Jirô Akahori

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All published works

Action	Title	Year	Authors
+ PDF Chat	Grover algorithm and absolute zeta functions	2025	Jirô Akahori Kazuki Horita Norio Konno Rikuki Okamoto Iwao Sato Y. Tamura
+ PDF Chat	Periodicity and absolute zeta functions of multi-state Grover walks on cycles	2025	Jirô Akahori Norio Konno Iwao Sato Y. Tamura
+ PDF Chat	Absolute zeta functions for zeta functions of quantum walks	2024	Jirô Akahori Norio Konno Rikuki Okamoto Iwao Sato
+ PDF Chat	Volatility estimation from a view point of entropy	2024	Jirô Akahori Ryuya Namba Atsuhito Watanabe
+ PDF Chat	Absolute Zeta functions and periodicity of quantum walks on cycles	2024	Jirô Akahori Norio Konno Iwao Sato Y. Tamura
+ PDF Chat	Absolute zeta functions and periodicity of quantum walks on cycles	2024	Jirô Akahori Norio Konno Iwao Sato Y. Tamura
+ PDF Chat	A quantization of interacting particle systems	2024	Jirô Akahori Norio Konno Rikuki Okamoto Iwao Sato
+ PDF Chat	A quantization of interacting particle systems	2024	Jirô Akahori Norio Konno Rikuki Okamoto Iwao Sato
+	On the convergence order of a binary tree approximation of symmetrized diffusion processes	2023	Jirô Akahori Jie Yen Fan Yuri Imamura
+	Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix	2023	Jirô Akahori Nien-Lin Liu Maria Elvira Mancino Tommaso Mariotti Yukie Yasuda
+	Absolute zeta functions for zeta functions of quantum cellular automata	2023	Jirô Akahori Norio Konno Iwao Sato
+	The SIML method without microstructure noise	2023	Jirô Akahori Ryuya Namba Atsuhito Watanabe
+	Eigenvalue analysis of three-state quantum walks with general coin matrices	2023	Jirô Akahori Chusei Kiumi Norio Konno Takuya Watanabe
+ PDF Chat	Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	2022	Jirô Akahori Ryuya Namba Shunsuke Semba
+ PDF Chat	Probability Density of Lognormal Fractional SABR Model	2022	Jirô Akahori Xiaoming Song Tai‐Ho Wang
+ PDF Chat	HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	2022	Jirô Akahori Andrea Macrina
+	Limit theorems for iterates of the Szász-Mirakyan operator in probabilistic view	2022	Jirô Akahori Ryuya Namba Shunsuke Semba
+ PDF Chat	An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	2021	Jirô Akahori Masahiro Kinuya Takashi Sawai Tomooki Yuasa
+	An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables	2020	Jirô Akahori Masahiro Kinuya Takashi Sawai Tomooki Yuasa
+	On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models	2020	Jirô Akahori Corina Constantinescu Yuri Imamura H. H. Pham
+	The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk	2020	Jirô Akahori Yuuki Ida Maho Nishida Shuji Tamada
+	<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" overflow="scroll" id="d1e18" altimg="si11.gif"><mml:mi>p</mml:mi></mml:math>-conformal maps on the triangular lattice	2019	Jirô Akahori Yuuki Ida Greg Markowsky
+	Phase transitions for edge-reinforced random walks on the half-line	2019	Jirô Akahori Andrea Collevecchio Masato Takei
+	Phase transitions for edge-reinforced random walks on the half-line	2019	Jirô Akahori Andrea Collevecchio Masato Takei
+	Bridge representation and modal-path approximation	2018	Jirô Akahori Xiaoming Song Tai‐Ho Wang
+	Asymptotic Static Hedge via Symmetrization	2018	Jirô Akahori Flavia Barsotti Yuri Imamura
+	Asymptotic Static Hedge via Symmetrization	2018	Jirô Akahori Flavia Barsotti Yuri Imamura
+	The Value of Timing Risk	2017	Jirô Akahori Flavia Barsotti Yuri Imamura
+	Probability density of lognormal fractional SABR model	2017	Jirô Akahori Xiaoming Song Tai‐Ho Wang
+	The Value of Timing Risk	2017	Jirô Akahori Flavia Barsotti Yuri Imamura
+ PDF Chat	A Discrete-Time Clark–Ocone Formula and its Application to an Error Analysis	2016	Jirô Akahori Takafumi Amaba Kaori Okuma
+	Attraction properties for general urn processes and applications to a class of interacting reinforced particle systems	2016	Jirô Akahori Andrea Collevecchio Timothy M. Garoni Kais Hamza
+	Bridge representation and modal-path approximation	2016	Jirô Akahori Xiaoming Song Tai‐Ho Wang
