研究者学術情報データベース

コハツーヒガ　アルトゥーロ
KOHATSU-HIGA　Arturo
KOHATSU-HIGA Arturo

所属理工学部数理科学科

職名教授

学会発表
1.	2026/04/21	High order polynomial regression approximation schemes in total variation for multidimensional diffusions （口頭発表，特別・招待講演等）
2.	2025/11/12	A general framework for an approximation method for invariant measures of stochastic equations （口頭発表，特別・招待講演等）
3.	2025/08/04	Neuron models, stationarity and approximation in Wasserstein distances （口頭発表，特別・招待講演等）
4.	2025/07/15	The Feynman-Kac formula for the gradient of the Dirichlet problem and its applications （口頭発表，特別・招待講演等）
5.	2025/06/25	A general framework for an approximation method for invariant measures of stochastic equations （口頭発表，特別・招待講演等）
6.	2024/09/24	Weak approximation for a Black-Scholes type regime switching model. （口頭発表，特別・招待講演等）
7.	2024/09/20	The derivative of killed processes （口頭発表，特別・招待講演等）
8.	2024/09/08	停止拡散過程の微分について（口頭発表，特別・招待講演等）
9.	2024/08/10	Derivativion of killed processes: Applications to Finance （口頭発表，特別・招待講演等）
10.	2024/04/25	The derivative of killed processes （口頭発表，特別・招待講演等）
11.	2024/03/06	El caso de la derivada del proceso de difusión asesinado （口頭発表，特別・招待講演等）
12.	2024/02/22	30 años de ruido: La historia del ruido útil （口頭発表，特別・招待講演等）
13.	2024/01/30	Dérivation des processus tués （口頭発表，特別・招待講演等）
14.	2023/11/30	Some simple cases of the derivative duality between killing and reflection （口頭発表，特別・招待講演等）
15.	2023/11/06	Probabilistic representation for the derivative of a killed process: The multi-dimensional case （口頭発表，特別・招待講演等）
16.	2023/10/19	Density estimates for the joint law of the stable process and its supremum （口頭発表，特別・招待講演等）
17.	2023/10/18	How non-local behavior may arise from continuous diffusions (Heuristics) （口頭発表，特別・招待講演等）
18.	2023/09/29	A PROBABILISTIC REPRESENTATION OF THE DERIVATIVE OF A ONE DIMENSIONAL KILLED DIFFUSION SEMIGROUP AND ASSOCIATED BISMUT-ELWORTHY-LI FORMULA （口頭発表，特別・招待講演等）
19.	2023/06/26	Derivatives of killed diffusions （口頭発表，特別・招待講演等）
20.	2023/06/22	La dérivée d'un processus de diffusion tué （口頭発表，特別・招待講演等）
21.	2023/06/14	Derivatives of killed processes （口頭発表，特別・招待講演等）
22.	2023/05/30	A multi-level method to study the law of the supremum of a stable process （口頭発表，特別・招待講演等）
23.	2023/03/07	Approximations for Black-Scholes model with regime switching （口頭発表，特別・招待講演等）
24.	2022/12/03	Derivatives of Killed Diffusions Semigroups can be represented using reflected processes （口頭発表，特別・招待講演等）
25.	2022/10/31	The risk of killing a diffusion （口頭発表，特別・招待講演等）
26.	2022/05/30	Probabilistic representation of the derivative of a one dimensional killed diffusion semigroup and associated BEL formula （口頭発表，特別・招待講演等）
27.	2022/04/28	Simulation of Reflected Brownian motion on two dimensional wedges （口頭発表，特別・招待講演等）
28.	2022/01/14	Acceleration of convergence and regularity of the law for jump processes （口頭発表，特別・招待講演等）
29.	2021/11/03	Simulation of Reflected Brownian motion on two dimensional wedges （口頭発表，一般）
30.	2021/10/30	Filtering of Stochastic Systems （シンポジウム・ワークショップ・パネルディスカッション等）
31.	2021/10/20	On the differential behavior of stopped diffusions （口頭発表，一般）
32.	2021/09/23	Upper bounds for the joint density of a stable process and its supremum （口頭発表，特別・招待講演等）
33.	2021/01/19	UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM （口頭発表，特別・招待講演等）
34.	2020/12/23	Joint Density estimates for a stable process and its maximum （口頭発表，一般）
35.	2020/11/28	Upper density estimates for the marginal law of an stable process and its maximum （口頭発表，特別・招待講演等）
36.	2020/11/25	Upper density estimates for the marginal law of an stable process and its maximum （口頭発表，一般）
37.	2020/07/28	A story of stopping and reflection （口頭発表，特別・招待講演等）
38.	2020/06/18	UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM （口頭発表，特別・招待講演等）
39.	2019/08/21	Perspectives on Statistical Methods for Time Dependent Processes (Session organizer)
40.	2019/06/04	Integration by parts formula for stopped processes: An unbiased formula
41.	2019/04/23	Sensitivity analysis: some irregular examples （口頭発表，特別・招待講演等）
42.	2019/03/15	Organizer
43.	2018/12/11	Représentations markoviennes des expansions analytiques des solutions des edp et ses applications
44.	2018/08/06	An IBP formula for a stopped process
45.	2018/07/04	IBP for Stopped Processes （口頭発表，一般）
46.	2018/06/13	Probabilistic interpretation of the parametrix method
47.	2018/06/07	Parametrix based simulations of order 2
48.	2018/04/19	Unbiased simulation methods based on the parametrix II
49.	2018/04/12	Unbiased simulation methods based on the parametrix I
50.	2018/04/12	Unbiased simulation methods based on the parametrix I, II
51.	2018/03/16	Unbiased simulation methods of order two
52.	2018/01/27	関西大学確率論セミナー
53.	2017/07/17	Simulation methods based on the parametrix
