Tsukasa Fujiwara - Concepedia

Author

Tsukasa Fujiwara

Also Known As

T Fujiwara, Tsukasa FUJIWARA, Tsukasa Fujiwara

Publications

387

Citations

H-Index

Concepts

All Affiliations

Tsukasa Fujiwara is an author at Hyogo University of Teacher Education specializing in engineering, stochastic analysis, and probability theory.

#	Concept	H-Index	Publications	Citations
1	Engineering	3	3	137
2	Probability Theory	2	2	31
3	Stochastic Analysis	2	2	31
4	Economics	1	1	13
5	Stochastic Calculus	1	1	106

Tsukasa Fujiwara

Publications

355

Citations

H-Index

Page 1

	Year	Citations
The minimal entropy martingale measures for geometric L�vy processes Tsukasa Fujiwara, Yoshio Miyahara Finance and Stochastics EntropyStochastic GeometryGeometric L�vy ProcessesIntegrable Probability	2003	177
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group Tsukasa Fujiwara, Hiroshi Kunita Kyoto journal of mathematics Jump TypeEngineeringStochastic ProcessesStochastic CalculusStochastic Dynamical System	1985	106
Stochastic differential equations of jump type on manifolds and Lévy flows Tsukasa Fujiwara Kyoto journal of mathematics	1991	28
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS Tsukasa Fujiwara, Hiroshi Kunita Kyushu Journal of Mathematics EngineeringCanonical SdeStochastic AnalysisProbability TheoryLevy Process	1999	21
From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes Tsukasa Fujiwara Asia-Pacific Financial Markets EconomicsOptimal StrategiesEntropyGeometric Lévy ProcessesLevy Process	2004	13
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS Tsukasa Fujiwara, Hiroshi Kunita Kyushu Journal of Mathematics EngineeringCanonical SdeStochastic AnalysisProbability TheoryLevy Process	1999	10

Page 1