| Publication | Date of Publication | Type |
|---|
Copula-based estimation of value at risk for the portfolio problem
Proceedings of the Forum "Math-for-Industry" 2018 | 2024-04-03 | Paper |
scientific article; zbMATH DE number 7647854 (Why is no real title available?)
| 2023-01-31 | Paper |
Long memory estimation in a non-Gaussian bivariate process
Applied Mathematics and Computation | 2022-03-03 | Paper |
Numerical limit and its application to a blow-up problem related to default risk
| 2021-08-31 | Paper |
Time evolutions of copulas and foreign exchange markets
Information Sciences | 2020-09-22 | Paper |
Evolution of copulas in discrete processes with application to a numerical modeling of dependence relation between exchange rates
Lecture Notes in Computer Science | 2017-07-07 | Paper |
Discrete stochastic calculus and its applications: an expository note
Advances in Mathematical Economics | 2014-09-29 | Paper |
Traveling wave solutions to the nonlinear evolution equation for the risk preference
JSIAM Letters | 2013-08-09 | Paper |
Evolution of bivariate copulas in discrete processes
JSIAM Letters | 2013-08-09 | Paper |
On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints
Japan Journal of Industrial and Applied Mathematics | 2013-03-15 | Paper |
On the evolution of copulas
| 2012-09-05 | Paper |
Numerical solution via transformation methods of nonlinear models in option pricing
AIP Conference Proceedings | 2012-01-30 | Paper |
Note on a nonlinear evolution equation for the risk preference
| 2011-03-25 | Paper |
Numerical solution of a nonlinear evolution equation for the risk preference
Numerical Methods and Applications | 2011-02-11 | Paper |
Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
Asia-Pacific Financial Markets | 2010-10-06 | Paper |
A note on the optimal portfolio problem in discrete processes
| 2010-04-22 | Paper |
Numerical treatment of a singular nonlinear partial differential equation arising in the optimal investment
| 2008-11-20 | Paper |
Existence of periodic traveling wave solutions for the Ostrovsky equation
Mathematical Methods in the Applied Sciences | 2008-09-24 | Paper |
On the existence of periodic traveling wave solutions for the Ostrovsky equation
| 2008-08-01 | Paper |
Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem
Proceedings of the Japan Academy. Series A | 2008-04-30 | Paper |
Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs
| 2008-04-03 | Paper |
On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
Asia-Pacific Financial Markets | 2007-11-27 | Paper |
Exact solutions of a model for asset prices by K. Takaoka
Asia-Pacific Financial Markets | 2006-11-17 | Paper |
Bifurcations of steady states for the Eguchi–Oki–Matsumura model of phase separation
| 2006-08-10 | Paper |
One-phase Stefan problems for sublinear heat equations: asymptotic behavior of solutions.
| 2006-04-04 | Paper |
Singular perturbation problem for steady state solutions to a model equation of phase separation
ZAMM | 2005-12-16 | Paper |
On the Eguchi--Oki--Matsumura Equation for Phase Separation in One Space Dimension
SIAM Journal on Mathematical Analysis | 2005-02-28 | Paper |
Self-similar solutions for the kinematic model equation of spiral waves
Physica D | 2005-02-09 | Paper |
An elementary approach to the analysis of exact solutions for the Navier-Stokes stagnation flows with slips
Archiv der Mathematik | 2004-10-05 | Paper |
Numerical computation of Lyapunov exponents related to attractors in a free boundary problem.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
Stable finite difference scheme for a model equation of phase separation.
Applied Mathematics and Computation | 2004-03-29 | Paper |
On blowing-up solutions of the Blasius equation
Discrete and Continuous Dynamical Systems | 2003-10-12 | Paper |
scientific article; zbMATH DE number 1791652 (Why is no real title available?)
| 2003-06-01 | Paper |
REMARKS ON THE BLOW-UP CRITERION FOR THE 3-D BOUSSINESQ EQUATIONS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2003-03-16 | Paper |
scientific article; zbMATH DE number 1866892 (Why is no real title available?)
| 2003-02-11 | Paper |
scientific article; zbMATH DE number 2030327 (Why is no real title available?)
