Atsushi Takeuchi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Wasserstein distance on solutions to stochastic differential equations with jumps Osaka Journal of Mathematics	2024-07-08	Paper
Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators Stochastic Processes and their Applications	2024-01-09	Paper
Gradient formulas for jump processes on manifolds Electronic Journal of Probability	2021-11-11	Paper
Remark on rates of convergence to extreme value distributions via the Stein equations Extremes	2020-09-10	Paper
Jump SDEs and the study of their densities. A self-study book Universitext	2019-09-03	Paper
Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes Stochastic Analysis and Applications	2019-05-15	Paper
Integration by parts formulas for marked Hawkes processes Statistics & Probability Letters	2019-02-20	Paper
Joint distributions for stochastic functional differential equations Stochastics	2016-11-25	Paper
Computation of Greeks for asset price dynamics driven by stable and tempered stable processes Quantitative Finance	2014-02-20	Paper
Asymptotic behavior of densities for stochastic functional differential equations International Journal of Stochastic Analysis	2013-05-31	Paper
Sensitivity analysis for jump processes Stochastic Analysis with Financial Applications	2012-09-07	Paper
Greeks formulas for an asset price model with gamma processes Mathematical Finance	2011-11-21	Paper
Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps Journal of Theoretical Probability	2010-06-09	Paper
Sensitivity analysis for averaged asset price dynamics with gamma processes Statistics & Probability Letters	2009-12-10	Paper
ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS Stochastics and Dynamics	2007-08-10	Paper
Malliavin calculus for degenerate stochastic functional differential equations Acta Applicandae Mathematicae	2007-07-19	Paper
On the partially hypoelliptic problem via Malliavin calculus	2006-09-19	Paper
scientific article; zbMATH DE number 2226674 (Why is no real title available?)	2005-11-08	Paper
scientific article; zbMATH DE number 2069253 (Why is no real title available?)	2004-05-27	Paper
The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem Osaka Journal of Mathematics	2003-04-07	Paper
Simplified probabilistic approach to the Hörmander theorem Osaka Journal of Mathematics	2002-10-21	Paper
Harmonic Wavelet Analysis of Time Sequence. Interdisciplinary Information Sciences	1999-04-29	Paper

Research outcomes over time

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