| 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 |
| A generalization of the carries process | 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
Pacific Journal of Mathematics for Industry | 2015-11-10 | Paper |
Special values of the Riemann zeta function via arcsine random variables
Kyoto Journal of Mathematics | 2015-10-05 | Paper |
Discrete stochastic calculus and its applications: an expository note
Advances in Mathematical Economics | 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
Kyoto Journal of Mathematics | 2012-09-12 | Paper |
The distribution of continuous time rank processes
Advances in Mathematical Economics | 2010-06-02 | Paper |
Valuation of a repriceable executive stock option
Asia-Pacific Financial Markets | 2010-03-08 | Paper |
A random walk analogue of Lévy’s Theorem
Studia Scientiarum Mathematicarum Hungarica | 2009-07-20 | Paper |
A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
A random walk analogue of Lévy’s Theorem
Studia Scientiarum Mathematicarum Hungarica | 2009-01-20 | Paper |
A uniformly distributed sequence on the ring of p-adic integers
Monte Carlo Methods and Applications | 2009-01-09 | Paper |
Euler's formulae for \(\zeta(2n)\) and products of Cauchy variables
Electronic Communications in Probability | 2007-11-19 | Paper |
| On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian motion | 2007-10-22 | Paper |
| scientific article; zbMATH DE number 5202445 (Why is no real title available?) | 2007-10-22 | Paper |
| scientific article; zbMATH DE number 5166032 (Why is no real title available?) | 2007-06-21 | Paper |
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
Journal of Applied Probability | 2004-09-24 | Paper |
Edokko options: a new framework of barrier options
Asia-Pacific Financial Markets | 2004-03-17 | Paper |
Pricing derivatives in zone model
Asia-Pacific Financial Markets | 2004-02-03 | Paper |
The generalized van der Corput sequence and its application to numerical integration
Monte Carlo Methods and Applications | 2003-04-06 | Paper |
| scientific article; zbMATH DE number 1789158 (Why is no real title available?) | 2002-08-26 | Paper |
| scientific article; zbMATH DE number 1525218 (Why is no real title available?) | 2001-08-13 | Paper |
Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm
RIMS Kokyuroku | 2001-03-21 | Paper |
On almost everywhere exponential convergence of the modified Jacobi-Perron algorithm: a corrected proof
Ergodic Theory and Dynamical Systems | 1997-03-12 | Paper |
Some asymptotic estimates of transition probability densities for generalized diffusion processes with self-similar speed measures
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4064204 (Why is no real title available?) | 1987-01-01 | Paper |
The Onsager-Machlup function for diffusion processes
Journal of Mathematics of Kyoto University | 1982-01-01 | Paper |
