Takahiko Fujita

Available identifiers

zbMath Open fujita.takahikoWikidataQ11624772 ScholiaQ11624772MaRDI QIDQ449151

List of research outcomes

Publication	Date of Publication	Type
Some martingale properties of the simple random walk and its maximum process	2024-05-17	Paper
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
Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm	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

This page was built for person: Takahiko Fujita