Rchr
J-GLOBAL ID：200901065248462887   Update date: Apr. 17, 2024

Okabe Yasunori

オカベ ヤスノリ | Okabe Yasunori
Affiliation and department：
Former Institution / Organization The University of Tokyo Graduate School of Information Science and Technology Dept. of Mathematical Informations

About Former Institution / Organization The University of Tokyo Graduate School of Information Science and Technology Dept. of Mathematical Informations


Research field  (3)： Mathematical physics and basic theory ,  Applied mathematics and statistics ,  Basic mathematics
Research keywords  (6)： 時系列解析 ,  非平衡統計物理 ,  確率過程論 ,  time series analysis ,  non-equilibrium statistical physics ,  the theory of stochastic processes
Research theme for competitive and other funds  (7)：
  • 2002 - On amethod for detecting certain signs of abanormality
  • 1999 - KM2O-ランジュヴァン方程式論とその金融工学への応用
  • 1999 - The theory of KM2O-Langevin equations and its applications to financial technology
  • 1988 - KM2O-ランジュヴァン方程式論とその複雑系への応用
  • 1988 - The theory of KM2O Langevin equations and its applications to complex system
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MISC (46)：
  • 非定常な退化した流れに対する KM2O-ランジュヴァレ方程式論について. 日本数学会のジャ-ナル. 2003. 55, 1-41
  • On a method for detecting certain signs of stock market crashes by no-stationarity tests. International Journal of pure and Applied Mathematics. 2002. 3, 443-484
  • 株式市場の崩壊の兆候の非定常性テストによる検出法について. International Journal of Pure and applied Mathematics. 2002. 3, 443-484
  • On a method for detecting certain signs of stock market crashes by no-stationarity tests. International Journal of pure and Applied Mathematics. 2002. 3, 443-484
  • Maciej Klimek, Erlendur Karlsson, Masaya Matsuura, Yasunori Okabe. A geometric proof of the fluctuation-dissipation theorem for the KM2O-Langevin equation. Hokkaido Mathematical Journal. 2002. 31. 3. 615-628
ｍore...
Books (6)：
  • 確率・統計
    朝倉書店 2002
  • 時系列解析における揺動散逸原理と実態数学
    日本評論社 2002
  • 確率過程 応用と話題、情報理論とその応用シリーズ2
    培風館 1994
  • Theory of Stochastic Processes Applications and Topics, Information Theory and its Application Series
    Baifukan 1994
  • On a stochastic difference equation for the multi-dimensional weakly stationary process with discrete time
    Academic Press 1988
ｍore...
Works (35)：
  • 岡部靖憲 情報処理振興産業協会
    1997 - 1999
  • Y. Okada. Information-Technology Promotion Agency Japan (IPA)
    1997 - 1999
  • KM<sub>2</sub>O-ランジュヴァン方程式論と非線形予測問題
    1999 -
  • The theory of KM<sub>2</sub>O-Langevin equations and non-linear prediction problems
    1999 -
  • 非線形時系列解析と実験数学
    1998 -
ｍore...
Education (4)：
  • - 1969 The University of Tokyo
  • - 1969 The University of Tokyo Graduate School, Division of Science
  • - 1967 The University of Tokyo Faculty of Science
  • - 1967 The University of Tokyo Faculty of Science
Professional career (1)：
  • Doctor of Science (Osaka University)
Work history (17)：
  • 1994 - 2003 The University of Tokyo The Faculty of Engineering
  • 1994 - 2003 Dep. of Math. Engineer. and Infor.
  • 1984 - 1994 Hokkaido University School of Science
  • 1984 - 1994 Dep. of Math., Faculty of Scie., Hokkaido
  • 1977 - 1984 The University of Tokyo Faculty of Science
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Committee career (2)：
  • 1993 - 日本数学会 評議員
  • 1986 - 日本数学会 評議員
Association Membership(s) (2)：
日本応用数理学会 ,  日本数学会
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