Researcher Information
日本語
FUSHIYA Hirotaka
Department / Course
Aoyama Gakuin University School of Social Informatics Department of Social Informatics
Job
Professor
Book and thesis
1.
Papers
Structured Product Investment Behavior in Low Interest Rate Environments Journal of Risk Finance 22 (2),pp.113-129 (Co-authored) 2021
2.
Papers
Asymptotic behavior of distributions of the sum of i.i.d. random variables with fat tail. Journal of Mathematical Sciences 17,pp.79-121 (Co-authored) 2010
3.
Papers
Weak Convergence Theorem of a Nonnegative Random Walk to Sticky Reflected Brownian Motion Springer,pp.1157-1181 (Sole-authored) 2010
4.
Papers
Asymptotic expansion for filtering problem and a short term rate model Advances in Mathematical Economics vol.9,pp.33-48 (Sole-authored) 2006
5.
Papers
Asymptotic behavior of disutributions of the sum of i.i.d. random variables with fat tail II preprint, Univ. of Tokyo 2008-6 (Co-authored) 2008
6.
Papers
Asymptotic behavior of disutributions of the sum of i.i.d. random variables with fat tail I preprint, Univ. of Tokyo 2007-23 (Co-authored) 2007
7.
Papers
Limit Theorem of a one dimensional Markov process to sticky reflected Brownian motion preprint, Univ. of Tokyo 2005-24 (Sole-authored) 2005