Shunsuke Kaji
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Person:965068
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 |
| 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
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