Personnel Information

写真b

FUJIWARA Tsukasa

Organization
School of Science Department of Mathematical Sciences Professor
Research Fields, Keywords
確率論
Teaching and Research Fields
微分積分学および確率論を中心とした教育研究を行っています．

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．
Syllabus information URL
https://syllabus.kwansei.ac.jp/uniasv2/UnSSOLoginControlFree?REQ_ACTION_DO=/AGA030PLS01Action.do?REQ_FUNCTION_JUMP_START_FLG=1&SLB_LINK_DISP_FLG=375&TCH_NO=150037&REQ_PRFR_FUNC_ID=AGA030
SDGs Related Goals
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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

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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

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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

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Association Memberships 【 display / non-display 】

  • Academic society name:日本数学会
    Academic country located:Japan

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Research Areas 【 display / non-display 】

  • Research field:Natural Science / Mathematical analysis

  • Research field:Natural Science / Applied mathematics and statistics

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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 Kunita

    Type 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. Miyahara

    Type 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. Fujiwara

    Type 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. Kunita

    Type 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. Fujiwara

    Type of publication: Research paper (scientific journal)
    Co-author classification: Single Author

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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

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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)

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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

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