(s)
  Yumiharu Nakano
- Journal Title
  
  Numerische Mathematik
  
  Volume: - Issue: 3 Pages: 703-723
- DOI
  10.1007/s00211-016-0852-8
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26800079, KAKENHI-PROJECT-17K05359
[Journal Article] On quadratic approximations for Hamilton-Jacobi-Bellman equations2016
- Author(s)
  Yumiharu Nakano
- Journal Title
  
  Automatica
  
  Volume: 66 Pages: 205-217
- DOI
  10.1016/j.automatica.2016.01.001
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26800079
[Journal Article] Quasi-Monte Carlo methods for Choquet integrals2015
- Author(s)
  Yumiharu Nakano
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 未定 Pages: 63-66
- DOI
  10.1016/j.cam.2015.03.026
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26800079
[Journal Article] A liability tracking portfolio for pension fund management2015
- Author(s)
  M. Ieda, T. Yamashita, and Y. Nakano
- Journal Title
  
  Proceedings of the 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications
  
  Volume: 0 Pages: 112-117
- NAID
  130005107485
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26800079
[Journal Article] On historical value-at-risk under distribution uncertainty2015
- Author(s)
  Atsushi Iizuka and Yumiharu Nakano
- Journal Title
  
  Journal of Mathematical Finance
  
  Volume: 未定
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26800079
[Journal Article] An approximation scheme for stochastic controls in continuous time2014
- Author(s)
  Yumiharu Nakano
- Journal Title
  
  Japan Journal of Industrial and Applied Mathematics
  
  Volume: 31 Issue: 3 Pages: 681-696
- DOI
  10.1007/s13160-014-0157-1
- NAID
  120006582369
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26800079
[Journal Article] A liability tracking approach to long term management of pension funds2013
- Author(s)
  M. Ieda, T. Yamashita, and Y. Nakano
- Journal Title
  
  J. Math. Finance
  
  Volume: 3 Pages: 392-400
- NAID
  120006582271
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23740069
[Journal Article] On approximating law-invariant comonotonic coherent riskmeasures2012
- Author(s)
  Y. Nakano
- Journal Title
  
  Astin Bulletin
  
  Volume: Vol.42 Pages: 343-353
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241038
[Journal Article] An Approximation Scheme for Optimal Stochastic Control Problems2012
- Author(s)
  Nakano, Y.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 148-157
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] An approximation scheme for optimal stochastic control problems2012
- Author(s)
  Y. Nakano
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 148-157
- Data Source
  KAKENHI-PROJECT-20241038
[Journal Article] On Approximating Law-invariant Comonotonic Coherent Risk Measures2012
- Author(s)
  Nakano, Y.
- Journal Title
  
  ASTIN Bulletin
  
  Volume: 42 Pages: 343-353
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] On approximating law-invariant comonotonic coherent risk measures2012
- Author(s)
  Y. Nakano
- Journal Title
  
  Astin Bulletin
  
  Volume: 42 Pages: 343-353
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241038
[Journal Article] An approximation scheme for optimal stochastic control problems2012
- Author(s)
  中野張
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 148-157
- Data Source
  KAKENHI-PROJECT-23740069
[Journal Article] On approximating law-invariant comonotonic coherent risk measures2012
- Author(s)
  Y.Nakano
- Journal Title
  
  Astin Bulletin
  
  Volume: Vol.42(In Press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241038
[Journal Article] Partial Hedging for Defaultable Claims2011
- Author(s)
  Nakano, Y.
- Journal Title
  
  Advances in Mathematical Economics
  
  Volume: 14 Pages: 127-145
- DOI
  10.1007/978-4-431-53883-7_6
- ISBN
  9784431538820, 9784431538837
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Partial Hedging for Def aultable Claims2011
- Author(s)
  Nakano, Y.
- Journal Title
  
  Advances in Mathem atical Economics 14
  
  Pages: 127-145
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Quantile Hedging for Defaultable Claims2010
- Author(s)
  Nakano, Y.
- Journal Title
  
