- Zin ARAI
- Hitoshi ARAI
- Takashi SAKAJO
- Hiroshi SUITO
- Dan TANAKA
- Kaori NAGATOU
- Yumiharu NAKANO
- Masaharu NAGAYAMA
- Katsuhiro NISHINARI
- Ichiro HASUO
- Kazuhisa MAKINO
- Nakahiro YOSHIDA
Nakahiro YOSHIDA
Professor
Graduate School of Mathematical Sciences, The University of Tokyo
Research Theme
Basic research of statistical inference for stochastic processes and implementationThis research aims at comprehensive analysis of statistics for stochastic processes, probability theory, insurance mathematics and finance. It concentrates on fundamentals of data analysis for stochastic differential equations, various semi-analytic methods of approximating the expectation, and applications to option pricing and risk evaluation. Implementation of the theoretical results is also within the scope.