Shunsuke Kaji

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
Asymptotics of densities of first passage times for spectrally negative L\'evy processes	2023-03-15	Paper
Asymptotics of densities of first passage times for spectrally negative Lévy processes (available as arXiv preprint)	2023-01-01	Paper
On distibutions of first passage times of martingales arising in some gambling problems Japan Journal of Industrial and Applied Mathematics	2017-12-12	Paper
Reconstruction of local volatility for the binary option model Journal of Inverse and Ill-posed Problems	2016-12-13	Paper
The quadratic variations of local martingales and the first-passage times of stochastic integrals Journal of Mathematics of Kyoto University	2010-04-21	Paper
scientific article; zbMATH DE number 5498817 (Why is no real title available?)	2009-01-28	Paper
On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale	2008-09-25	Paper
The tail estimation of the quadratic variation of a quasi left continuous local martingale Osaka Journal of Mathematics	2008-02-21	Paper

Research outcomes over time

This page was built for person: Shunsuke Kaji