Edit Profile (opens in new tab) Fujiwara, Tsukasa Co-Author Distance Author ID: fujiwara.tsukasa Published as: Fujiwara, Tsukasa Documents Indexed: 17 Publications since 1973 Co-Authors: 3 Co-Authors with 6 Joint Publications 44 Co-Co-Authors Co-Authors 9 single-authored 4 Kunita, Hiroshi 1 Miyahara, Yoshio 1 Tomisaki, Matsuyo all top 5 Serials 3 Journal of Mathematics of Kyoto University 2 Kyushu Journal of Mathematics 2 Asia-Pacific Financial Markets 2 Journal of Math-for-Industry 1 Computers and Structures 1 Algebra Universalis 1 Journal of the Mathematical Society of Japan 1 Nagoya Mathematical Journal 1 Parallel Computing 1 Stochastics and Stochastics Reports 1 Finance and Stochastics all top 5 Fields 14 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 General algebraic systems (08-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 163 times in 144 Documents Cited by ▼ Year ▼ The minimal entropy martingale measures for geometric Lévy processes. Zbl 1035.60040 Fujiwara, Tsukasa; Miyahara, Yoshio 68 2003 Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group. Zbl 0575.60065 Fujiwara, Tsukasa; Kunita, Hiroshi 49 1985 Stochastic differential equations of jump type on manifolds and Lévy flows. Zbl 0728.60065 Fujiwara, Tsukasa 14 1991 Canonical SDE’s based on semimartingales with spatial parameters. I: Stochastic flows of diffeomorphisms. Zbl 0951.60075 Fujiwara, Tsukasa; Kunita, Hiroshi 12 1999 Martingale approach to limit theorems for jump processes. Zbl 0831.60054 Fujiwara, Tsukasa; Tomisaki, Matsuyo 5 1994 Canonical SDE’s based on semimartingales with spatial parameters. II: Inverse flows and backward SDE’s. Zbl 0951.60076 Fujiwara, Tsukasa; Kunita, Hiroshi 4 1999 From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes. Zbl 1154.91442 Fujiwara, Tsukasa 4 2004 Limit theorems for stochastic difference-differential equations. Zbl 0760.60034 Fujiwara, Tsukasa; Kunita, Hiroshi 2 1992 On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence. Zbl 0694.60059 Fujiwara, Tsukasa 2 1990 The minimal entropy martingale measures for exponential additive processes. Zbl 1181.60068 Fujiwara, Tsukasa 2 2009 Simplified analysis of circular plates including voids. Zbl 0900.73301 Takabatake, H.; Morimoto, H.; Fujiwara, T.; Honma, T. 1 1996 On the exponential moments of additive processes with the structure of semimartingales. Zbl 1213.60092 Fujiwara, Tsukasa 1 2010 On the exponential moments of additive processes with the structure of semimartingales. Zbl 1213.60092 Fujiwara, Tsukasa 1 2010 The minimal entropy martingale measures for exponential additive processes. Zbl 1181.60068 Fujiwara, Tsukasa 2 2009 From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes. Zbl 1154.91442 Fujiwara, Tsukasa 4 2004 The minimal entropy martingale measures for geometric Lévy processes. Zbl 1035.60040 Fujiwara, Tsukasa; Miyahara, Yoshio 68 2003 Canonical SDE’s based on semimartingales with spatial parameters. I: Stochastic flows of diffeomorphisms. Zbl 0951.60075 Fujiwara, Tsukasa; Kunita, Hiroshi 12 1999 Canonical SDE’s based on semimartingales with spatial parameters. II: Inverse flows and backward SDE’s. Zbl 0951.60076 Fujiwara, Tsukasa; Kunita, Hiroshi 4 1999 Simplified analysis of circular plates including voids. Zbl 0900.73301 Takabatake, H.; Morimoto, H.; Fujiwara, T.; Honma, T. 1 1996 Martingale approach to limit theorems for jump processes. Zbl 0831.60054 Fujiwara, Tsukasa; Tomisaki, Matsuyo 5 1994 Limit theorems for stochastic difference-differential equations. Zbl 0760.60034 Fujiwara, Tsukasa; Kunita, Hiroshi 2 1992 Stochastic differential equations of jump type on manifolds and Lévy flows. Zbl 0728.60065 Fujiwara, Tsukasa 14 1991 On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence. Zbl 0694.60059 Fujiwara, Tsukasa 2 1990 Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group. Zbl 0575.60065 Fujiwara, Tsukasa; Kunita, Hiroshi 49 1985 all cited Publications top 5 cited Publications all top 5 Cited by 231 Authors 6 Ishikawa, Yasushi 4 Applebaum, David B. 4 Choulli, Tahir 4 Hamadene, Saïd 4 Liu, Xianming 4 Picard, Jean 4 Xiong, Dewen 3 El Otmani, Mohamed 3 Elhachemy, Mohammed 3 Fujiwara, Tsukasa 3 Khedher, Asma 3 Kohlmann, Michael 3 Kunita, Hiroshi 3 Stricker, Christophe 3 Takeuchi, Atsushi 3 Vanmaele, Michèle 3 Vostrikova, Lioudmila 3 Zhang, Xicheng 2 Brody, Dorje C. 2 Černý, Aleš 2 Daveloose, Catherine 2 Dong, Yuchao 2 Duan, Jinqiao 2 Fabozzi, Frank J. 2 Gerardi, Anna 2 Hao, Zimo 2 Hubalek, Friedrich 2 Hughston, Lane P. 2 Kim, Young Shin Aaron 2 Leung, Tim 2 Liu, Jicheng 2 