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J-GLOBAL ID：201301033959800703   Update date: Mar. 01, 2024

Tanaka Hideyuki

タナカ ヒデユキ | Tanaka Hideyuki
Affiliation and department：
鳥羽商船高等専門学校 一般教育科

About 鳥羽商船高等専門学校 一般教育科


Job title： 准教授
Research field  (2)： Applied mathematics and statistics ,  Basic mathematics
Research keywords  (2)： 数値解析 ,  確率論
Research theme for competitive and other funds  (2)：
  • 2012 - 2015 Non-smooth stochastic differential equations: Applications to numerical simulations
  • 2012 - 2013 確率微分方程式の離散近似理論とその応用
Papers (4)：
MISC (2)：
  • Hideyuki Tanaka. Cubature formula on Wiener space from the viewpoint of splitting methods. RIMS Kôkyûroku. 2013. 1844. 50-59
  • Hideyuki Tanaka. A remark on multidimensional problems in computational finance. MTEC journal. 2010. 22. 22. 83-105
Lectures and oral presentations  (11)：
  • Data-driven Improvement of Education
    (2022)
  • Asymptotic error distribution of the Euler method for continuous-time nonlinear filtering
    (5th Monash-Ritsumeikan Symposium on Probability and Related Fields 2015)
  • On the approximation of the nonlinear filtering equation
    (2014)
  • On the error estimate for approximate nonlinear filters
    (2013)
  • Sparse grid techniques for pricing Bermudan-style options
    (NUS-UTokyo workshop on Quantitative Finance 2013)
ｍore...
Education (3)：
  • 2011 - 2014 Ritsumeikan University
  • 2006 - 2008 大阪大学大学院 基礎工学研究科 システム創成専攻
  • 2002 - 2006 Ritsumeikan University College of Economics Department of Economics
Professional career (1)：
  • 博士(理学) (立命館大学)
Work history (5)：
  • 2018/04 - 現在 Toba National College of Maritime Technology General Education
  • 2017/04 - 2018/03 Toba National College of Maritime Technology General Education
  • 2014/04 - 2016/03 Ritsumeikan University Department of Mathematical Sciences, College of Science and Engineering
  • 2012/04 - 2014/03 日本学術振興会特別研究員(DC2)
  • 2008/04 - 2011/03 三菱UFJトラスト投資工学研究所 研究員
Awards (1)：
  • 2021/09 - 日本応用数理学会 日本応用数理学会論文賞 JJIAM部門
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