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:

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

What's new

End of the year, old students leave (congratulations!), new students arrive (Welcome!).
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.
Birthday party of Prof. Arturo Kohatsu-higa. (organized by students)
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