Rchr
J-GLOBAL ID:202101013351656890
Update date: Aug. 04, 2023
Nakajima Shohei
ナカジマ ショウヘイ | Nakajima Shohei
Affiliation and department:
Research field (3):
Basic mathematics
, Applied mathematics and statistics
, Basic analysis
Research keywords (3):
数理統計学
, 解析学
, 確率論
Papers (4):
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Shohei Nakajima, Yasutaka Shimizu. Asymptotic inference for stochastic differential equations driven by fractional Brownian motion. Japanese Journal of Statistics and Data Science. 2022. 6. 1. 431-455
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Shohei Nakajima, Yasutaka Shimizu. Parameter estimation of stochastic differential equation driven by small fractional noise. Statistics. 2022. 56. 4. 919-934
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Shohei Nakajima, Yasutaka Shimizu. Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. Statistics & Probability Letters. 2022. 187. 109476-109476
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Shohei Nakajima. Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients. Stochastics and Partial Differential Equations: Analysis and Computations. 2021
Lectures and oral presentations (2):
-
Parametric inference for stochastic differential equations driven by multiplicative fractional small noise
(統計関連学会連合大会 2022)
-
非リプシッツ連続な係数を伴う確率偏微分方程式について
(確率論ヤングサマーセミナー 2019)
Education (2):
- 2017 - 2023 Waseda University Graduate School of Fundamental Science and Engineering
- 2015 - 2017 Waseda University School of Fundamental Science and Engineering
Professional career (1):
- Ph. D. (Waseda University)
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