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Research topics:

  • Stochastic Analysis
  • Numerical Analysis in Stochastic Equations
  • Malliavin Calculus
  • My publications

Professional Activities:

  • Associated Editor for Asia-Pacific Financial Markets
  • Associated Editor for Siam Journal on Financial Mathematics (until December 2016)

More about professional activities

CREST Projects:

We have created a team that has been selected for a CREST Research Project entitled "Mathematical structure of complex financial products and infinite dimensional analysis" . The project finished on 2015.

Here is our projects' homepage

Recent seminars:

2017-02
Prof. Atsushi Takeuchi (Osaka City University)
Malliavin Calculus for for marked Hawkes processes
2013-10-17
Kato Kengo(University of Tokyo)
Gaussian approximation of suprema of empirical processes
2013-10-15
Vlad Bally(Universite Paris Est.)
Convergence in total variation for the law of function on the Wiener space

What's new

2017-02
End of the year, old students leave (congratulations!), new students arrive (Welcome!).
2013-Nov.
We organized a CREST conference in Naha Okinawa under the title "Stochastic Processes and their Statistics in Finance" for the period of October 26-Novemebr 1, 2013.
2013-05-02
Birthday party of Prof. Arturo Kohatsu-higa. (organized by students)
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