FUJIWARA Tsukasa




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
Graduate course:Graduate School, Division of Engineering
Course completed:Doctor's Course
Date of completion:1987.03
Completion status:Accomplished credits for doctoral program
Country location code:JAPAN
Field of expertise (Grants-in-aid for Scientific Research classification) 【 display / non-display 】
-
Field of expertise (Grants-in-aid for Scientific Research classification):Mathematical analysis
Thesis for a degree 【 display / non-display 】
-
Written language: English
Title of paper: Limit theorems for random difference equations driven by mixing processes
Publication title: Journal of Mathematics of Kyoto University vol.32 (4) (p.763 - 795)
Date of degree awarded: 1992
Name of author(s): Tsukasa FujiwaraCo-author classification: Single Work
Papers 【 display / non-display 】
-
Written language: English
Title of paper: Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
Publication title: Journal of Mathematics of Kyoto University vol.25 (1) (p.71 - 106)
Date of issue: 1985.02
Name of author(s): T. Fujiwara, Hiroshi KunitaType of publication: Research paper (scientific journal)
Co-author classification: Joint Work
-
Written language: English
Title of paper: The minimal entropy martingale measures for geometric Lévy processes
Publication title: Finance and Stochastics vol.7 (p.509 - 531)
Date of issue: 2003.11
Name of author(s): T. Fujiwara, Y. MiyaharaType of publication: Research paper (scientific journal)
Co-author classification: Joint Work
-
Written language: English
Title of paper: Stochastic differential equations of jump type on manifolds and Lévy flows
Publication title: Journal of Mathematics of Kyoto University vol.31 (1) (p.99 - 119)
Date of issue: 1991.02
Name of author(s): T. FujiwaraType of publication: Research paper (scientific journal)
Co-author classification: Single Work
-
Written language: English
Title of paper: Canonical SDE's based on semimartingales with spatial parameters ‐ Part I Stochastic flows of diffeomorphisms
Publication title: Kyushu Journal of Mathematics vol.53 (2) (p.265 - 300)
Date of issue: 1999.09
Name of author(s): T. Fujiwara, H. KunitaType of publication: Research paper (scientific journal)
Co-author classification: Joint Work
-
Written language: English
Title of paper: Limit theorems for random difference equations driven by mixing processes
Publication title: Journal of Mathematics of Kyoto University vol.32 (4) (p.763 - 795)
Date of issue: 1992.12
Name of author(s): T. FujiwaraType of publication: Research paper (scientific journal)
Co-author classification: Single Work
Presentations 【 display / non-display 】
-
Presentation (Written) language: English
Conference Name: Stochastic Control and Mathematical Finance
Conference classification: International conference
Meeting period: 2003.11
Topic / Session title: On the minimal entropy martingale measures for geometric Lévy processe
Form of presentation: Oral Presentation(guest/special)
-
Presentation (Written) language: English
Conference Name: International symposium on Stochastic Processes and Applications to Mathematical Finance
Conference classification: International conference
Meeting period: 2002.03
Topic / Session title: Minimal entropy martingale measures for geometric Lévy processes and exponential utility maximization
Form of presentation: Oral Presentation(guest/special)