Mackie, Ewan 2 Matoussi, Anis 2 Momeya, Romuald Hervé 2 Niethammer, Christina R. 2 Qiao, Huijie 2 Rachev, Svetlozar T. 2 Rheinländer, Thorsten 2 Savona, Catherine 2 Schweizer, Martin 2 Sgarra, Carlo 2 Steiger, Gallus 2 Wang, Jian 2 Wu, Mingyan 2 Zhou, Chao 1 Aazizi, Soufiane 1 Agliardi, Rossella 1 Al-Azzawi, Shahad Saadi Mahdi 1 Albeverio, Sergio A. 1 Andrusiv, Andrii 1 Anthropelos, Michail 1 Asiimwe, Pious 1 Assa, Hirbod 1 Bae, Taehan 1 Barles, Guy 1 Bassan, Bruno 1 Baxendale, Peter H. 1 Ben Salah, Zied 1 Bender, Christian 1 Benhamou, Eric 1 Benth, Fred Espen 1 Bhar, Suprio 1 Bianchi, Michele Leonardo 1 Buckdahn, Rainer 1 Cawston, Suzanne 1 Ceci, Claudia 1 Chao, Ying 1 Chasseigne, Emmanuel 1 Cheang, Gerald H. L. 1 Chen, Shaokuan 1 Chen, Xin 1 Chen, Xu 1 Chen, Zhen-Qing 1 Chevyrev, Ilya 1 Chiarella, Carl 1 Ciomaga, Adina 1 Curry, Charles 1 da Costa, Paulo Henrique P. 1 Da Prato, Giuseppe 1 Daafi, Boubker 1 Dai, Min 1 De Vecchi, Francesco Carlo 1 Di Nunno, Giulia 1 Ebrahimi-Fard, Kurusch 1 Engelbert, Hans-Jürgen 1 Esche, Felix 1 Estrade, Anne 1 Ewald, Christian-Oliver 1 Fan, Yulian 1 Fard, Farzad Alavi 1 Feleqi, Ermal 1 Friz, Peter 1 Fuhrman, Marco 1 Fujisaki, Masatoshi 1 Gobet, Emmanuel 1 Gonon, Lukas 1 Guégan, Dominique 1 Hamza, Kais 1 Han, Guangyue 1 Hartmann, Lena-Susanne ...and 131 more Authors all top 5 Cited in 79 Serials 16 Stochastic Processes and their Applications 8 Asia-Pacific Financial Markets 7 Stochastics 4 Stochastic Analysis and Applications 4 The Annals of Applied Probability 4 Finance and Stochastics 4 Mathematical Finance 4 International Journal of Theoretical and Applied Finance 4 Quantitative Finance 3 The Annals of Probability 3 Electronic Journal of Probability 3 Stochastics and Dynamics 2 SIAM Journal on Control and Optimization 2 Acta Mathematicae Applicatae Sinica. English Series 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Journal of Dynamics and Differential Equations 2 Random Operators and Stochastic Equations 2 Applied Mathematical Finance 2 Mathematics and Financial Economics 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Reports on Mathematical Physics 1 Theory of Probability and its Applications 1 Automatica 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Journal of Optimization Theory and Applications 1 Mathematische Nachrichten 1 Mathematics of Operations Research 1 Nagoya Mathematical Journal 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Osaka Journal of Mathematics 1 Proceedings of the Japan Academy. Series A 1 Tôhoku Mathematical Journal. Second Series 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Optimal Control Applications & Methods 1 Insurance Mathematics & Economics 1 Journal of Economic Dynamics & Control 1 Journal of Integral Equations and Applications 1 Science in China. Series A 1 Japan Journal of Industrial and Applied Mathematics 1 European Journal of Operational Research 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Potential Analysis 1 Applied Mathematics. Series B (English Edition) 1 Calculus of Variations and Partial Differential Equations 1 Electronic Journal of Differential Equations (EJDE) 1 Filomat 1 NoDEA. Nonlinear Differential Equations and Applications 1 Bernoulli 1 Mathematical Methods of Operations Research 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Acta Mathematica Sinica. English Series 1 International Journal of Applied Mathematics and Computer Science 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Real World Applications 1 Journal of Evolution Equations 1 Dynamical Systems 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 North American Actuarial Journal 1 Review of Derivatives Research 1 Analysis and Applications (Singapore) 1 Probability Surveys 1 International Journal of Stochastic Analysis 1 Mathematical Control and Related Fields 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Modern Stochastics. Theory and Applications 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Cited in 21 Fields 127 Probability theory and stochastic processes (60-XX) 64 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Partial differential equations (35-XX) 10 Global analysis, analysis on manifolds (58-XX) 9 Systems theory; control (93-XX) 6 Ordinary differential equations (34-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Integral equations (45-XX) 3 Measure and integration (28-XX) 3 Statistics (62-XX) 3 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Topological groups, Lie groups (22-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) Citations by Year