+	The Fourier estimation method with positive semi-definite estimators	2014	Jirô Akahori Liu Nien Lin Maria Elvira Mancino Yukie Yasuda
+ PDF Chat	A heat kernel approach to interest rate models	2014	Jirô Akahori Yuji Hishida Josef Teichmann Takahiro Tsuchiya
+ PDF Chat	Affine term structure as multi-soliton	2014	Hidemi Aihara Jirô Akahori Edouard Grenier
+ PDF Chat	Some results on Parisian walks	2014	Jirô Akahori Yuuki Ida
+ PDF Chat	On a symmetrization of diffusion processes	2013	Jirô Akahori Yuri Imamura
+ PDF Chat	Tau functions of KP solitons realized in Wiener space	2013	Hidemi Aihara Jirô Akahori Hiroko Fujii Yasufumi Nitta
+	A Discrete-Time Clark-Ocone Formula and its Application to an Error Analysis	2013	Jirô Akahori Takafumi Amaba Kaori Okuma
+	AN ALGEBRAIC APPROACH TO THE CAMERON-MARTIN-MARUYAMA-GIRSANOV FORMULA	2013	Jirô Akahori Takafumi Amaba Sachiyo Uraguchi
+ PDF Chat	HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	2012	Jirô Akahori Andrea Macrina
+	On a Symmetrization of Diffusion Processes	2012	Jirô Akahori Yuri Imamura
+	On a Symmetrization of Diffusion Processes	2012	Jirô Akahori Yuri Imamura
+ PDF Chat	Some Simulation Results on the Computation of Delta of Path-Dependent Options Using a Discrete Version of Clark-Ocone Formula	2011	Jirô Akahori Takafumi Amaba Kaori Okuma
+ PDF Chat	HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES	2011	Jirô Akahori Andrea Macrina
+	An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula	2010	Jirô Akahori Takafumi Amaba Sachiyo Uraguchi
+	Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes	2010	Jirô Akahori Andrea Macrina
+	A Heat Kernel Approach to Interest Rate Models	2009	Jirô Akahori Yuji Hishida Josef Teichmann Takahiro Tsuchiya
+	A Heat Kernel Approach to Interest Rate Models	2009	Jirô Akahori Yuji Hishida Josef Teichmann Takahiro Tsuchiya
+ PDF Chat	What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?	2007	Jirô Akahori Takahiro Tsuchiya
+ PDF Chat	Stochastic equations on compact groups in discrete negative time	2007	Jirô Akahori Chihiro Uenishi Kouji Yano
+	What is the natural scale for a L\'evy process in modelling term structure of interest rates?	2006	Jirô Akahori Takahiro Tsuchiya
+ PDF Chat	A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	2006	Jirô Akahori
+ PDF Chat	Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor	2006	Jirô Akahori Hiroki Aoki Yoshihiko Nagata
+	Discrete Itô Formulas and Their Applications to Stochastic Numerics	2006	Jirô Akahori
+	Local Time in Parisian Walkways	2006	Jirô Akahori
+	Stochastic equation on compact groups in discrete negative time	2006	Jirô Akahori Chihiro Uenishi Kouji Yano
+	A Discrete Itô Calculus Approach to He's Framework for Multi-Factor Discrete Markets	2006	Jirô Akahori
+	None	1999	Jirô Akahori

Common Coauthors

Coauthor	Papers Together
Norio Konno	9
Yuri Imamura	9
Iwao Sato	8
Takahiro Tsuchiya	5
Takafumi Amaba	5
Y. Tamura	4
Tai‐Ho Wang	4
Rikuki Okamoto	4
Flavia Barsotti	4
Ryuya Namba	4
Xiaoming Song	4
Andrea Macrina	4
Josef Teichmann	3
Yuji Hishida	3
Kaori Okuma	3
Yuuki Ida	3
Shunsuke Semba	2
Sachiyo Uraguchi	2
Tomooki Yuasa	2
Masahiro Kinuya	2
Takashi Sawai	2
Masato Takei	2
Andrea Collevecchio	2
Chihiro Uenishi	2
Maria Elvira Mancino	2
Kouji Yano	2
Yukie Yasuda	2
Hidemi Aihara	2
Atsuhito Watanabe	2
Corina Constantinescu	1
Hiroki Aoki	1
Hiroko Fujii	1
H. H. Pham	1
Chusei Kiumi	1
Maho Nishida	1
Jie Yen Fan	1
Nien-Lin Liu	1
Kais Hamza	1
Takuya Watanabe	1
Liu Nien Lin	1
Kazuki Horita	1
Yasufumi Nitta	1
Greg Markowsky	1
Andrea Collevecchio	1
Timothy M. Garoni	1
Tommaso Mariotti	1
Edouard Grenier	1
Shuji Tamada	1
Yoshihiko Nagata	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Probability with martingales	1992	David N. Williams	4
+	None	1999	Laurent Decreusefond Ali Süleyman Üstünel	4
+ PDF Chat	A discrete Itô calculus approach to He’s framework for multi-factor discrete markets	2006	Jirô Akahori	3
+ PDF Chat	Reinforced random walk	1990	Burgess Davis	3
+	Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales	2010	Nicolas Privault	3
