研究者学術情報データベース

（最終更新日 : 2023-02-18 19:31:54）　

Visruth.jpg not found

ナカガワタクヤ
中川卓也
NAKAGAWA TAKUYA

所属理工学部数理科学科

職名助教

その他所属
1.	理工学研究科

学歴
1.	2017/04～2021/03	立命館大学理工学研究科基礎理工学博士後期課程修了
2.	2015/04～2017/03	立命館大学理工学研究科基礎理工学博士前期課程修了
3.	2011/04/01～2015/03	立命館大学理学部数理科学科卒業

論文
1.	2021/04/24	On a Monte Carlo scheme for some linear stochastic partial differential equations.” Monte Carlo Methods and Applications │ Monte Carlo Methods and Applications │ 27 (2),169-193頁 (共著)
2.	2020/08/04	Lα−1 distance between two one-dimensional stochastic differential equations driven by a symmetric α-stable process │ Japan Journal of Industrial and Applied Mathematics │ 37 (3),929-956頁 (単著)

学会発表
1.	2023/02/16	Existence of density functions for the running maximum of SDEs by non-truncated stable like processes (Osaka-UCL Mini-Workshop on Stochastics, Numerics and Risk)
2.	2021/07/29	Projection scheme for polynomial diffusions on the unit ball (数理ファイナンスセミナー)
3.	2020/05/07	On a Monte Carlo scheme for a stochasticquantity of SPDEs with discontinuous initial conditions (数理ファイナンスセミナー)
4.	2019/08/29	On a Monte Carlo scheme for a stochastic quantity of SPDEs with discontinuous initial conditions (確率論ヤングサマーセミナー2019)
5.	2019/08/05	Lα-1 Distance between Two One-Dimensional Stochastic Differential Equations Driven by a Symmetric α-Stable Process (Stochastic Analysis, Random Fields and Integrable Probability)
全件表示（13件）