研究者学術情報データベース

コハツーヒガ　アルトゥーロ
KOHATSU-HIGA　Arturo
KOHATSU-HIGA Arturo

所属理工学部数理科学科

職名教授

著書
1.	2019/07	Jump SDEs and the Study of Their Densities │ ,1-346 (共著)
2.	2011/04	Stochastic Analysis With Financial Applications　Hong Kong 2009 │ ,438 (共著)
3.	2011	Statistical Inference and Malliavin Calculus │ (共著)
4.	2010	Computation of Greek and multidimensional density estimation for asset price models with time-changed Brownian Motion │ ,1466-4313 (共著)
5.	2010	Lower bounds for densities of Asian type stochastic differential equations │ ,Issue 9, 1 3134-3164 (共著)
6.	2010	Weak Kyle-Back equilibrium models for Max and ArgMax │ ,vol. 1 179-211 (共著)
7.	2009	A review of recent results on Malliavin Calculus and its applications │ ,vol 8, 275-302 (共著)