鍜治 俊輔

Inverse parabolic problem with the Heaviside function arising in finance 

Applicable Analysis 2022年  査読有り

On distibutions of first passage times of martingales arising in some gambling problems 

Japan Journal of Industrial and Applied Mathematics vol. 34(issue 3) pp.859-pp.871 2017年  査読有り

First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures 

Theory of Probability and Its Applications vol. 61(no. 1) pp. 140-pp. 151 2017年  査読有り

Reconstruction of local volatility for the binary option model 

Journal of Inverse and Ill-posed Problems vol. 24(issue 6) pp. 727-pp. 741 2016年  査読有り

Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component 

Finance and Stohastics vol.16(no.1) pp.45-pp.62 2012年  査読有り

The quadratic variations of local martingales and the first passage times of stochastic integrals 

Journal of Mathematics of Kyoto University vol.49(no.3) pp.491-pp.502 2009年  査読有り

The extension of the formula by Dupire 

Cubo. A Mathematical Journal 10(3) 57-64 2008年  査読有り筆頭著者

On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale 

Séminaire de Probabilités 41 401-420 2007年  査読有り

The tail estimation of the predictable quadratic variation of a quasi left continuous local martingale 

Osaka Journal of Mathematics 44 893-907 2007年  査読有り