Rchr
J-GLOBAL ID:200901036322355540
Update date: Aug. 31, 2020
Ogawa Shigeyoshi
オガワ シゲヨシ | Ogawa Shigeyoshi
Affiliation and department:
Ritsumeikan University Graduate School of Science and Engineering
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Detailed information
Other affiliations (1):
Ritsumeikan University
Research Organization of Social Sciences, The Center for Finance
Research field (2):
Applied mathematics and statistics
, Basic mathematics
Research keywords (1):
Stochastic Analysis, Noncausal Stochastic Calculus, Stochastic Numerics,
Papers (21):
Shigeyoshi Ogawa, Hideaki Uemura. On a Stochastic Fourier Coefficient: Case of Noncausal Functions. JOURNAL OF THEORETICAL PROBABILITY. 2014. 27. 2. 370-382
Shigeyoshi Ogawa, Hideaki Uemura. Identification of a noncausal Ito process from the stochastic Fourier coefficients. BULLETIN DES SCIENCES MATHEMATIQUES. 2014. 138. 1. 147-163
Shigeyoshi Ogawa. On a stochastic Fourier transformation. Stochastics. 2013. 85. 2. 286-294
OGAWA Shigeyoshi. A direct inveersion formula for SFT. Sankhya SANK-D-13-00050R1. 2013
Shigeyoshi Ogawa, Simona Sanfelici. An Improved Two-step Regularization Scheme for Spot Volatility Estimation. Economic Notes. 2011. 40. 3. 105-132
more...
Patents (1):
ヴォラティリティの推定装置、及びそのコンピュータープログラム、並びにヴォラティリティ推定方法
Books (7):
確率論ハンドブック
丸善 2012
数学セミナー 確率統計
秀和システム 2007
Winter School on Stochastic Processes and Applications to Mathematical Finance
World Scientific 2006
確率解析と伊藤過程
朝倉書店 2005
Stochastic Processes and Applications to Mathematical Finance
World Scientific 2004
more...
Education (2):
- 1967 Kyoto University Faculty of Engineering
Kyoto University "Graduate School, Division of Engineering"
Professional career (1):
工学博士 (京都大学)
Work history (1):
Ritsumeikan University College of Science and Engineering, Department of Mathematical Sciences Professor
Association Membership(s) (2):
Bernoulli Society
, 日本数学会
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