The following pages link to Tsukasa Fujiwara (Q805067):
Displayed 14 items.
- Stochastic differential equations of jump type on manifolds and Lévy flows (Q805068) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence (Q909348) (← links)
- Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group (Q1063948) (← links)
- The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
- Limit theorems for random difference equations driven by mixing processes (Q2367099) (← links)
- (Q3067587) (← links)
- (Q3067598) (← links)
- Limit theorems for stochastic difference-differential equations (Q4025582) (← links)
- CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS (Q4704828) (← links)
- CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS (Q4704829) (← links)
- (Q4834130) (← links)
- Martingale approach to limit theorems for jump processes (Q4853901) (← links)