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KUNITA Hiroshi  國田 寛

ORCIDConnect your ORCID iD *help
Researcher Number 30022552
Other IDs
External Links
Affiliation (based on the past Project Information) *help 2000 – 2006: Nanzan Univ.Math.Sci., Professor, 数理情報学部, 教授
1994 – 1999: Kyushu U.Grad.Sch.Math., Prof., 大学院・数理学研究科, 教授
1998: Kyushu Univ., Grad.Sch.Math., Professor, 大学院数理学研究科, 教授
1995 – 1996: 九州大学, 数理学研究科, 教授
1994: 九州大学, 大学院数理学研究科, 教授
1986 – 1993: Faculty of Engineering Kyushu University, Professor, 工学部, 教授
1986: Professor at Faculty of Engineering, Kyushu University, 工学部, 教授
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Basic analysis
Except Principal Investigator
解析学 / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / Algebra / Social systems engineering/Safety system
Keywords
Principal Investigator
確率微分方程式 / Malliavin calculus / 確率解析 / ランダム媒質 / 確率偏微分方程式 / Levy process / レビー過程 / Stochastic differential equations / マリアバン演算 / マリアバン解析 … More / Stochastic analysis / 加法過程 / 中心極限定理 / ランダム半群 / 拡散過程 / 確率差分式 / 極限定理 / 確率力学系(Stochastic flow) / The Malliavin calculus / Central limit theorems / Stochastic flows / 偏微分方程式の境界値問題 / 確率流 / Mathematical Finance / equivalent martingal measure / martingales representative / 確率分布 / 数理ファイナンス / 同値マルチンゲール測度 / マルチンゲール表現 / マリアヴァン解析 / Hormander's hypoellipticity condition / Stochastic differential equation / ランダム・ウオーク / p-進体 / ストカスティック・フロー / 準だ円性 / 準だ円性条件 / Harmonic maps / Stochstic differential geometry / 調和解析 / stochastic differeatial equalioes / 調和写像 / マクアバン解析 / 確率微分幾何 / additive processes on p-adic number / random walk / stochasticanalysis on infinite dimension / Self-similar process / Stable process / Levy process on groups / 自己相似過程 / P-進体上の加法過程 / ランダム・ウオ-ク / p-進体上の加法過程 / ランダム・ウォーク / 無限次元空間上の確率解析 / 自己相似性 / 安定過程 / 群上のレビー過程 / Stochastic control / Schrodinger operator / Ergodic theory / Gaussian process / Random environment / Limit theorems / Markov process / ガウス型通信路 / マリアバン演算法 / 測度値分枝過程 / 多粒子系マルコフ過程 / 抽象ウィ-ナ-空間 / 無限次元解析 / 確率制御 / シュレディンガ-作用素 / エルゴ-ド理論 / ガウス過程 / マルコフ過程 / 非線形フィルター / 超関数 / 確率力学系 / 非線形フィルタ- / 確率微分程式 / 爆発問題 / 正則拡散過程 … More
Except Principal Investigator
衝撃波 / 振動積分 / 停留位相法 / マリアヴァン解析 / 安定性 / 極限定理 / 確率微分方程式 / Malliavin calculus / multiplicative chaos / random translation / Martin boundary / Sierpinski gasket / asymptotic stability / 漸近挙動 / 漸近安定性 / 初期値問題 / マルコフ過程 / ブラウン運動 / 漸近理論 / 拡大波 / 外部定常問題 / Implicit function theorem in real interpolation spaces / Asymptotic expansion of weak solution / Nonlinear geometrical Optics / 一般化されたエントロピー条件 / ソボレフ空間値の擬微分作用素の交換子評価 / 双曲型保存系 / 弱解の漸南展開 / 実補間空間内の陰関数定理 / 実補間空間内の陰件数定理 / 弱解の漸近展開 / 非線型幾何光学近似 / Stochastic partial differential equation / Perturbation methods / Martingale methods / Stochastic difference equations / Diffusion approximations / マリアバンカルキュラス / モンジュ=アンペル作用素 / 放物型偏微分方程式 / ランダムな係数をもつ放物型偏微分方程式 / 確率偏微分方程式 / 確率偏微分方程式ランダムな係数をもつ放物型偏微分方程式 / 攝動法 / マルチンゲール法 / 確率差分方程式 / 拡散近似 / 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 / 確率過程 / 確率論 / large deviation / trace formula / heat kernel / asymptotic theory / localization / quadratic phase function / Stochastic oscillatory integral / 確率面積 / ヤコビ方程式 / 複素変数変換 / 非線形変換 / グリーン関数 / レヴィ測度 / 確率振動積分 / 大偏差原理 / 跡公式 / 熱核 / 局所化 / 2次相関数 / 確立振動積分 / Oscillatory integral / multiple Wiener Integral / Wiener space / Monte-Carlo method / numerical integration / Weyl transformation / 暗号理論 / 確率微分方程式の数値解法 / 擬似乱数 / 多重ウイナ-積分 / ウイナ-空間 / Malliarin解析 / 移動積分 / Malliavin解析 / 多重Wiener積分 / Wiener空間 / モンテカルロ法 / 数値積分 / Weyl変換 / similar translations / almost complex structure / density theorem / fractal / random franslation / 概複素構造 / 密度定理 / フラクタル / 絶対連続性 / oscillatory integral / stationary solution / decay order / intial value problem / Navier-Stokes equation / hydrodynamical equation / 分岐 / 膨張波 / 圧縮粘性流体 / 非圧縮粘性流体 / 減衰オーダー / 弱解 / ナビア=ストークス / 非線形方程式 / 漱近解析 / 定常解 / 減衰度 / Navier-Stokes方程式 / 流体の方程式 / extension of representations / kertex operator algenbra / conformal-super algenbra / super conformal algenbra / affine super algebra / superconformal代数 / 表現のextension / 頂点作用素代数 / conformal-super代数 / super conformal代数 / アフィン・スーパー・リー環 / Riemann problem / shock wave / rarefaction wave / global solution / blow-up of solution / initial value problem / hyperbolic-elliptic system / 拡散波 / 進行波解 / 輻射気体 / リーマン問題 / 希薄波 / 時間大域解 / 解の爆発 / 双曲・楕円型方程式系 / non-stationary statistical dynamics / Brownian motion / Riemannian manifold / quantum chaos / stochastic control / computor mathematics / genetic model / asymptotics theory / ウィナー空間 / 確率分布モデル / ディリクレ形式 / 確率解析 / 非平衡統計力学 / リーマン多様体 / 量子カオス / 確率制御 / 計算数学 / 遺伝モデル / Formal solution / Asymptotic weak solution / Mean-convolution product / Mean-value / Modulation equations / Quasi-linear hyperbolic systems / Asymptotic solutions / Geometric optics approximation / 等エントロピー流れ / バーガース方程式 / 概周期性 / モデュレーション方程式 / 相変数 / 漸近展開 / 平均合成績 / 準線形強双曲系 / 形式解 / 漸近弱解 / 平均合成積 / 平均値 / 変形方程式系 / 準線形双曲系 / 漸近解 / 幾何光学近似 / 絶対不変曲線 / 代数的除外値曲線 / 乗法公式をもつ解析写像 / 常微分作用素の関数解析 / 特異摂動 / 初期層 / 漸近族 / 微文方程式の漸近解析 / 二項モデル / コーラブル / 最適停止 / 条件付請求権 / 不完全情報 / 資産評価 / プライシング / ブライシング / 永久債 / ゲーム・オプション / 最適停止問題 / リアル・オプション / ワラント / 転換社債 / 償還条項 / オプション / デリバティブ / ウィナー=カオス / 多重ストラトノビッチ積分 / 多重ウィナー積分 / 解析的ウィナー汎関数 / 正則ウィナー汎関数 / 抽象ウィナー空間 / ループ群 / 複素構造 / 減衰率 / 一次元気体モデル / 熱対流 / アトラクター / 離散モデル / 粘弾性 / 準線形双曲系の解の漸近展開 / 非線形幾何光学近似 / 準線形双曲系の初期値問題 / ポアンカレ写像 / Stein多様体 / リ-マン面の解析的族 / 乗法公式を持つ解析写像 / 解析面の解析接続 Less
  • Research Projects

