Tomoyuki Ichiba

Available identifiers

zbMath Open ichiba.tomoyukiMaRDI QIDQ470673

List of research outcomes

Publication	Date of Publication	Type
Smoothness of directed chain stochastic differential equations	2024-10-16	Paper
Directed Chain Generative Adversarial Networks	2023-04-25	Paper
Systemic risk models for disjoint and overlapping groups with equilibrium strategies	2023-01-19	Paper
Degenerate competing three-particle systems	2022-05-16	Paper
Path properties of a generalized fractional Brownian motion	2022-03-17	Paper
Smoothness of Directed Chain Stochastic Differential Equations	2022-02-18	Paper
Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing	2020-12-02	Paper
Linear-Quadratic Stochastic Differential Games on Random Directed Networks	2020-11-05	Paper
Relative Arbitrage Opportunities in $N$ Investors and Mean-Field Regimes	2020-06-26	Paper
Directed chain stochastic differential equations	2020-04-07	Paper
Linear-Quadratic Stochastic Differential Games on Directed Chain Networks	2020-03-19	Paper
Dynamic contagion in a banking system with births and defaults	2020-01-31	Paper
Large Banking Systems with Default and Recovery: A Mean Field Game Model	2020-01-28	Paper
Stationary distributions and convergence for Walsh diffusions	2019-09-25	Paper
Stochastic integral equations for Walsh semimartingales	2018-06-29	Paper
Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale	2018-04-09	Paper
Convergence and Stationary Distributions for Walsh Diffusions	2017-06-21	Paper
Yet another condition for absence of collisions for competing Brownian particles	2017-02-07	Paper
A second-order stock market model	2014-11-12	Paper
Two Brownian particles with rank-based characteristics and skew-elastic collisions	2014-04-28	Paper
Diffusions with rank-based characteristics and values in the nonnegative quadrant	2014-02-04	Paper
Stability in a model of interbank lending	2014-01-23	Paper
Convergence rates for rank-based models with applications to portfolio theory	2013-06-19	Paper
Strong solutions of stochastic equations with rank-based coefficients	2013-06-19	Paper
Planar diffusions with rank-based characteristics and perturbed Tanaka equations	2013-06-19	Paper
Large deviations for interacting Bessel-like processes and applications to systemic risk	2013-03-12	Paper
Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation	2011-10-25	Paper
Hybrid Atlas models	2011-05-11	Paper
On collisions of Brownian particles	2010-08-18	Paper
On multi-period statistical risk management methods and equity-linked life insurance	2009-03-26	Paper
Invariant measure of gaps in degenerate competing three-particle systems	N/A	Paper

Research outcomes over time

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