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J-GLOBAL ID：200901062988868160
Update date: Feb. 01, 2024
Takeuchi Atsushi
タケウチ アツシ | Takeuchi Atsushi
Affiliation and department：
Job title：
Professor
Research field (1)：
Basic analysis
Research keywords (2)：
Probability Theory
, Stochastic Analysis
Research theme for competitive and other funds (12)：
- 2020 - 2024 Stochastic analysis focused on integration by parts formulas for jump processes
- 2019 - 2023 Potential theory for parabolic equations and related function spaces
- 2015 - 2019 Potential theory for parabolic equations and the functional analysis
- 2012 - 2015 Non-smooth stochastic differential equations: Applications to numerical simulations
- 2011 - 2015 Potential theory for parabolic equations with functional analysis
- 2011 - 2015 Malliavin calculus for jump processes and studies on densities
- 2009 - 2011 Numerical Analysis of Jump-Models and Applications of Malliavin Calculus in Finance
- 2007 - 2010 Potential theoretic approach to parabolic equations
- 2005 - 2007 the regularity of stochastic flows on functional spaces
- 2004 - 2006 確率関数微分方程式に対するマリアヴァン解析
- 2003 - 2004 Malliavin calculus for stochastic flows
- 2001 - 2002 Malliavin calculus for stochastic differential equations with jumps
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Papers (37)：
Books (1)：
-
Jump SDE's and the study of their densities - A self study book -
Springer 2019 ISBN:9789813297401
Lectures and oral presentations (53)：
-
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
(2023)
-
Remark on asymptotic expansion of solutions to stochastic differential equations with jumps
(ISM Cooperative Research Symposium \\ "Infinitely divisible processes and related topics" 2022)
-
Jump-type stochastic differential equations on manifolds
(MFO-RIMS Tandem Workshop: Nonlocality in Analysis, Probability and Statistics 2022)
ｍore...
Professional career (1)：
- Doctor (Science) (Osaka City University)
Work history (3)：
- 2019/04 - 現在 Tokyo Woman's Christian University School of Arts and Sciences, Division of Mathematical Sciences Professor
- 2022/04 - 2024/03 Osaka Metropolitan University
- 2009/10 - 2019/03 Osaka City University Graduate School of Science Associate Professor
Association Membership(s) (3)：
Institute of Mathematical Statistics
, Bernoulli Society
, Mathematical Society of Japan