  Recent Advances in Financial Engineering
  
  Pages: 219-230
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A kernel-based method for Schrodinger bridges2023
- Author(s)
  Yumiharu Nakano
- Organizer
  10th International Congress on Industrial and Applied Mathematics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K03364
[Presentation] 非線形放物型PDEに対するカーネル選点法の収束について2018
- Author(s)
  中野張
- Organizer
  次世代の科学技術を支える数値解析学の基盤整備と応用展開
- Invited
- Data Source
  KAKENHI-PROJECT-17K05359
[Presentation] 線形・非線形放物型偏微分方程式に対するメッシュフリー選点法2018
- Author(s)
  中野張
- Organizer
  東大数値解析セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-17K05359
[Presentation] Convergent collocation methods for fully nonlinear parabolic equations2018
- Author(s)
  Y. Nakano
- Organizer
  CJK Conference on Numerical Mathematics 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05359
[Presentation] Convergent collocation methods for Hamilton-Jacobi-Bellman equations2018
- Author(s)
  Y. Nakano
- Organizer
  The 23rd International Symposium on Mathematical Theory of Networks and Systems
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05359
[Presentation] 動径基底関数による非線形フィルターの近似2016
- Author(s)
  中野張
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-26800079
[Presentation] 動径基底関数による連続時間非線形フィルターの近似2016
- Author(s)
  中野張
- Organizer
  日本応用数理学会2016年度年会
- Place of Presentation
  北九州国際会議場
- Data Source
  KAKENHI-PROJECT-26800079
[Presentation] A collocation method for Zakai equations2015
- Author(s)
  Yumiharu Nakano
- Organizer
  SIAM Conference on Control & Its Applications
- Place of Presentation
  Maison de la Mutualite
- Year and Date
  2015-07-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26800079
[Presentation] 非線形放物型PDEに対するメッシュフリー法の収束について2014
- Author(s)
  中野張
- Organizer
  2014年度日本応用数理学会
- Place of Presentation
  政策研究大学院大学
- Year and Date
  2014-09-05
- Data Source
  KAKENHI-PROJECT-26800079
[Presentation] 非線形放物型PDEに対するメッシュフリー法の収束について2014
- Author(s)
  中野張
- Organizer
  数理ファイナンスセミナー
- Place of Presentation
  慶應義塾大学
- Year and Date
  2014-11-07
- Invited
- Data Source
  KAKENHI-PROJECT-26800079
[Presentation] An approximation scheme foroptimal control problems2012
- Author(s)
  中野張
- Organizer
  ファイナンスの数理解析とその応用
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2012-09-20
- Data Source
  KAKENHI-PROJECT-23740069
[Presentation] An Approximation Scheme for Optimal Stochastic Control Problems2012
- Author(s)
  Nakano, Y.
- Organizer
  44th ISCIE International Symposium on Stochastic Systems Theory and its Application
- Place of Presentation
  国士舘大学
- Year and Date
  2012-11-02
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 確率制御問題の数値解法について2012
- Author(s)
  中野張
- Organizer
  金融工学・数理計量ファイナンスの諸問題2012
- Place of Presentation
  大阪大学中之島センター(大阪)
- Year and Date
  2012-12-01
- Data Source
  KAKENHI-PROJECT-20241038
[Presentation] An approximation scheme for optimal stochastic control problems2012
- Author(s)
  Y. Nakano
- Organizer
  The 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications
- Place of Presentation
  Kokushikan University
- Year and Date
  2012-11-02
- Data Source
  KAKENHI-PROJECT-23740069
[Presentation] An approximation scheme for optimal stochastic control problems2012
- Author(s)
  Y. Nakano
- Organizer
  Workshop : The statistical Physics of Inference and Control Theory
- Place of Presentation
  Carmen de la Victoria, Granada, Spain
- Year and Date
  2012-09-14
- Data Source
  KAKENHI-PROJECT-23740069
[Presentation] An approximation scheme for optimal control problems2012
- Author(s)
  中野張
- Organizer
  ファイナンスの数理解析とその応用
- Place of Presentation
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-23740069
[Presentation] An approximation scheme for optimal stochastic control problems2012
- Author(s)
  Yumiharu Nakano
- Organizer
  The statistical Physics of Inference and Control Theory
- Place of Presentation
  Carmen de la Victoria, Granada, Spain
- Data Source
  KAKENHI-PROJECT-23740069
[Presentation] 確率制御問題の数値解法について2012
- Author(s)
  中野張
- Organizer
  金融工学・数理計量ファイナンスの諸問題2012
- Place of Presentation
  大阪大学中之島センター
- Year and Date
  2012-12-01
- Data Source
  KAKENHI-PROJECT-23740069
[Presentation] Optimal Hedging for Defaultable Claims2010
- Author(s)
  Nakano, Y.
- Organizer
  International Workshop on Mathematical Finance "Jopics on Leading-edge Numerical Procedures and Models"
- Place of Presentation
  TKP虎ノ門ビジネスセンター
- Year and Date
  2010-02-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] On the Design of Catastrophe Bonds2010
- Author(s)
  Nakano, Y.
- Organizer
  CREST and Sakigake International Symposium
- Place of Presentation
  東京工業大学
- Year and Date
  2010-12-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Approximating Average Value-at-Risk2010
- Author(s)
  中野張
- Organizer
  平成22年度数理解析研究所研究集会「諸分野との協働による数理科学のフロンティア」
- Place of Presentation
  京都大学
- Year and Date
  2010-11-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Qunatile Hedging for Defaultable Claims2009
- Author(s)
  Nakano, Y.
- Organizer
  KIER-TMU International Workshop on Financial Engineering 2009
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2009-08-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Qunatile Hedging for Defaultable Claims2009
- Author(s)
  Nakano, Y.
- Organizer
  Workshop on Mathematical Economics 2009
- Place of Presentation
  慶応大学
- Year and Date
  2009-11-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Approximation Scheme for Optimal Stochastic Control Problems
- Author(s)
  Nakano, Y.
- Organizer
  The statistical physics of inference and control theory
- Place of Presentation
  Carmen de la Victoria, Granada, Spain
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 確率制御問題の数値解法について
- Author(s)
  中野張
- Organizer
  金融工学・数理計量ファイナンスの諸問題2012
- Place of Presentation
  大阪大学中之島センター
- Invited
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An approximation scheme for optimal stochastic control problems
- Author(s)
  Y. Nakano
- Organizer
  The 44th ISCIE international symposium on　stochastic systems theory and its application
- Place of Presentation
  Kokushikan University（Tokyo）
- Data Source
  KAKENHI-PROJECT-20241038
[Presentation] 確率制御問題の数値解法について
- Author(s)
  中野張
- Organizer
  金融工学・数理計量ファイナンスの諸問題2012
- Place of Presentation
  大阪大学中之島センター（大阪府）
- Invited
- Data Source
  KAKENHI-PROJECT-20241038
[Presentation] An approximation scheme for optimal stochastic control problems
- Author(s)
  Y. Nakano
- Organizer
  The statistical physics of inference and control theory
- Place of Presentation
  Carmen de la Victoria（Spain）
- Data Source
  KAKENHI-PROJECT-20241038
[Presentation] An Approximation Scheme for Optimal Stochastic Control Problems
- Author(s)
  Nakano, Y.
- Organizer
  44th ISCIE international symposium on stochastic systems theory and its application
- Place of Presentation
  Kokushikan University, Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Approximation Scheme for Optimal Stochastic Control Problems
- Author(s)
  中野張
- Organizer
  平成24年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-20241037

