ShinIchi Aihara

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Active since

1975

Affiliations

University of Twente(Current)

Tokyo University of Science

ShinIchi Aihara is an author at University of Twente specializing in stochastic processes, stochastic modeling, and parameter estimation for stochastic differential equations.

Publications per year

1975–2012

Publications

On the stochastic observability and controllability for non-linear systems†

Yoshifumi SUNAHARA, ShinIchi Aihara, Kiyotaka Kishino · International Journal of Control · 1975 · 37 citations

Engineering, Mathematics, Systems Engineering +17

Adaptive filtering for stochastic risk premia in bond market

ShinIchi Aihara, Arunabha Bagchi · University of Twente Research Information · 2012 · 12 citations

Business, Finance, Risk Management +17

Filtering and identification of stochastic volatility for parabolic type factor models

ShinIchi Aihara, Arunabha Bagchi · University of Twente Research Information · 2006 · 12 citations · Full text

Business, Economics, Stochastic Modeling +15

Parameter identification for stochastic diffusion equations with unknown boundary conditions

ShinIchi Aihara, Arunabha Bagchi · Applied Mathematics & Optimization · 1988 · 11 citations

Engineering, Computational Engineering, Dynamical Systems +15

Estimation of stochastic volatility in the Hull-White model

ShinIchi Aihara · Applied Mathematical Finance · 2000 · 10 citations

Business, Economics, Finance +15

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