Naohiro Yoshida

MaRDI QIDQ1993653zbMATH OpenFDO

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
Some martingale properties of the simple random walk and its maximum process Statistics & Probability Letters	2024-05-17	Paper
An introduction to excursion risk through discrete-time excursions JSIAM Letters	2023-12-19	Paper
On further application of the zeta distribution to number theory Research in Number Theory	2023-11-29	Paper
Notes on a certain local time and excursions of simple symmetric random walks Proceedings of the Japan Academy. Series A	2023-07-28	Paper
Some Martingale Properties of Simple Random Walk and Its Maximum Process	2022-11-10	Paper
Remarks on optimal strategies to utility maximizations in continuous time incomplete markets JSIAM Letters	2019-03-18	Paper
Remarks on the transformation of Ito's formula for jump-diffusion processes JSIAM Letters	2019-03-18	Paper
A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging JSIAM Letters	2019-03-18	Paper
On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations Computational and Applied Mathematics	2018-11-05	Paper

Research outcomes over time

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