Tsukasa Fujiwara

Available identifiers

zbMath Open fujiwara.tsukasaMaRDI QIDQ805067

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q3067587	2011-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q3067598	2011-01-21	Paper
The minimal entropy martingale measures for exponential additive processes	2009-09-18	Paper
From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes	2006-11-17	Paper
The minimal entropy martingale measures for geometric Lévy processes	2004-03-16	Paper
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS	2000-12-18	Paper
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS	2000-12-18	Paper
Martingale approach to limit theorems for jump processes	1996-01-25	Paper
https://portal.mardi4nfdi.de/entity/Q4834130	1995-08-07	Paper
Limit theorems for random difference equations driven by mixing processes	1994-01-05	Paper
Limit theorems for stochastic difference-differential equations	1993-02-18	Paper
Stochastic differential equations of jump type on manifolds and Lévy flows	1991-01-01	Paper
On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence	1990-01-01	Paper
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group	1985-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Tsukasa Fujiwara