101 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- IBM Research - TokyoJP4 papers
- Keio UniversityJP4 papers
- Mitsubishi UFJ Financial Group, Inc. (Japan)JP4 papers
- Mizuho (Japan)JP3 papers
- Mizuho Research & Technologies, Ltd. (Japan)JP3 papers
- Akita Prefectural UniversityJP2 papers
- The University of OsakaJP2 papers
- The University of TokyoJP2 papers
- Centre National de la Recherche ScientifiqueFR1 paper
- Computing CenterRU1 paper
- Georgia Institute of TechnologyUS1 paper
- Graduate School USAUS1 paper
Showing math.PRShow all
2 papers · 1 filter
math.PR2018★ 3 cited
Probability density function of SDEs with unbounded and path--dependent drift coefficient
Dai Taguchi, Akihiro Tanaka
In this paper, we first prove that the existence of a solution of SDEs under the assumptions that the drift coefficient is of linear growth and path--dependent, and diffusion coeff…
math.PR2005★ 36 cited
On Fractional Tempered Stable Motion
C. Houdré, R. Kawai
Fractional tempered stable motion (fTSm)} is defined and studied. FTSm has the same covariance structure as fractional Brownian motion, while having tails heavier than Gaussian but…