Basic Information

Affiliation
Computer Science
Title
Associate Professor
E-Mail
tsuchiya@u-aizu.ac.jp
Web site
https://sites.google.com/site/4102ayihcust/

Education

Courses - Undergraduate
Fourier Analysis, Statistic, Linear algebra, Differential and integral calculus, Mathematical Education I
Courses - Graduate
Probability and statistics

Research

Specialization
Probability theory and its application
Educational Background, Biography
1999/Mar. Graduated from Asaka High school (112 class) 2007/Mar. Ph.D. in mathematics (Ritsumeikan Univ.) 2007/Apr. JSPS Research fellow (PD), Tokyo Tech. 2008/Aug. TU Vienna, Post-doctoral researcher. 2010/Mar. Assistant professor of Ritsumeikan Univ. 2012/Apr. Associate Professor of Aizu Univ.
Current Research Theme
Strong approximation of stochastic differential equation
Key Topic
Stochastic differential equation, Mathematical finance
Affiliated Academic Society
The Mathematical Society of Japan, JSIAM, JAFEE

Others

Hobbies
Jogging
School days' Dream
Current Dream
Motto
Noblesse oblige
Favorite Books
Messages for Students
Publications other than one's areas of specialization

Dissertation and Published Works

Dissertation and Published Works 1. "A Heat Kernel Approach to Interest Rate Models" (with Jiro Akahori, Yuji Hishida, Josef Teichmann, and Takahiro Tsuchiya), to appear in Japan Journal of Industrial and Applied Math, 2014 (ArXiv)
2. "Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes" (with Hiroya Hashimoto), JSIAM Letters, 5:13?16, 2013
3. "On the convergent rates of Euler-Maruyama schemes for SDEs driven by rotation invariant α-stable processes" (with Hiroya Hashimoto) in Japanese, RIMS Kokyuroku, 2013
4. "How does a Hot Spot come into existence?" (with Nobutaka Shimizu)- Remarks on Simulation of Radiation Diffusion-. Proceedings of the 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications Tokyo, Japan, November 1-2, 2013 (preprint, an article on web).
5. "HKA to single defaultable bond" (with Yuta Inoue), proceedings of the 42nd ISCIE international symposium on stochastic systems theory and its applications, Okayama, Japan, November 26?27, 2010. Kyoto: The Institute of Systems, Control and Information Engineers (ISCIE), pages 96?101, 2011.
6. "Defaultable bonds via HKA"(with Yuta Inoue), International Journal of Innovative Computing, Information and Control. 8(3 (B)): 2225?2231, March 2012
7. "What is the natural scale for a Levy process in modelling term structure of interest rates?" (with Jiro Akahori), Asia-Pacific Financial Markets, 13(4):299?313, 2006 (ArXiv)
8. "On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric α stable class" J. Math. Kyoto Univ., 46(1): 107?121, 2006, pdf.
9. "On stochastic differential equations driven by symmetric stable processes of index α'' (with Hashimoto Hiroya and Yadama Toshio), Stochastic processes and applications to mathematical finance. Proceedings of the 5th Ritsumeikan international symposium, Kyoto, Japan, March 3--6, 2005. Hackensack, NJ: World Scientific. 183-193 (2006), pdf.
Up-to-date information is available the following page: http://goo.gl/4W1thQ"