    (31 results)
  • Research Products

    (1 results)
  • Co-Researchers

    (41 People)
  •  不完全情報下の金融資産評価に関する理論的および実証的研究

    • Principal Investigator
      沢木 勝茂 (澤木 勝茂)
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Exploratory Research
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      Nanzan University
  •  The study of stochastic differential equations with jumpsPrincipal Investigator

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      2001 – 2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Nanzan University
  •  A Study of asymptotic behaviors of stochastic oscillatory integrals

    • Principal Investigator
      TANIGUCHI Setsuo
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Basic analysis
    • Research Institution
      KYUSHU UNIVERSITY
  •  Diffusion Processes and Diffusion Equations in Random EnvironmentPrincipal Investigator

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Nanzan University
      Kyushu University
  •  ランダム媒質における拡散現象の研究Principal Investigator

    • Principal Investigator
      國田 寛
    • Project Period (FY)
      1997
    • Research Category
      Grant-in-Aid for Exploratory Research
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  GEOMETRY OF STOCHASTIC DIFFERENTIAL EQUATIONSPrincipal Investigator

    • 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
  •  Study of infinite dimensional stochastic analysis and stochastic numerical analysis

    • Principal Investigator
      SUGITA Hiroshi
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      KYUSHU UNIVERSITY
  •  抽象ウィナー空間の複素化の研究

    • Principal Investigator
      谷口 説男
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  ループ群と正則ウィナー汎関数の研究

    • Principal Investigator
      杉田 洋
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  Representation of superalgebras and their quantum groups

    • Principal Investigator
      WAKIMOTO Minoru
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Algebra
    • Research Institution
      KYUSHU UNIVERSITY
  •  Studies on behaviors of solutions to hydrodynamical equations

    • Principal Investigator
      TANIGUCHI Setsuo, 宮川 鉄朗
    • Project Period (FY)
      1996 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      KYUSHU UNIVERSITY
  •  Analysis of a Gaussian measure

    • Principal Investigator
      SATO Hiroshi
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      KYUSHU UNIVERSITY
  •  抽象ウィナー空間の複素部分多様体の研究

    • Principal Investigator
      谷口 説男
    • 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
      Kyushu University
  •  Probability theory related to analysis and geometry

    • Principal Investigator
      OGURA Yukio
    • 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
      Saga University
  •  Study on the initial value problem for quasilinear hyperbolic-elliptic coupled systems

    • Principal Investigator
      KAWASHIMA Shuichi
    • Project Period (FY)
      1995 – 1997
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      KYUSHU UNIVERSITY
  •  STOCHASTIC DIFFERENTIAL EQUATIONS AND LIE ALGEBRAS,LIE GROUPSPrincipal Investigator

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1995 – 1997
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      KYUSHU UNIVERSITY
  •  非線形放物型・双曲型偏微分方程式の研究

    • Principal Investigator
      宮川 鉄朗
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  悲線形放物型・双曲型偏微分方程式の研究

    • Principal Investigator
      宮川 鉄朗
    • Project Period (FY)
      1993
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  Initial value problem of quasi-linear hyperbolic systems and global geometric optics approximation

    • Principal Investigator
      YOSHIKAWA Atsushi
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      KYUSHU UNIVERSITY
  •  確率微分方程式と超関数-両者の結合作用の研究Principal Investigator

    • Principal Investigator
      国田 寛
    • 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
      Kyushu University
  •  準線形双曲型方程式系の初期値問題の解の存在の構成的証明の研究

    • Principal Investigator
      吉川 敦
    • Project Period (FY)
      1991
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  確率微分方程式と非線形フィルタ-の研究Principal Investigator

    • Principal Investigator
      国田 寛
    • 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
      Kyushu University
  •  2次元Stein多様体上の解析関数の研究

