Ishikawa Yasushi

Affiliation and department：

Research field (1)： Basic analysis

Research keywords (2)：確率論 , 数学

Research theme for competitive and other funds (11)：

2012 - 2015 stochastic analysis for jump processes and their asymptotic expansions
2009 - 2011 Theory of viscosity solutions for nonlinear variational inequalities and its applications
2006 - 2008 Stochastic calculus for Levy processes
2004 - 2006 Viscosity solutions of nonlinear variational inequalities and their applications
2002 - 2004 Process algebra based analysis and verification for asynchronous communications appeared in parallel programs

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Papers (26)：

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MISC (9)：

宝子丸, 智也, 石川保志. 広島・愛媛周辺の河川の水位・降水リスク. 統計数理研究所共同研究リポート. 2022. 455. 12-23
石川保志, 山野辺貴信. Nerve cell model and asymptotic expansion(2). 統計数理研究所共同研究リポート. 2016. 352. 28-41
山野辺貴信, 石川保志. jump-diffusion過程をノイズ項として含む神経細胞膜電位モデルとその確率解析. 無限分解可能過程に関連する諸問題19 平成27年. 2015. 350. 21-27
石川保志, 國田寛, 土谷正明. 確率積分方程式によって定まる飛躍マルコフ過程に関する話題. 無限分解可能過程に関連する諸問題18 平成26年. 2014. 328. 88-96
ISHIKAWA Yasushi. Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts. 2009. 1620. 67-80

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Books (3)：

Stochastic Calculus of Variations
DeGruyter 2023 ISBN:9783110675283
Stochastic calculus of variations : for jump processes
De Gruyter 2016 ISBN:9783110377767
Stochastic calculus of variations for jump processes
De Gruyter 2013 ISBN:9783110281804

Lectures and oral presentations (10)：

Asymptotic expansion of the transition density of a nonlinear oscillator
(The 10th International Congress on Industrial and Applied Mathematics 2023)
広島・愛媛周辺の河川の水位・降水リスク
(無限分解可能過程に関連する諸問題 2021)
Analysis of jumps processes and their applications
(Concerence on infinitely divisible processes 2019)
Stochastic analysis on the Wiener-Poisson space and its application to the nerve cell model
(Workshop on Stochastic Analysis and Applications 2019)
Smooth density and its short time estimate for jump process determined by SDE
(Workshop in Stochastic Analysis and Applications 2018)

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Committee career (2)：

Awards (2)：

2020/12 - 愛媛大学理学部研究奨励賞
2011/02 - Elsevier Most Cited Articles in 2006-2010 (Stochastic Processes and their Applications)

Association Membership(s) (2)：

THE AMERICAN MATHEMATICAL SOCIETY OF JAPAN , THE MATHEMATICAL SOCIETY OF JAPAN

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