1. NINOMIYA Shoiti (70313377)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. KIMURA Toshikazu (50143649)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. INOUE Akihiko (50168431)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. SUZUKI Teruyoshi (90360891)

# of Collaborated Projects: 1 results

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6. TSUJIMURA Motoo (40335328)

# of Collaborated Projects: 1 results

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7. SUZUKI Atsuo (60513702)

# of Collaborated Projects: 1 results

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8. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

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9. YAGI Kyoko (80451847)

# of Collaborated Projects: 1 results

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10. GOTO Makoto (30434286)

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11. MIZUNO Shinji (90174036)

# of Collaborated Projects: 1 results

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12. KOJIMA Masakazu (90092551)

# of Collaborated Projects: 1 results

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13. HIGA Kunihiko (50282877)

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14. OGATA Wakaha (90275313)

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15. NAKAGAWA Hidetoshi (30361760)

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16. NAKATA Kazuhide (00312984)

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17. KITAHARA Tomonari (10551260)

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18. TAKANO Yuichi (40602959)

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19. 高橋幸雄 (70016153)

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20. KUSUOKA Shigeo (00114463)

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Nakano Yumiharu 中野 張

NAKANO Yumiharu 中野 張

Research Projects

Research Products

Co-Researchers

確率微分方程式による生成モデルの研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Numerical Analysis of Schroedinger's problemPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Identification problems in stochastic control theoryPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Numerical analysis of Hamilton-Jacobi-Bellman equations and its developmentsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

An applicative study of stochastic control theoryPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Higher Order weak approximation of Stochastic Differential Equations with application to finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Exploring Decision Support Models in OR-oriented Finance

Principal Investigator

Project Period (FY)

Research Category

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Research and development of the advanced expert mathematical library for the information network society

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[Book] ファイナンスと保険の数理2014

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[Journal Article] Inverse stochastic optimal controls2023

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[Journal Article] Kernel-based collocation methods for Heath?Jarrow?Morton models with Musiela parametrization2020

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[Journal Article] Kernel-based collocation methods for Zakai equations2019

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[Journal Article] Convergence of meshfree collocation methods for fully nonlinear parabolic equations2016

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[Journal Article] On quadratic approximations for Hamilton-Jacobi-Bellman equations2016

Nakano Yumiharu 中野張

NAKANO Yumiharu 中野張