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Tomoyuki Ichiba

University of California Santa Barbara

34 papers hereh-index 14772 citations58 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author20
  • middle author6
  • last author8

Across the 34 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR23
  • q-fin.MF4
  • math.OC2
  • cs.LG1
  • math.CA1
  • q-fin.RM1
affiliations
  • University of California Santa Barbara
Homepage
same name
  • Tomoyuki Ichiba — 4 papers, h 2
  • Tomoyuki Ichiba — 2 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedHybrid Atlas models

118 citations · 199 across the 29 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.PR2014

Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale

Tomoyuki Ichiba, Ioannis Karatzas

The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.