Tsukasa Fujiwara

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 5840041 (Why is no real title available?)	2011-01-21	Paper
scientific article; zbMATH DE number 5840049 (Why is no real title available?)	2011-01-21	Paper
The minimal entropy martingale measures for exponential additive processes Asia-Pacific Financial Markets	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 Asia-Pacific Financial Markets	2006-11-17	Paper
The minimal entropy martingale measures for geometric Lévy processes Finance and Stochastics	2004-03-16	Paper
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS Kyushu Journal of Mathematics	2000-12-18	Paper
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS Kyushu Journal of Mathematics	2000-12-18	Paper
Martingale approach to limit theorems for jump processes Stochastics and Stochastic Reports	1996-01-25	Paper
scientific article; zbMATH DE number 758215 (Why is no real title available?)	1995-08-07	Paper
Limit theorems for random difference equations driven by mixing processes Journal of Mathematics of Kyoto University	1994-01-05	Paper
Limit theorems for stochastic difference-differential equations Nagoya Mathematical Journal	1993-02-18	Paper
Stochastic differential equations of jump type on manifolds and Lévy flows Journal of Mathematics of Kyoto University	1991-01-01	Paper
On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence Journal of the Mathematical Society of Japan	1990-01-01	Paper
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group Journal of Mathematics of Kyoto University	1985-01-01	Paper

Research outcomes over time

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