Masatoshi Fujisaki

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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!

PublicationDate of PublicationType
Generalized Girsanov transform of processes and Zakai equation with jumps
Journal of Stochastic Analysis
2025-09-30Paper
scientific article; zbMATH DE number 7587771 (Why is no real title available?)2022-09-19Paper
Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes
Asia-Pacific Financial Markets
2009-09-18Paper
Common property resource and private capital accumulation with random jump2008-07-21Paper
On stochastic model of common property resource economy and ruin probability2008-03-06Paper
scientific article; zbMATH DE number 2069556 (Why is no real title available?)2004-05-27Paper
On probabilistic approach to the eigenvalue problem for maximal elliptic operator
Osaka Journal of Mathematics
2001-06-28Paper
scientific article; zbMATH DE number 4034509 (Why is no real title available?)1988-01-01Paper
Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration
Osaka Journal of Mathematics
1986-01-01Paper
A remark on a certain stochastic control problem
Proceedings of the Japan Academy. Series A
1981-01-01Paper
scientific article; zbMATH DE number 3681620 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3681620 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3639541 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3639541 (Why is no real title available?)1979-01-01Paper
On stochastic control of Wiener process
Journal of Mathematics of Kyoto University
1978-01-01Paper
scientific article; zbMATH DE number 3419018 (Why is no real title available?)1973-01-01Paper
Stochastic differential equations for the non linear filtering problem
Osaka Journal of Mathematics
1972-01-01Paper


Research outcomes over time


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