KOHATSU-HIGA Arturo

所属機関・部署：
職名：教授
その他の所属（所属・部署名・職名） (2件)：

研究分野 (1件)：応用数学、統計数学

競争的資金等の研究課題 (2件)：

論文 (1件)：

Arturo Kohatsu-Higa, Eulalia Nualart, Ngoc Khue Tran. Density estimates for jump diffusion processes. Applied Mathematics and Computation. 2021

書籍 (7件)：

Jump SDEs and the Study of Their Densities
Springer 2019 ISBN:9789813297418
「Stochastic Analysis With Financial Applications」 Hong Kong 2009
Springer-Verlag 2011 ISBN:9783034800969
Statistical Inference and Malliavin Calculus
Seminar on Stochastic Analysis, Random Fields and Applications VI 2011
Lower bounds for densities of Asian type stochastic differential equations
Journal of Functional Analysis 258 2010
Weak Kyle-Back equilibrium models for Max and ArgMax
SIAM Journal on Financial Mathematics 2010

講演・口頭発表等 (73件)：

Perspectives on Statistical Methods for Time Dependent Processes (Session organizer)
(ISI-WSC 2019 2019)
Integration by parts formula for stopped processes: An unbiased formula
(Workshop on Stochastic Analysis and Applications 2019)
Sensitivity analysis: some irregular examples
(Seminario: Data Lab 2019)
Organizer
(Perturbation Techniques in Stochastic Analysis and Its Applications 2019)
Représentations markoviennes des expansions analytiques des solutions des edp et ses applications
(Seminaire de Marne 2018)

学位 (1件)：

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