FACULTY
Research and Industry-Academia Collaboration
研究・産学連携
TUCHIYA Takahiro
Associate Professor
- Affiliation
- Department of Computer Science and Engineering/Division of Computer Science
- Title
- Associate Professor
- tsuchiya@u-aizu.ac.jp
Education
- Courses - Undergraduate
- Fourier Analysis, Statistic, Linear algebra, Differential and integral calculus, Mathematical Education I
- Courses - Graduate
- Probability and statistics
Research
- Specialization
-
Mathematical informatics
Soft computing
Probability theory and its application
- Educational Background, Biography
-
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
- Motto
- Noblesse oblige
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"