Rchr
J-GLOBAL ID：200901059127558488
Update date: Feb. 14, 2024
Ishimura Naoyuki
イシムラ ナオユキ | Ishimura Naoyuki
Affiliation and department：
Job title：
Professor
Research field (1)：
Mathematical analysis
Research keywords (1)：
"Mathematical finance, Nonlinear Analysis"
Research theme for competitive and other funds (29)：
- 2020 - 2024 Study on nonlinear problems arising in mathematical finance
- 2015 - 2019 Study on nonlinear partial differential equations arising in the mathematical finance
- 2012 - 2016 Financial Engineering to ERM: Theoretical and Empirical Investigation
- 2009 - 2012 Study on the nonlinear partial differential equations arising in applied field
- 2009 - 2011 Mathematical analysis of the nonlinear systems arising in the industry.
- 2006 - 2007 Study on Navier-Stokes equations and the related nonlinear differential equations
- 2004 - 2006 Study on the nonlinear phenomena with moving boundaries
- 2003 - 2005 Research on the Navier-Stokes equation and the related topics on the nonlinear differential equations
- 2001 - 2004 Research of the Navier-Stokes exterior problem by using dual semigmups and the Lorentz spaces
- 2003 - 2003 応用数学の日本・イタリア研究集会のための企画調査研究
- 2001 - 2002 Study on the global behavior of solutions for the fluid equation
- 2000 - 2002 Study on Navier-Stokes equations and related nonlinear partial differential equations
- 1999 - 2000 Research of the Navier-Stokes equations by using the theory of Fourier analysis and semigroup theory
- 1999 - 1999 相転移と自由境界問題
- 1998 - 1999 Studies on the structure of the lattice of clones consisting of multiple-valued logical functions
- 1998 - 1999 Study on Navier-Stokes equations and related nonlinear partial differential equations
- 1997 - 1999 Mathematical Studies of melting, solidification and growth phenomena in material science
- 1997 - 1998 応用領域にあらわれる非線型偏微分方程式の研究
- 1997 - 1998 Research on the Navier-Stokes equations by interpolation spaces and perturbation theory.
- 1997 - 1998 Vertex operator algebras with group action
- 1996 - 1996 物理学および工学と関連する非線型偏微分方程式の研究
- 1996 - 1996 Hardy空間と補間理論を用いる偏微分方程式の研究
- 1995 - 1995 物理学工学と関連する非線型偏微分方程式の研究
- 1994 - 1994 幾何学と関連する非線型偏微分方程式の研究
- 1994 - 1994 非線形現象に関連した非線形偏微分方程式における解の特異性の生成とその性質
- 1993 - 1994 幾何学と関連した非線型偏微分方程式の研究
- 1993 - 1994 GEOMETRIC STUDY OF VARIATIONS ON INFINITE DIMENSIONAL MANIFOLDS
- 1991 - 1991 変分問題に関連した非線型偏微分方程式の研究
- 1989 - 1990 Study of Nonlinear Partial Differential Equations from the View Point of Functional Analysis
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Papers (91)：
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Hiroko Soutome, Naoyuki Ishimura, Hitoshi Imai. Efficient numerical computation of the integral equation for the ruin probability. IEEE XPlore: 2023 27th International Computer Science and Engineering Conference (ICSEC). 2023. 37-41
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Andres Mauricio Molina Barreto, Naoyuki Ishimura. Remarks on a copula-based conditional value at risk for the portfolio problem. Intelligent Systems in Accounting, Finance and Management. 2023. 30. 3. 150-170
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Hiroko Soutome, Naoyuki Ishimura, Hitoshi Imai. Efficient numerical computation of the ruin probability. Proceedings of the 54th ISCIE International Symposium on Stochastic Systems Theory and Its Applications Nara, Oct. 14-15, 2022. 2023. 35-40
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Hiroko Soutome, Naoyuki Ishimura, Hitoshi Imai. Global in space numerical computation of the ruin probability. Advances in Mathematical Sciences and Applications. 2022. 31. 2. 397-406
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Ledys Llasmin Salazar Gomez, Soledad Torres, Jozef Kiseľák, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlík. Long memory estimation in a non-Gaussian bivariate process. Applied Mathematics and Computation. 2022. 420. 126871-126871
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MISC (33)：
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On an extension of Value at Risk and its applications. Chuo Business Review. 2023. 42. 3-17
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Blow-up Behavior of a System of Nonlinear Ordinary Differential Equations. 2013. 130. 1-8
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石村 直之. 現象から方程式を創り出す--立式で鍛える論理的思考法(16)ブラック・ショールズ方程式. 数理科学. 2011. 49. 5. 71-76
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K.Ecker. Book Review: Regularity Theory for Mean Curvature Flow. 2011
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デリバティブ再入門(5). 2009
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Books (15)：
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数理物理学の方法(下)
丸善出版 2019 ISBN:9784621304020
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東京大学工学教程 基礎系数学 非線形数学
丸善出版 2016
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確率微分方程式入門-数理ファイナンスへの応用
共立出版 2014
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数理物理学の方法(上)
丸善出版 2013 ISBN:9784621065259
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Primary大学ノート よくわかる基礎数学
実教出版 2012
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Lectures and oral presentations (5)：
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Efficient numerical computation of the ruin probability
(5th European Actuarial Journal Conference (Tartu, Estonia) 2022)
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Mathematical models for estimating the risk of epidemic outbreaks
(2018 8th International Conference on Applied Physics and Mathematics (ICAPM 2018) (Invited talk) 2018)
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社会現象を記述する微分方程式
(2017年度東京大学大学院数理科学研究科公開講座「現象を記述する微分方程式」(招待講演) 2017)
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Discrete Stochastic Calculus and its Applications
(2017 7th International Conference on Applied Physics and Mathematics (ICAPM 2016) 2017)
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Recent Development of the Theory of Copulas and its Applications
(2016 6th International Conference on Applied Physics and Mathematics (ICAPM 2016) (Invited talk) 2016)
Works (2)：
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博士論文主査
2021 - 2021
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博士論文副査
2017 - 2017
Education (5)：
- 1987 - 1989 The University of Tokyo Graduate School, Division of Science 数学専攻
- 1986 - 1987 The University of Tokyo Graduate School, Division of Science 物理学専攻
- 1984 - 1986 The University of Tokyo Faculty of Science 物理学科
- 1982 - 1984 東京大学 教養学部 理科I類
- 1979 - 1982 徳島市立高等学校 理数科
Professional career (2)：
- 修士(理学) (東京大学)
- 博士(数理科学) (東京大学)
Work history (6)：
Association Membership(s) (2)：
日本ファイナンス学会
, Australian Mathematical Society
