Shin Ichi Aihara

Available identifiers

zbMath Open aihara.shinichiMaRDI QIDQ481003

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5106539	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5106605	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5867755	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5867767	2022-09-19	Paper
On mean-variance hedging of bond options with stochastic risk premium factor	2014-12-12	Paper
Adaptive mean-variance hedging of Bond options with stochastic risk term	2012-06-04	Paper
Filtering and identification of parabolic type factor model with stochastic volatility	2010-08-24	Paper
Identification of affine term structures from yield curve data	2010-05-27	Paper
Filtering and identification of Heston's stochastic volatility model and its market risk	2008-12-12	Paper
STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING	2005-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q4514181	2002-11-14	Paper
Estimation of stochastic volatility in the Hull-White model	2002-09-05	Paper
On the Mortensen equation for maximum likelihood state estimation	2000-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q4312493	1999-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4217912	1999-03-07	Paper
Nonlinear smoothing for random fields	1995-03-20	Paper
Maximum Likelihood Estimator for Two-Point Boundary Value Process	1993-08-08	Paper
Parameter identification for hyperbolic stochastic systems	1992-09-27	Paper
Infinite dimensional parameter identification for stochastic parabolic systems	1989-01-01	Paper
Parameter identification for stochastic diffusion equations with unknown boundary conditions	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3358627	1988-01-01	Paper
A method for parameter estimation of a class of nonlinear distributed systems under noisy observations	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3852733	1978-01-01	Paper
On stochastic observability and controllability for nonlinear distributed parameter systems	1977-01-01	Paper
On the stochastic observability and controllability for non-linear systems†	1975-01-01	Paper
The stochastic observability for noisy non-linear stochastic systems†	1975-01-01	Paper
On stochastic controllability for nonlinear systems	1974-01-01	Paper

Research outcomes over time

This page was built for person: Shin Ichi Aihara