| 2003-01-01 | Paper |
Well-posedness of one-phase Stefan problems for sublinear heat equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2002-09-30 | Paper |
Remarks on third-order ODEs relevant to the Kuramoto-Sivashinsky equation
Journal of Differential Equations | 2002-07-04 | Paper |
On steady solutions of the Kuramoto-Sivashinsky equation
| 2002-06-11 | Paper |
scientific article; zbMATH DE number 1993607 (Why is no real title available?)
| 2002-01-01 | Paper |
Asymptotic behavior of solutions to one-phase Stefan problems for sublinear heat equations
RIMS Kokyuroku | 2001-09-23 | Paper |
Numerical computation of attractors in two-phase Stefan problems
RIMS Kokyuroku | 2001-09-17 | Paper |
Note on steady solutions of the Eguchi-Oki-Matsumura equation
Proceedings of the Japan Academy. Series A | 2001-03-29 | Paper |
Nonexistence of monotonic solutions of some third-order ODE relevant to the Kuramoto-Sivashinsky equation
Taiwanese Journal of Mathematics | 2001-03-28 | Paper |
scientific article; zbMATH DE number 1322518 (Why is no real title available?)
| 2001-01-18 | Paper |
scientific article; zbMATH DE number 1531861 (Why is no real title available?)
| 2000-11-19 | Paper |
scientific article; zbMATH DE number 1405463 (Why is no real title available?)
| 2000-10-10 | Paper |
Self-similar solutions for the Gauss curvature evolution of rotationally symmetric surfaces
Nonlinear Analysis: Theory, Methods & Applications | 2000-03-29 | Paper |
Motion of spirals by crystalline curvature
ESAIM: Mathematical Modelling and Numerical Analysis | 2000-02-08 | Paper |
A crystalline motion of spiral-shaped curves with symmetry
Journal of Mathematical Analysis and Applications | 2000-02-03 | Paper |
scientific article; zbMATH DE number 1296922 (Why is no real title available?)
| 1999-12-13 | Paper |
scientific article; zbMATH DE number 1223674 (Why is no real title available?)
| 1999-05-16 | Paper |
Shape of spirals
Tôhoku Mathematical Journal. Second Series | 1998-12-07 | Paper |
scientific article; zbMATH DE number 1193463 (Why is no real title available?)
| 1998-11-10 | Paper |
On the structure of steady solutions for the kinematic model of spiral waves in excitable media
Japan Journal of Industrial and Applied Mathematics | 1998-10-25 | Paper |
scientific article; zbMATH DE number 1104197 (Why is no real title available?)
| 1998-05-10 | Paper |
On the interior derivative blow-up for the curvature evolution of capillary surfaces
Proceedings of the American Mathematical Society | 1998-03-24 | Paper |
Convergence of attractors for the simplified magnetic Bénard equations
European Journal of Applied Mathematics | 1997-06-08 | Paper |
Curvature evolution of plane curves with prescribed opening angle
Bulletin of the Australian Mathematical Society | 1997-06-03 | Paper |
scientific article; zbMATH DE number 1002188 (Why is no real title available?)
| 1997-04-22 | Paper |
scientific article; zbMATH DE number 922773 (Why is no real title available?)
| 1996-09-01 | Paper |
scientific article; zbMATH DE number 597384 (Why is no real title available?)
| 1996-04-15 | Paper |
scientific article; zbMATH DE number 834492 (Why is no real title available?)
| 1996-02-06 | Paper |
Remarks on the asymptotic behaviour for elliptic equations with critical growth
Differential and Integral Equations | 1995-02-13 | Paper |
scientific article; zbMATH DE number 503116 (Why is no real title available?)
| 1994-11-01 | Paper |
Dimension estimate of the global attractor for forced oscillation systems
Japan Journal of Industrial and Applied Mathematics | 1994-08-18 | Paper |
Inertial manifolds for Burgers' original model system of turbulence
Applied Mathematics Letters | 1994-08-07 | Paper |
Limit shape of the cross-section of shrinking doughnuts
Journal of the Mathematical Society of Japan | 1994-03-08 | Paper |
scientific article; zbMATH DE number 98471 (Why is no real title available?)
| 1993-01-17 | Paper |
scientific article; zbMATH DE number 20491 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 4192523 (Why is no real title available?)
| 1990-01-01 | Paper |
