AKAHORI Jiro

J-GLOBAL         Last updated: Jun 8, 2019 at 02:44
 
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Name
AKAHORI Jiro
Affiliation
Ritsumeikan University
Section
College of Science and Engineering, Department of Mathematical Sciences
Job title
Professor
Degree
Ph.D.(The University of Tokyo)
Other affiliation
Ritsumeikan UniversityRitsumeikan UniversityRitsumeikan UniversityRitsumeikan University

Research Areas

 
 

Education

 
 
 - 
1997
Department of Mathematical Sciences , "Graduate School, Division of Mathematical Sciences", The University of Tokyo
 

Published Papers

 
Phase transitions for edge-reinforced random walks on the half-line
Jiro Akahori, Andrea Collevecchio, Masato Takei
Electronic Communications in Probability   to appear   2019
Jiro Akahori, Yuuki Ida, Greg Markowsky
Statistics & Probability Letters   151 42-48   Aug 2019
Jiro Akahori, Xiaoming Song, Tai-Ho Wang
Stochastic Processes and their Applications   129(1) 174-204   Jan 2019
Asymptotic Static Hedge via Symmetrization
J. Akahori, Barsotti, F., & Imamura, Y.
arXiv   arXiv:1801.04045 [q-fin.PR]   Jan 2018
Jirô Akahori, Takafumi Amaba, Kaori Okuma
Journal of Theoretical Probability   30(3) 932–960   Sep 2017

Misc

 
Hidemi Aihara, Jiro Akahori, and Edouard Grenier
JSIAM letters   6 17--20   May 2014
On the Stochastic Hamiltonian Systems
Jiro Akahori
Sytems, Controls, and Information   53(5) 184-188   May 2009
Noises, Stochastic Flows, and E_0 semigroups
Jiro Akahori,, Masaki Izumi and Shinzo Watanabe
Suugaku   59(3) 243--263   Jul 2007

Books etc

 
Stochastic Processes and Applications to Mathematical Finance--Proceedings of 6th Ritsumeikan International Conference
Jiro Akahori, Shigeyoshi Ogawa and Shinzo Watanabe
World Scientific   Apr 2007   ISBN:978-981-270-413-9
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE Proceedings of the 5th Ritsumeikan International Symposium
Jiro Akahori, Shigeyoshi Ogawa & Shinzo Watanabe
World Scientific   Mar 2006   ISBN:978-981-256-519-8
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE Proceedings of the Ritsumeikan International Symposium
Jiro Akahori, Shigeyoshi Ogawa & Shinzo Watanabe
World Scientific   Jul 2004   ISBN:981-238-778-1
Probability with Martingales
原啓介,山田俊雄
培風館   Feb 2004   

Conference Activities & Talks

 
TBA
Probability, Uncertainty and Quantitative Risk   11 Jul 2019   
A heat kernel type expansion for "rough" quadratic Wiener functionals and related topics
​2019 IMS-China International Conference on Statistics and Probability   9 Jul 2019   
Introduction to Malliavin-Mancino Fourier estimation method
The International Conference on Applied Probability and Statistics (CAPS 2019)   4 Apr 2019   
Default Contagion with Domino Effect
4th Berlin-Princeton-Singapore Workshop on Quantitative Finance   19 Mar 2019   
Polya Urn in Finance
Quantitative Methods in Finance 2018 Conference   11 Dec 2018   

Teaching Experience