    • Principal Investigator
      西野 利雄
    • Project Period (FY)
      1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  確率微分方程式と確率力学系の研究Principal Investigator

    • Principal Investigator
      国田 寛
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  Comprehensive Study of Probability TheoryPrincipal Investigator

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  2次元複素数空間における解析写像の研究

    • Principal Investigator
      西野 利雄
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  Study of Asymptotic Analysis of Systems of Quasilinear Partial Differential Equations

    • Principal Investigator
      YOSHIKAWA Atsushi
    • Project Period (FY)
      1987 – 1989
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  微分方程式の漸近解析の研究

    • Principal Investigator
      吉川 敦
    • Project Period (FY)
      1986
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Kyushu University
  •  Research of Stochastic Analysis

    • Principal Investigator
      WATANABE Hisao
    • Project Period (FY)
      1986 – 1987
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu 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
  •  Research of stochastic differential geometryPrincipal Investigator

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1984 – 1986
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University

All 2007

All Journal Article

  • [Journal Article] Asian strike options of American type and game type2007

    • Author(s)
      國田寛, 石原正也
    • Journal Title

      Stochastic processes and Applications to Mathematical Science 2006 (In printing)

    • Data Source
      KAKENHI-PROJECT-16651090
  • 1.  TANIGUCHI Setsuo (70155208)
    # of Collaborated Projects: 23 results
    # of Collaborated Products: 0 results
  • 2.  YOSHIKAWA Atsushi (80001866)
    # of Collaborated Projects: 17 results
    # of Collaborated Products: 0 results
  • 3.  KAWASHIMA Shuichi (70144631)
    # of Collaborated Projects: 12 results
    # of Collaborated Products: 0 results
  • 4.  MIYAKAWA Tetsuro (10033929)
    # of Collaborated Projects: 11 results
    # of Collaborated Products: 0 results
  • 5.  SUGITA Hiroshi (50192125)
    # of Collaborated Projects: 10 results
    # of Collaborated Products: 0 results
  • 6.  NISHINO Toshio (30025259)
    # of Collaborated Projects: 9 results
    # of Collaborated Products: 0 results
  • 7.  HAMANA Yuji (00243923)
    # of Collaborated Projects: 9 results
    # of Collaborated Products: 0 results
  • 8.  WATANABE Hisao (40037677)
    # of Collaborated Projects: 6 results
    # of Collaborated Products: 0 results
  • 9.  SUZUKI Masakazu (20112302)
    # of Collaborated Projects: 6 results
    # of Collaborated Products: 0 results
  • 10.  YASUDA Kumi (40284484)
    # of Collaborated Projects: 6 results
    # of Collaborated Products: 0 results
  • 11.  後藤 俊一 (30225651)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 12.  KAGEI Yoshiyuki (80243913)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 13.  OGURA Yukio (00037847)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 14.  WATANABE Sinzo (90025297)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 15.  SATO Hiroshi (30037254)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 16.  藤原 司 (30199385)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 17.  木塚 崇 (70186279)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 18.  IKEDA Nobuyuki (00028078)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 19.  KUSUOKA Shigeo (00114463)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 20.  FUKAI Yasunari (00311837)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 21.  沢木 勝茂 (80065482)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  赤壁 弘康 (40192877)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  岩城 秀樹 (40257647)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  竹澤 直哉 (70329332)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  徳永 俊史 (30329750)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  SHIGA Tokuzo (60025418)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  ITO Yuuji (90112987)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  KOTANI Shinichi (10025463)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  土谷 正明 (50016101)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  田中 洋 (70011468)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 31.  FUNAKI Tadahisa (60112174)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  NAGAI Hideo (70110848)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  WAKIMOTO Minoru (00028218)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 34.  YAMADA Mieko (70130226)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 35.  SHIOHAMA Katsuhiro (20016059)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 36.  OGAWA Shigeyoshi (80101137)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 37.  KUWAE Kazuhiro (80243814)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 38.  MATSUMOTO Hiroyuki (00190538)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 39.  TOTOKI Haruo (70027366)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 40.  KONO Norio (90028134)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 41.  SATO Ken-iti (60015500)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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