Takahiko Fujita

Available identifiers

zbMath Open fujita.takahikoWikidataQ11624772 ScholiaQ11624772MaRDI QIDQ449151

List of research outcomes

Publication	Date of Publication	Type
An introduction to excursion risk through discrete-time excursions	2023-12-19	Paper
On further application of the zeta distribution to number theory	2023-11-29	Paper
Notes on a certain local time and excursions of simple symmetric random walks	2023-07-28	Paper
Some Martingale Properties of Simple Random Walk and Its Maximum Process	2022-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4584087	2018-08-29	Paper
On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option	2015-11-10	Paper
Special values of the Riemann zeta function via arcsine random variables	2015-10-05	Paper
Discrete stochastic calculus and its applications: an expository note	2014-09-29	Paper
Symmetry in Self-Similarity in Space and Time---Short Time Transients and Power-Law Spatial~Asymptote	2012-10-31	Paper
Special values of the Hurwitz zeta function via generalized Cauchy variables	2012-09-12	Paper
The distribution of continuous time rank processes	2010-06-02	Paper
Valuation of a repriceable executive stock option	2010-03-08	Paper
A random walk analogue of Lévy’s Theorem	2009-07-20	Paper
A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing	2009-02-06	Paper
A random walk analogue of Lévy’s Theorem	2009-01-20	Paper
A uniformly distributed sequence on the ring of p-adic integers	2009-01-09	Paper
Euler's formulae for \(\zeta(2n)\) and products of Cauchy variables	2007-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q5420977	2007-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q5420978	2007-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q5292402	2007-06-21	Paper
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals	2004-09-24	Paper
Edokko options: a new framework of barrier options	2004-03-17	Paper
Pricing derivatives in zone model	2004-02-03	Paper
The generalized van der Corput sequence and its application to numerical integration	2003-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q4548749	2002-08-26	Paper
https://portal.mardi4nfdi.de/entity/Q4512485	2001-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2705425	2001-03-21	Paper
On almost everywhere exponential convergence of the modified Jacobi-Perron algorithm: a corrected proof	1997-03-12	Paper
Some asymptotic estimates of transition probability densities for generalized diffusion processes with self-similar speed measures	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3797996	1987-01-01	Paper
The Onsager-Machlup function for diffusion processes	1982-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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