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- On the boundary controllability of first-order hyperbolic systems
- Remarks on an elliptic equation of Kirchhoff type
- Some recent results in linking theory and applications
- Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games
- Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises
- Research support decisions under conditions of uncertainty and risk
- Applications of stochastic optimal control/dynamic programming to international finance and debt crises
- Diffusion on multifractals
- A separation principle for partially observed control of singular stochastic processes
- Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients
- Necessary and sufficient stability conditions via the eigenvalues-eigenvectors method: an application to the magnetic Bénard problem
- Temporal and spatial decays for the Navier-Stokes equations
- Steady fall of a rigid body in viscous fluid
- Existence results for the flow of a nonhomogeneous visco-elastic fluid
- On the geomagnetic directional problem: a uniqueness result
- Identification of common molecular subsequences
- Asymptotic integration of nonlinear differential equations
- Remark on positive solutions of discrete equation \(\Delta u(k+n)=-p(k)u(k)\)
- Constant-sign solutions for a system of third-order generalized right focal problems
- Nonlinear strain models in the analysis of quantum dot molecules
- Fixed point property of direct sums
- Bifurcation delay in a delay differential equation
- The stability of the governing equation of envelope surface created by nearly bichromatic waves propagating on an elastic plate
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance
- Control parametrization enhancing transform to optimal control problems
- Nonlinear behaviors of capillary formation in a deterministic angiogenesis model
- Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
- Autonomous steering control for electric vehicles using nonlinear state feedbackh \(H_{\infty}\) control
- Optimization of processing and delivery decisions involving third-party machines
- Large-time behavior of solutions for a nonlinear system of wave equations
- Newton-type iterative schemes for generalized equations
- Dynamic pricing of a status symbol
- Robust \(H^{\infty}\) control of uncertain nonlinear dynamical systems via linear time-varying approximations
- Stabilization of coupled nonuniform Timoshenko beam system
- Portfolio and consumption decisions with the consumption habit constraints
- A compact condition of sequence of distribution functions
- Fuzzy options with application to default risk analysis for municipal bonds in China
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
- A class of equilibrium problems with lower and upper bounds
- A system of \(n\)-coupled oscillators: Stochastic study
- Control procedures using domains of attraction
- Modelling fractal patterns via the qualitative equivalence of a nonlinear ODE
- Unified approach to existence and stability of essential components
- Hadamard types of well-posedness of non-self set-valued mappings for coincide points
- Comparing the effectiveness of two kinds of continued fractions
- On existence and essential components of the solution set for the system of vector quasi-equilibrium problems
- Ishikawa iterative processes with mixed errors for nonlinear equations with perturbed \(m\)-accretive mappings in Banach spaces
- Complexiton solutions to integrable equations
- Exploring the connection between quasistationary and squared eigenfunction expansion techniques in soliton perturbation theory
- On renormalized dissipative solutions for conservation laws
- Some results for positive solutions to a nonlinear Schrödinger equation arising in nonlinear optics
- Positive radial solutions for quasilinear systems in an annulus
- The Hyers-Ulam-Rassias stability of the pexiderized equations
- Extremal solutions of \(\varphi \)-Laplacian-diffusion scalar problems with nonlinear functional boundary conditions in a unified way
- Relative merits of random number generators: Indirect approach
- Multiple nontrivial solutions for some fourth-order quasilinear elliptic problems
- Asymptotic profiles of variational solutions for a FitzHugh-Nagumo-type elliptic system
- On the existence of a duck solution in Goodwin's nonlinear business cycle model
- On the stability of functional equations on a square-symmetric groupoid
- Perturbation of local \(C\)-semigroups
- Optimum problems with nonsmooth equality constraints
- About zeros of solutions of functional equations
- A model for cancer chemotherapy with state-space constraints
- Concept Mover’s Distance: measuring concept engagement via word embeddings in texts
- Contemporary theory of functional differential equations and some classical problems
- Viscous solutions on some nonlinear wave equations
- Conjugate gradient methods in Banach spaces
- Well-posedness of initial boundary value problem of degenerate parabolic equations
- On the strongly essential components of Nash equilibria of infinite \(n\)-person games with quasiconcave payoffs
