FUJIWARA Tsukasa
確率論は,我々を取り巻く環境において起こる様々な偶然(不確実)現象を数理的に考察することによって,フェルマとパスカルによるとされる創始以来およそ350年に亘って発展してきました.確率論における基本的な概念である確率過程は,時間と共にランダムに変動する現象をモデル化したもので,ランダムウォークやブラウン運動はその代表です.確率過程に関する数理的研究は,数学のみにとどまらず,工学,物理学,生物学,金融や保険など,極めて広範な領域において応用されており,時空を超えて日々研究が続けられています.
Graduating School 【 display / non-display 】
-
Graduating School:Kyoto University
Faculty:Faculty of Science
Kind of school:University
Date of graduation:1982.03
Completion status:Graduated
Country location code:Japan
Graduate School 【 display / non-display 】
-
Graduate school:Kyushu University
Department:Graduate School, Division of Engineering
Course:応用物理学専攻
Course completed:Doctor's Course
Date of completion:1987.03
Completion status:Accomplished credits for doctoral program
Country:Japan
Degree 【 display / non-display 】
-
Degree name:博士(理学)
Classified degree field:Natural Science / Mathematical analysis
Conferring institution:Kyoto University
Acquisition way:Thesis
Date of acquisition:1991.11
Association Memberships 【 display / non-display 】
-
Academic society name:日本数学会
Academic country located:Japan
Research Areas 【 display / non-display 】
-
Research field:Natural Science / Mathematical analysis
-
Research field:Natural Science / Applied mathematics and statistics
Papers 【 display / non-display 】
-
Language: English
Title: Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
Journal name: Journal of Mathematics of Kyoto University vol.25 (1) (p.71 - 106)
Date of publication: 1985.02
Author(s): T. Fujiwara, Hiroshi KunitaType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
-
Language: English
Title: The minimal entropy martingale measures for geometric Lévy processes
Journal name: Finance and Stochastics vol.7 (p.509 - 531)
Date of publication: 2003.11
Author(s): T. Fujiwara, Y. MiyaharaType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
-
Language: English
Title: Stochastic differential equations of jump type on manifolds and Lévy flows
Journal name: Journal of Mathematics of Kyoto University vol.31 (1) (p.99 - 119)
Date of publication: 1991.02
Author(s): T. FujiwaraType of publication: Research paper (scientific journal)
Co-author classification: Single Author
-
Language: English
Title: Canonical SDE's based on semimartingales with spatial parameters ‐ Part I Stochastic flows of diffeomorphisms
Journal name: Kyushu Journal of Mathematics vol.53 (2) (p.265 - 300)
Date of publication: 1999.09
Author(s): T. Fujiwara, H. KunitaType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
-
Language: English
Title: Limit theorems for random difference equations driven by mixing processes
Journal name: Journal of Mathematics of Kyoto University vol.32 (4) (p.763 - 795)
Date of publication: 1992.12
Author(s): T. FujiwaraType of publication: Research paper (scientific journal)
Co-author classification: Single Author
Awards 【 display / non-display 】
-
Prize: JAFEE論文賞
Date awarded:2012.03
Country:Japan
Award type:Award from Japanese society, conference, symposium, etc.
Awarding organization:日本金融・証券計量・工学学会
Award-winner (group):藤原 司
Presentations 【 display / non-display 】
-
Language:Japanese
Conference name:数学・物理学・情報科学の研究交流シンポジウム
International/Domestic presentation:Domestic presentation
Holding date:2011.12
Title:飛躍を持つ確率過程と数理ファイナンス
Presentation type:Oral presentation (invited, special)
-
Language:Japanese
Conference name:日本数学会 2003年度年会
International/Domestic presentation:Domestic presentation
Holding date:2003.11
Title:幾何的Lévy過程に対する最小エントロピーマルチンゲール測度について
Presentation type:Oral presentation (invited, special)
-
Language:English
Conference name:Stochastic Control and Mathematical Finance
International/Domestic presentation:International presentation
Holding date:2003.11
Title:On the minimal entropy martingale measures for geometric Lévy processe
Presentation type:Oral presentation (invited, special)
-
Language:Japanese
Conference name:第16回 JAFEE(日本金融・証券計量・工学学会) Forum
International/Domestic presentation:Domestic presentation
Holding date:2002.07
Title:Lévy 過程へのガイダンス
Presentation type:Oral presentation (invited, special)
-
Language:English
Conference name:International symposium on Stochastic Processes and Applications to Mathematical Finance
International/Domestic presentation:International presentation
Holding date:2002.03
Title:Minimal entropy martingale measures for geometric Lévy processes and exponential utility maximization
Presentation type:Oral presentation (invited, special)
Social Contribution 【 display / non-display 】
-
Title:兵庫県立川西緑台高等学校2年生対象関西学院大学理工学部見学会
Date:2019.12 -
Title:兵庫県立川西緑台高等学校総合理数コース1年特別講義
Date:2019.11 -
Title:兵庫県立三田祥雲館高等学校 探究II 数学講座
Date:2016.02 -
Title:2013年度免許状更新講習
Date:2013.08 -
Title:2010年度免許状更新講習
Date:2010.08