2 citations · 2 across the 5 of their papers we have counts for
5 papers
Generalized Filtrations and Its Application to Binomial Asset Pricing Models
Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu
We introduce generalized filtration with which we can represent situations such as some agents forget information at some specific time. The filtration is defined as a functor to a…
A Binomial Asset Pricing Model in a Categorical Setting
Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu
Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutel…
Monetary value measures in a category of probability spaces
Takanori Adachi, Yoshihiro Ryu
We generalize the notion of monetary value measures developed with category theory in [Adachi, 2014] by extending their base category from the category \c{hi} to the category of pr…
A Category of Probability Spaces
Takanori Adachi, Yoshihiro Ryu
We introduce a category Prob of probability spaces whose objects are all probability spaces and arrows are corresponding to measurable functions satisfying an absolutely continuous…
Distributional Itô's Formula and Regularization of Generalized Wiener Functionals
Takafumi Amaba, Yoshihiro Ryu
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an Itô formula for a diffusion in a distributional setting, and apply to investigate…