Rchr
J-GLOBAL ID：200901083743662807
Update date: Aug. 07, 2022
Kusuoka Shigeo
クスオカ シゲオ | Kusuoka Shigeo
Affiliation and department：
The University of Tokyo Graduate School of Mathematical Sciences, Basic Analysis
About The University of Tokyo Graduate School of Mathematical Sciences, Basic Analysis
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Detailed information
Research field (2)：
Applied mathematics and statistics
, Basic mathematics
Research keywords (4)：
数理 ファイナンス
, 確率解析
, Mathematical Finance
, stochastic analysis
Research theme for competitive and other funds (4)：
数理ファイナンスと数値計算
無限次元空間上の確率解析
Mathematical Finance and Numerical Computation
Stochastic Analysis in infinite dimensional spaces
MISC (20)：
KUSUOKA Shigeo. A Remark on Malliavin Calculus: Uniform Estimates and Localization. J Math Sci Univ Tokyo. 2013. 19. 4. 533-558
Shigeo Kusuoka, Song Liang. A CLASSICAL MECHANICAL MODEL OF BROWNIAN MOTION WITH PLURAL PARTICLES. REVIEWS IN MATHEMATICAL PHYSICS. 2010. 22. 7. 733-838
FUSHIYA Hirotaka, KUSUOKA Shigeo. Uniform Estimate for Distributions of the Sum of i.i.d. Random Variables with Fat Tail. J Math Sci Univ Tokyo. 2010. 17. 1. 79-121
KUSUOKA Shigeo, MORIMOTO Yuji. Homogeneous Law-Invariant Coherent Multiperiod Value Measures and their Limits. J Math Sci Univ Tokyo. 2007. 14. 2. 117-156
Malliavin Calculus Revisited. Journal of Mathematical Sciences University of Tokyo. 2003. 10,/ 261-277
ｍore...
Professional career (1)：
(BLANK) (The University of Tokyo)
Committee career (1)：
1997 - 2003 日本数学会 理事
Awards (2)：
1999 - 井上学術賞
1993 - 日本数学会 春季賞
Association Membership(s) (7)：
数理経済学会
, 日本保険・年金リスク学会
, 日本金融証券計量工学会
, 日本ファイナンス学会
, 日本物理学会
, 日本応用数理学会
, 日本数学会
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