竹内敦司

タケウチアツシ | Takeuchi Atsushi

所属機関・部署：
職名：教授

研究分野 (1件)：基礎解析学

研究キーワード (2件)：確率論 , 確率解析

競争的資金等の研究課題 (12件)：

全件表示

論文 (37件)：

Atsushi Takeuchi. Remark on asymptotic expansion of solutions to stochastic differential equations with jumps. 統計数理研究所共同研究リポート. 2023. 463. 52-60
Hirotaka Kai, Atsushi Takeuchi. Integration by Parts Formula on Solutions to Stochastic Differential Equations with Jumps on Riemannian Manifolds. Journal of Stochastic Analysis. 2021. 2. 3
Atsushi Takeuchi. Wasserstein distance on solutions to stochastic differential equations with jumps. 統計数理研究所共同研究リポート. 2021. 454. 39-46
Hirotaka Kai, Atsushi Takeuchi. Gradient formulas for jump processes on manifolds. Electronic Journal of Probability. 2021. 26. none
Hideaki Kusumoto, Atsushi Takeuchi. Remark on rates of convergence to extreme value distributions via the Stein equations. Extremes. 2020

書籍 (1件)：

Jump SDE's and the study of their densities - A self study book -
Springer 2019 ISBN:9789813297401

講演・口頭発表等 (53件)：

Asymptotic expansion of solutions to stochastic differential equations with jumps
(the 11th meeting on Probability and PDE 2023)
Integration by parts formulas for marked Hawkes processes
(the 34th European Meeting of Statistics 2023)
Remark on asymptotic expansion of solutions to jump-type stochastic differential equations
(研究集会「マルコフ過程とその周辺」 2023)
Remark on asymptotic expansion of solutions to stochastic differential equations with jumps
(統計数理研究所共同研究集会「無限分解可能過程に関連する諸問題」 2022)
Jump-type stochastic differential equations on manifolds
(MFO-RIMS Tandem Workshop: Nonlocality in Analysis, Probability and Statistics 2022)

学位 (1件)：

経歴 (3件)：

所属学会 (3件)：

Institute of Mathematical Statistics , Bernoulli Society , 日本数学会

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竹内 敦司