- Construction of a superimposed code using partitions
- Multiple positive eigenfunctions of singular Hammerstein integral equations with applications to boundary value problems
- Integrating semantic directions with concept mover’s distance to measure binary concept engagement
- On the solvability of a linear homogeneous functional-differential equation of point type
- On the boundedness of solutions of third-order delay differential equations
- Closed form and multiplicity of characteristic numbers of periodic problems for differential equations
- Unique solvability of the Dirichlet problem for an ultrahyperbolic equation in a ball
- Evolution equations with Gel'fond--Leont'ev generalized differentiation operators. I
- On the informative power of all possible linear functionals for the discretization of solutions of the Klein-Gordon equation in the metric of \(L ^{2,\infty}\)
- Boundary value problems for a higher-order parabolic equation with growing coefficients
- Concept Class Analysis: A Method for Identifying Cultural Schemas in Texts
- Asymptotic behavior of the solution of a nonlinear integro-differential diffusion equation
- Asymptotic expansion of the solution of an integro-differential equation with exact asymptotics of the remainder
- On the construction of nonclassical finite-difference schemes for ordinary differential equations
- On the solution of a Schrödinger type equation by a projection-difference method with an implicit Euler scheme with respect to time
- Hamilton equations for infinite-dimensional systems, and their variational equations
- Vladimir Aleksandrovich Il'in a tribute in honor of his eightieth birthday
- Representation of pulse modes of generalized solutions of control differential systems
- Conditional exponential stability of a differential system with linear dichotomous Coppel-Conti approximation
- Asymptotic observers for bilinear systems with vector output
- Algorithms for constructing controllers simultaneously stabilizing second-order linear plants
- Asymptotics of the spectrum of the Sturm-Liouville operator with regular boundary conditions
- Spectral asymptotics of the Sturm-Liouville operator on the half-line with potential tending to \(-\infty\). I
- On the total multiplicity of zeros of generalized polynomials related to nonoscillating trajectories
- On the equiconvergence rate of trigonometric series expansions and eigenfunction expansions for the Sturm-Liouville operator with a distributional potential
- The use of anti-a priori estimates in the theory of bases in the space \(L_2\)
- Uniqueness of generalized solutions of mixed problems for the wave equation with nonlocal boundary conditions
- Optimization of the boundary control induced by the third boundary condition
- Cultural cartography with word embeddings
- Traces of operators with a relatively compact perturbation
- Optimization of a nonlocal boundary control of vibrations of a string with a fixed end for an arbitrary time interval that is a multiple of \(2l\)
- On the zero dynamics of linear nonstationary discrete systems with a single input and a scalar output
- Optimal boundary control by a displacement in \(W'p\) of a string with free end
- On the nonuniqueness of the solution of a mixed boundary value problem for the Laplace equation
- On an upper bound for the value of the bifurcation parameter in eigenvalue problems for elliptic equations with discontinuous nonlinearities
- Application of matrix polynomials to the analysis of linear differential-algebraic equations of higher order
- On the sequences of zeros of holomorphic solutions of linear second-order differential equations
- Existence of linear Pfaffian systems whose lower characteristic set has positive measure in \(\mathbb{R}^3\)
- On the control of Lyapunov exponents of two-dimensional linear systems with locally integrable coefficients
- On the non-almost-reducibility set of an almost periodic linear differential system affinely depending on a parameter
- Time symmetry preserving perturbations of systems, and Poincaré mappings
- On the coincidence of asymptotic characteristics of a linear triangular differential system and the diagonal approximation system
- Isochronicity conditions for a center and a focus in polar coordinates
- On the center-focus problem for systems with a degenerate singular point
- Dynamics of a self-excited oscillator in a distortion-free line
- Solutions of model heat problems in Zygmund spaces
- Basis property of eigenfunctions of the Frankl problem with a nonlocal evenness condition and with a discontinuity in the solution gradient
- On the nonexistence of global solutions of the Hamilton-Jacobi equation
- Investigation of an analog of the tricomi problem for the case in which the type change line does not coincide with coordinate axes
- On a nonlinear inequality on the time scale
- Some integral transforms of solutions of transmission problems
- Strong isochronicity of a center of plane dynamical systems with homogeneous nonlinearities of degree 5
