Tsukasa Fujiwara - My portal - researchmap

Profile Information

Affiliation: Associate Professor, Graduate School of Education, Hyogo University of Teacher Education

Degree: -(Kyoto University)
-

J-GLOBAL ID: 200901089829140100
researchmap Member ID: 1000052198

Research Interests

2

Research Areas

2

Research History

3

2011 - Present

Professor, Hyogo University of Teacher Education
1992 - 2002

Associate Professor, Hyogo University of Teacher Education
1987 - 1992

Research Associate, Faculty of Engineering, Kyushu Iniversity

Education

4

- 1987

Kyushu University
- 1987

Graduate School, Division of Engineering, Kyushu University
- 1982

Faculty of Science, Kyoto University
- 1982

Faculty of Science, Kyoto University

Papers

1

The minimal entropy martingale measures for gemetric Le'vy processes

Finance and Stochastics, 7, 509-531, 2003

Misc.

9

The minimal entropy martingale measures for gemetric Le'vy processes

Finance and Stochastics, 7, 509-531, 2003
Canonical SDE'S based on semimartingales with spatial parameters Part II Inverse Flow and Backward Sde's

Tsukasa Fujiwara, Hiroshi Kunita

Kyushu Journal of Mathematics, 53(2) 301-331, 1999
Canonical SDE'S based on semimartingales with spatial parameters Part 1 Stochastic Flows of Diffeomorphisms

Tsukasa Fujiwara, Hiroshi Kunita

Kyushu Journal of Mathematics, 53(2) 265-300, 1999
Martingale approach to limit theorems for jump processes

Stochastics and Stochastics Reports, 50 35-64, 1994
LIMIT-THEOREMS FOR RANDOM DIFFERENCE-EQUATIONS DRIVEN BY MIXING PROCESSES

T FUJIWARA

JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 32(4) 763-795, Dec, 1992
Limit theorems for stochastic difference-differential equations

Nagoya Mathematical Journal, 127,83-116, 1992
STOCHASTIC DIFFERENTIAL-EQUATIONS OF JUMP TYPE ON MANIFOLDS AND LEVY FLOWS

T FUJIWARA

JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 31(1) 99-119, Feb, 1991
ON THE JUMP-DIFFUSION APPROXIMATION OF STOCHASTIC DIFFERENCE-EQUATIONS DRIVEN BY A MIXING SEQUENCE

T FUJIWARA

JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 42(3) 353-376, Jul, 1990
STOCHASTIC DIFFERENTIAL-EQUATIONS OF JUMP TYPE AND LEVY PROCESSES IN DIFFEOMORPHISMS GROUP

T FUJIWARA, H KUNITA

JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 25(1) 71-106, 1985

Books and Other Publications

1

A limit theorem for random difference-differential equations

Proc. 6th USSR-Japan Symp. Prob. & Math. Stat. World Scientific Pub., 1992

Professional Memberships

1

日本数学会

Research Projects

2