Takahiro Tsuchiya

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
Fully coupled drift-less forward and backward stochastic differential equations in a degenerate case Japan Journal of Industrial and Applied Mathematics	2023-06-28	Paper
Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (available as arXiv preprint)	2022-08-30	Paper
Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations	2022-08-30	Paper
scientific article; zbMATH DE number 7387550 (Why is no real title available?)	2021-08-27	Paper
A model of regression lines through a common point: estimation of the focal point in wind-blown sand phenomena Journal of Applied Statistics	2020-10-26	Paper
Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes JSIAM Letters	2019-03-15	Paper
Stability problems for Cantor stochastic differential equations Stochastic Processes and their Applications	2017-12-01	Paper
A heat kernel approach to interest rate models Japan Journal of Industrial and Applied Mathematics	2014-08-29	Paper
Convergence rate of stability problems of SDEs with (dis-)continuous coefficients	2014-01-18	Paper
HKA to single defaultable bond	2012-06-04	Paper
What is the natural scale for a Lévy process in modelling term structure of interest rates? Asia-Pacific Financial Markets	2007-11-27	Paper
On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class Journal of Mathematics of Kyoto University	2007-02-05	Paper
On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α Stochastic Processes and Applications to Mathematical Finance	2006-09-18	Paper
General saddlepoint approximations and normalizing transformations for multivariate statistics Communications in Statistics: Theory and Methods	1999-11-10	Paper
General saddlepoint approximations to distributions under an elliptical population Communications in Statistics: Theory and Methods	1999-06-29	Paper

Research outcomes over time

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