- Error estimates in interpolation methods for solving boundary value problems for ordinary differential equations
- Out of control (outlier) detection in business data using the \(\mathrm{ARMA}(1,1)\) model
- The three-machine flowshop scheduling problem to minimise maximum lateness with separate setup times
- A reactive tabu search algorithm with variable clustering for the unicost sec Covering problem
- An inventory model for a deteriorating item with price-dependent demand and special sale
- A branch-and-price algorithm for the multi-source Weber problem
- A tandem queueing system with task-splitting, feedback, and blocking
- Predictions of forming limit diagrams using a rate-dependent polycrystal self-consistent plasticity model
- Plastic anisotropy in \(fcc\) single crystals in high-rate deformation
- Numerical simulations of necking during tensile deformation of aluminum single crystals
- Constitutive modeling for anisotropic/asymmetric hardening behavior of magnesium alloy sheets: application to sheet springback
- Modelling the behaviour of polycrystalline austenitic steel with twinning-induced plasticity effect
- Constitutive models for power-law viscous solids containing spherical voids
- Group sequential methods for interim monitoring of randomized clinical trials with time-lagged outcome
- Impact failure of granular materials - non-equilibrium multiscale simulations and high-speed experiments
- The Ross-MacDonald model in a patchy environment
- Model-based identification and diagnosis of a porcine model of induced endotoxic shock with hemofiltration
- Homotopy methods for counting reaction network equilibria
- A note on plating efficiency in fluctuation experiments
- Structural identifiability of a model for the acetic acid fermentation process
- Lineages-through-time plots of neutral models for speciation
- Modeling residual force enhancement with generic cross-bridge models
- Yakubovich's oscillatority of circadian oscillations models
- A mass, energy, vorticity, and potential enstrophy conserving lateral fluid-land boundary scheme for the shallow water equations
- Iterated upwind schemes for gas dynamics
- Fourier spectral embedded boundary solution of the Poisson's and Laplace equations with Dirichlet boundary conditions
- Stable and efficient evaluation of periodized Green's functions for the Helmholtz equation at high frequencies
- The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
- A splitting extrapolation for solving nonlinear elliptic equations with \(d\)-quadratic finite elements
- A meshless method for solving an inverse spacewise-dependent heat source problem
- Sixth order compact scheme combined with multigrid method and extrapolation technique for 2D Poisson equation
- Lattice Boltzmann modeling of microchannel flow in slip flow regime
- Boundary integral solutions of coupled Stokes and Darcy flows
- A coupled finite volume solver for the solution of incompressible flows on unstructured grids
- Generalized spectral decomposition for stochastic nonlinear problems
- Non-negativity and stability analyses of lattice Boltzmann method for advection-diffusion equation
- Geometry of foliations and flows I: Almost transverse Pseudo-Anosov flows and asymptotic behavior of foliations
- Triangulated cores of punctured-torus groups
- A compactness theorem for the Yamabe problem
- Deformations and Fourier-Mukai transforms
- Attractors for a non-linear parabolic equation modelling suspension flows
- A geometric analysis of trajectory design for underwater vehicles
- Semi-discretization in time for nonlinear Zakharov wave equations
- Boundary velocity suboptimal control of incompressible flow incylindrically perforated domain
- Mixed generalized Laguerre-Fourier spectral method for exterior problem of Navier-Stokes equations
- On the number of limit cycles for three dimensional Lotka-Volterra systems
- \(L^p\)-stability estimates for the spatially inhomogeneous discrete velocity Boltzmann model
- A Lohner-type algorithm for control systems and ordinary differential inclusions
- A finite element method for vibration analysis of elastic plate-plate structures
- KPP fronts in a one-dimensional random drift
- The role of processing speed in determining step patterns duringdirectional epitaxy
- The Terminating-Random Experiments Selector: Fast High-Dimensional Variable Selection with False Discovery Rate Control
- Study on self-adaptive proportional control method for a class of output models
- A model for the transmission of malaria
- Sheared nematic liquid crystal polymer monolayers
- Evaluation of interfacial fluid dynamical stresses using the immersed boundary method
- Parameter estimation in a structured erythropoiesis model
- Models for an arenavirus infection in a rodent population: consequences of horizontal, vertical and sexual transmission
- Quantifying uncertainty in the estimation of probability distributions
- Optimal control applied to a model for species augmentation
- Age-of-infection and the final size relation
- Artificial neural networks and remote sensing in the analysis of the highly variable Pampean shallow lakes
