Takahiko Fujita

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Person:449151

Available identifiers

zbMath Open fujita.takahikoWikidataQ11624772 ScholiaQ11624772MaRDI QIDQ449151

List of research outcomes





PublicationDate of PublicationType
Some martingale properties of the simple random walk and its maximum process2024-05-17Paper
An introduction to excursion risk through discrete-time excursions2023-12-19Paper
On further application of the zeta distribution to number theory2023-11-29Paper
Notes on a certain local time and excursions of simple symmetric random walks2023-07-28Paper
Some Martingale Properties of Simple Random Walk and Its Maximum Process2022-11-10Paper
https://portal.mardi4nfdi.de/entity/Q45840872018-08-29Paper
On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option2015-11-10Paper
Special values of the Riemann zeta function via arcsine random variables2015-10-05Paper
Discrete stochastic calculus and its applications: an expository note2014-09-29Paper
Symmetry in Self-Similarity in Space and Time---Short Time Transients and Power-Law Spatial~Asymptote2012-10-31Paper
Special values of the Hurwitz zeta function via generalized Cauchy variables2012-09-12Paper
The distribution of continuous time rank processes2010-06-02Paper
Valuation of a repriceable executive stock option2010-03-08Paper
A random walk analogue of Lévy’s Theorem2009-07-20Paper
A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing2009-02-06Paper
A random walk analogue of Lévy’s Theorem2009-01-20Paper
A uniformly distributed sequence on the ring of p-adic integers2009-01-09Paper
Euler's formulae for \(\zeta(2n)\) and products of Cauchy variables2007-11-19Paper
https://portal.mardi4nfdi.de/entity/Q54209772007-10-22Paper
https://portal.mardi4nfdi.de/entity/Q54209782007-10-22Paper
https://portal.mardi4nfdi.de/entity/Q52924022007-06-21Paper
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals2004-09-24Paper
Edokko options: a new framework of barrier options2004-03-17Paper
Pricing derivatives in zone model2004-02-03Paper
The generalized van der Corput sequence and its application to numerical integration2003-04-06Paper
https://portal.mardi4nfdi.de/entity/Q45487492002-08-26Paper
https://portal.mardi4nfdi.de/entity/Q45124852001-08-13Paper
Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm2001-03-21Paper
On almost everywhere exponential convergence of the modified Jacobi-Perron algorithm: a corrected proof1997-03-12Paper
Some asymptotic estimates of transition probability densities for generalized diffusion processes with self-similar speed measures1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q37979961987-01-01Paper
The Onsager-Machlup function for diffusion processes1982-01-01Paper

Research outcomes over time

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