+	Bond Market Structure in the Presence of Marked Point Processes	1997	Tomas Björk Yuri Kabanov Wolfgang Runggaldier	3
+ PDF Chat	On extremal solutions of martingale problems	1980	D. W. Stroock Marc Yor	2
+	A Heat Kernel Approach to Interest Rate Models	2009	Jirô Akahori Yuji Hishida Josef Teichmann Takahiro Tsuchiya	2
+	Almost Periodic Functions and Compact Groups	1936	E. R. van Kampen	2
+	A Closed Set of Normal Orthogonal Functions	1923	J. L. Walsh	2
+ PDF Chat	Deep backward schemes for high-dimensional nonlinear PDEs	2019	Côme Huré Huyên Pham Xavier Warin	2
+	Topics Related to Gamma Processes	2006	Makoto Yamazato	2
+ PDF Chat	Probability with Martingales	1991	David Williams	2
+ PDF Chat	Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations	2017	E Weinan Jiequn Han Arnulf Jentzen	2
+	Probability Distribution in the SABR Model of Stochastic Volatility	2015	Patrick S. Hagan Andrew Lesniewski Diana E. Woodward	2
+	Numerical Solutions to Stochastic Differential Equations	2018	Debasish Roy	2
+	Implied Volatility from Local Volatility: A Path Integral Approach	2015	Tai‐Ho Wang Jim Gatheral	2
+	Branching Processes with Immigration and Related Limit Theorems	1971	Kiyoshi Kawazu Shinzo Watanabe	2
+ PDF Chat	Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model	2015	Christophe Sabot Pierre Tarrès	2
+	Weak rate of convergence for an Euler scheme of nonlinear SDE’s	1997	Arturo Kohatsu‐Higa Shigeyoshi Ogawa	2
+ PDF Chat	Stochastic analysis and the KdV equation	2007	Setsuo Taniguchi	2
+	Strong Solutions of Stochastic Differential Equations	2006	Huijie Qiao	2
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	2
+	Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory	2016	Yuzuru Inahama	2
+ PDF Chat	Semi-implicit Euler–Maruyama approximation for noncolliding particle systems	2020	Hoang-Long Ngo Dai Taguchi	2
+	A probabilistic interpretation of the parametrix method	2015	Vlad Bally Arturo Kohatsu‐Higa	2
+	Cubature on Wiener space	2004	Terry Lyons Nicolas Victoir	2
+ PDF Chat	On the uniqueness of solutions of stochastic differential equations	1971	Toshio Yamada Shinzo Watanabe	2
+	A chaotic approach to interest rate modelling	2004	Lane P. Hughston Avraam Rafailidis	2
+ PDF Chat	Conversion of Mersenne Twister to double-precision floating-point numbers	2018	Shin Harase	2
+	Local Time in Parisian Walkways	2006	Jirô Akahori	2
+ PDF Chat	On the Walsh functions	1949	N. J. Fine	2
+	Brownian Motion on the Hyperbolic Plane and Selberg Trace Formula	1999	Nobuyuki Ikeda Hiroyuki Matsumoto	2
+	Stochastic Analysis on Manifolds	2002	Elton P. Hsu	2
+	Some problems in the simulation of nonlinear diffusion processes	1995	Shigeyoshi Ogawa	2
+	An Example of a Stochastic Differential Equation Having No Strong Solution	1976	Boris Tsirelson	2
+	On approximation of a class of stochastic integrals and interpolation	2004	Christel Geiß Stefan Geiß	2
+ PDF Chat	Rate of convergence of a particle method to the solution of the McKean--Vlasov equation	2002	Fabio Antonelli Arturo Kohatsu‐Higa	2
+	Processes of normal inverse Gaussian type	1997	Ole E. Barndorff‐Nielsen	2
+	Monte carlo simulation of nonlinear diffusion processes	1992	Shigeyoshi Ogawa	2
+ PDF Chat	A Sample Function Property of Martingales	1966	D. G. Austin	2
+ PDF Chat	INFORMATION-BASED ASSET PRICING	2008	Dorje C. Brody Lane P. Hughston Andrea Macrina	2
+ PDF Chat	Dam rain and cumulative gain	2008	Dorje C. Brody Lane P. Hughston Andrea Macrina	2
+ PDF Chat	Cubature on Wiener space for McKean–Vlasov SDEs with smooth scalar interaction	2018	Dan Crisan Eamon McMurray	2
+ PDF Chat	Attracting edge and strongly edge reinforced walks	2007	Vlada Limic Pierre Tarrès	1
+ PDF Chat	On the discrete approximation of occupation time of diffusion processes	2011	Hoang-Long Ngo Shigeyoshi Ogawa	1
+	DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE	2016	Alexander Gairat Vadim Shcherbakov	1
+ PDF Chat	Some results on Parisian walks	2014	Jirô Akahori Yuuki Ida	1
+ PDF Chat	Wiener's Random Function, and Other Laplacian Random Functions	1951	Paul E. Levy	1
+	Lévy's stochastic area formula for gaussian processes	1994	Nobuyuki Ikeda Sigeo Kusuoka Shojiro Manabe	1