- Spatial spread of sexually transmitted diseases within susceptible populations at demographic steady state
- Modeling evolution and persistence of neurological viral diseases in wild populations
- Bat population dynamics: Multilevel model based on individuals' energetics
- Modeling the effect of information campaigns on the HIV epidemic in Uganda
- Model analysis of a simple aquatic ecosystems with sublethal toxic effects
- A malaria model with partial immunity in humans
- The existence of positive periodic solutions of a generalized \(n\)-species Gilpin-Ayala impulsive competition system
- Local resource competition and the skewness of the sex ratio: a demographic model
- Modeling the daily activities of breeding colonial seabirds: Dynamic occupancy patterns in multiple habitat patches
- Density-dependent dispersal in multiple species metapopulations
- Variation in risk in single-species discrete-time models
- Food web dynamics in a seasonally varying wetland
- Series evaluation of Tweedie exponential dispersion model densities
- Modeling frequency-dependent selection with an application to cichlid fish
- Global well-posedness for the primitive equations with less regular initial data
- The logarithmic Sobolev constant of some finite Markov chains
- From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality
- Exact asymptotics of nonlinear difference equations with levels 1 and \(1^{ + }\)
- The symmetric property \((\tau )\) for the Gaussian measure
- The Lamé family of connections on the projective line
- Local class field theory via Lubin-Tate theory
- Evaluation of Tweedie exponential dispersion model densities by Fourier inversion
- Random matrix theory: A program of the statistics and applied mathematical sciences institute (SAMSI)
- A CLT for regularized sample covariance matrices
- Covariance regularization by thresholding
- High-dimensional classification using features annealed independence rules
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Flexible covariance estimation in graphical Gaussian models
- Statistical eigen-inference from large Wishart matrices
- Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
- On the matricial version of Fermat-Euler congruences
- The works of Claude Chevalley on class field theory: an introduction
- Harmonic analysis on symmetric Stein manifolds from the point of view of complex analysis
- Miscellany on traces in \(\ell\)-adic cohomology: a survey
- Finite vs affine \(W\)-algebras
- Some penalisations of the Wiener measure
- Towards a Lie theory of locally convex groups
- Erratum: On the matricial version of Fermat-Euler congruences
- Foreword to the Japanese Journal of Mathematics
- Welcome to the third series of the Japanese Journal of Mathematics
- Lectures on topology of words
- On the occasion of the ceremonial 2006 Gauss prize event at Kyoto university
- On the works of kiyosi itô and stochastic analysis
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics
- Recollections of K. Itô and Kyoto 1957/58
- Itô's excursion theory and its applications
- On the excursion theory for linear diffusions
- Congratulations to Professor K. Itô
- Itô geometry
- How K. Itô revolutionized the study of stochastic processes
- On the establishment of the Takagi lectures
- On the Takagi lectures
- Teiji Takagi, founder of the Japanese school of modern mathematics
- Motives associated to graphs
- On the mathematics of emergence
- Mean field games
- Some aspects of the Hodge conjecture
- On some number-theoretic conjectures of V. Arnold
- Corner view on the crown domain
- Miscellany on traces in \(\ell\) -adic cohomology: a survey
- New bond pricing models with applications to Japanese data
- Equilibrium relations in a capital asset market: A mean absolute deviation approach
- Asset price prediction using seasonal decomposition
- Estimating unknown join points: Determination of the yen-dollar exchange rate
- The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989
- A model of the term structure of interest rates for an economically dependent country
- Testing for long-term memory in yen/dollar exchange rate
- The response of the dollar/Yen exchange rate to economic announcements
- The impact of the Japanese market on the intraday Hong Kong stock returns
- Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern
- Correlation structure forecasting \& ex ante portfolio selection strategies in the Japan market
- An extensive analysis on the Japanese markets via S. Taylor's model
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
- Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market
- An extention of Samuelson's warrant valuation model and its application to Japanese data
- A constrained least square approach to the estimation of the term structure of interest rates
- Nonlinear dynamics of the Nikkei stock average futures
- A new approach for testing the randomness of heteroskedastic time series data
- Covariance and correlation stationarity: Experiences from seven Asian emerging markets
- How much equity capital did the Tokyo stock exchange really raise?
