Tomonori Nakatsu

Available identifiers

Publication	Date of Publication	Type
On density functions related to discrete time maximum of some one-dimensional diffusion processes	2022-12-07	Paper
Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations	2019-10-22	Paper
An integration by parts type formula for stopping times and its application	2018-03-28	Paper
Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions	2016-04-29	Paper
Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum	2014-03-05	Paper

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