- The Japanese stock market and the macroeconomy: An empirical investigation
- Nonparametric prediction for the time-dependent volatility of the security price
- On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model
- The impact of portfolio diversification on mean reverting components of stock indices
- Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates
- On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market
- Non-Gaussian distribution for stock returns and related stochastic differential equation
- An implementation of the HJM model with application to Japanese interest futures
- Quality options and hedging in Japanese government bond futures markets
- Valuation of FX barrier options under stochastic volatility
- A preference free partial differential equation for the term structure of interest rates
- A note on the no arbitrage condition for international financial markets
- Pricing and hedging power options
- A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany
- Volatility clustering, asymmetry and hysteresis in stock returns: International evidence
- Volatility persistence and switching ARCH in Japanese stock returns
- Overstatement of implied variance in the dollar/yen currency option market
- Investment horizon and composition of optimal portfolio: International evidence
- Subordinated market index models: A comparison
- Decomposition of Japanese yen interest rate data through local regression
- Stock market returns and economic fundamentals in an emerging market: The case of Korea
- Abnormal stock returns following large one-day advances and declines: Evidence from Asia-Pacific markets
- Convex structure of the constrained least square problem for estimating the forward rate sequence
- Long memory and forecasting in euro/yen deposit rates
- Testing Gaussianity and linearity of Japanese stock returns
- Identifying permanent and temporary components in daily and monthly Japanese stock prices
- Cusum techniques for technical trading in financial markets
- An international portfolio optimization model hedged with forward currency contracts
- The structure of the Japanese stock market
- The Hong Kong securities markets: Review and prospects
- Financial markets trends and studies of Singapore futures markets
- Development, present status and some prospects of the financial markets in Korea
- Unconditional and conditional distributional models for the Nikkei index
- The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
- Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence
- The impact of the U.S. and the Japanese equity markets on the emerging Asia-Pacific equity markets
- Transmission of stock returns and volatility between the U.S. And Japan: Evidence from the stock index futures markets
- A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option
- How can we make better graphs? An initiative to increase the graphical expertise and productivity of quantitative scientists
- Underpricing, subsequent equity offerings, and the long-run performance of Japanese IPOs
- Weekly pattern of exchange rate risks: Evidence from ten Asian-Pacific currencies
- Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong
- Minimal entropy martingale measures of jump type price processes in incomplete assets markets
- An asymptotic expansion approach to pricing financial contingent claims
- Hedging American options in Merton's model: A locally risk minimizing approach
- Effective Visual Communication for the Quantitative Scientist
- Exotic passport options
- Evaluation of the Asian option by the dual martingale measure
- On a robustness of quantile hedging: Complete market's case
- An evaluation of contingent claims using the CKLS interest rate model: An analysis of Australia, Japan, and the United Kingdom
- Relations between stock returns and fundamental variables: Evidence from a segmented market
- Foreign exchange market volatility in Southeast Asia
- An empirical analysis on log-utility asset management
- Market segmentation and foreign share discount in China
- Market efficiency anomalies in Korea: Mispricing vs. omitted risk factors
- Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks
- Corporate groups and minority shareholder wealth: A role for private benefits?
- Asian financial crisis. Prologue and the case of Thailand
- Currency crisis in Korea - when and why it happened
- Korean currency crisis and regime change: a multivariate GARCH model with Bayesian approach
- Why has Taiwan been immune to the Asian financial crisis?
- Structural changes in volatility of foreign exchange rates after the Asian financial crisis
- Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model
- Interactions among China-related stocks
- Applications of the integrated approach to international portfolio optimization
- The optimal log-utility asset management under incomplete information
- Testing PPP hypotheses between Japan and the six G7 countries
- A note on interaction between financial markets
- Pricing mortgage-backed securities (MBS)
- Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations
- CB - time dependent Markov model for pricing convertible bonds
- A complete Markovian stochastic volatility model in the HJM framework
- Statistical methodologies for the market risk measurement
- Testing for serial correlation in the presence of stochastic volatility
- A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing
- A \(C^*\)-algebra of geometric operators on self-similar CW-complexes. Novikov-Shubin and \(L^2\)-Betti numbers