54.	2016/09/21	Regularity of the law for an exit time for one-dimensional elliptic diffusions
55.	2016/09/14	Probabilistic Interpretation of the Parametrix Method.
56.	2016/08/31	Probabilist interpretation of the Parametrix method
57.	2016/08/22	Parametrix methods: Probabilistic interpretations （口頭発表，特別・招待講演等）
58.	2016/06/08	On an alternative method for unbiased simulation for multidimensional stochastic differential equations and other applications.
59.	2016/05/31	Probabilistic interpretation of the parametrix method
60.	2015/12/08	Parametrix: Probabilistic interpretations （口頭発表，一般）
61.	2015/10/08	The parametrix method applied to skew diffu- sions The parametrix method is a method in partial differential equations that allows the expansion of solutions for uniformly elliptic parabolic equations with Holder coefficients. In this talk, I will present a methodology to analyse the behaviour of the density of the so-called skew diffusions. This class of one dimensional diffusions have discontinuous coefficients at one point. We show how to apply the parametrix method using skew brownian motion. We also give some conclusions about the regularity of the density and a probabilistic representation. （口頭発表，一般）
62.	2015/07/27	Diffusion models with discontinuous coefficients （口頭発表，特別・招待講演等）
63.	2015/07/07	Models with Discontinuous Coefficients
64.	2015/03/18	Some methods of proof for the Euler-Maruyama scheme （口頭発表，特別・招待講演等）
65.	2015/01/27	The probabilistic parametrix method as a simulation method （口頭発表，特別・招待講演等）
66.	2014/12/18	The Parametrix as a Monte Carlo Simulation Method for SDEs （口頭発表，特別・招待講演等）
67.	2014/12/12	The Parametrix Method and its Probabilistic Interpretations （口頭発表，特別・招待講演等）
68.	2014/07/08	The parametrix method for jump sdes （口頭発表，特別・招待講演等）
69.	2014/06/25	Stochastic di fferential equations with irregular coe fficients. （口頭発表，特別・招待講演等）
70.	2014/05/10	Probabilistic representation of the parametrix method. （口頭発表，特別・招待講演等）
71.	2014/04/02	The parametrix for non-markov processes
72.	2014/01/26	A Survey on the Parametrix Method for Irregular Coe fficients. （口頭発表，特別・招待講演等）
73.	2013/09/03	LAMN property for jump type processes （口頭発表，一般）
74.	2013/08/26	Statistical inference and Malliavin calculus. （口頭発表，一般）
75.	2013/03/18	Multi level Monte Carlo (MLMC) for irregular functions and irregular diffusions., （口頭発表，特別・招待講演等）
76.	2013/02/15	Approximations faibles pour quelques fonctionnelles irrégulières （ポスター）
77.	2012/12/01	Recent Advances in Infinite Dimensional Analysis with Applications （ポスター）
78.	2012/06/21	Simulation of Levy Driven Stochastic Differential Equations by （ポスター）
79.	2012/06/05	Some Malliavin Calculus Techniques to Deal with Diffusions with Irregular Drifts （ポスター）
80.	2012/03/26	On weak approximation of stochastic differential equations with discontinuous drift ceofficient. （ポスター）
81.	2012/03/01	Greeks and Simulation in models with jumps （ポスター）
82.	2011/12/19	On the smoothness of the fundamental solution for some non-elliptic partial differential equation with non-smooth coefficients （口頭発表，特別・招待講演等）
83.	2011/09/23	Approximations for SDEs driven by Levy processes （ポスター）
84.	2011/06/19	Estimates for the error of some simulationschemes for sde's driven by Lévy processes （ポスター）
85.	2011/05/24	Approximation methods for stochastic differential equations driven by L'evy processes （ポスター）
86.	2011/03/19	Methods to Deal with Non-smooth Coefficients in Malliavin Calculus （ポスター）
87.	2011/02/26	A Malliavin calculus method to study densities of additive functionalsof SDE's with irregular drifts （ポスター）
88.	2011/02/11	A Malliavin Calculus method to study SDE's with irregular drifts. 21/2/2011 （ポスター）
89.	2010/12/29	Department of Systems Engineering and Engineering Management. （口頭発表，特別・招待講演等）
90.	2010/08/14	A Malliavin Calculus method to study SDE's with irregular drifts. Indian Statistical Institute, Bangalore-India, August 13-17, 2010 （ポスター）
91.	2010/08/04	Numerical Methods for SDEs driven by Levy processes. August 4-12, 2010. （ポスター）
92.	2010/08/02	Approximations for SDE Driven by Levy Processes （ポスター）
93.	2010/07/14	A Malliavin Calculus method to study SDE's with irregular drifts. , Korea, July 14, 2010. （ポスター）
94.	2010/05/07	Malliavin Calculus for SDE's with irregular drift.
95.	2010/02/18	Recent results on Greek estimation for nancial quantities.
96.	2010/02/05	Higher order Monte Carlo Schemes for SDEs.
97.	2009/08/05	Approximations for SDE's driven by L'evy processes.
98.	2009/04/15	Approximations for SDE's driven by L'evy processes.
99.	2009/02/24	Insiders as large traders
100.	2009/02/12	Risk measures in Finance
101.	2009/01/22	Insiders as large traders
102.	2008/12/15	semigroup approach for weak approximations with an application to infinite activity L'evy driven SDEs
103.	2008/12/06	Estimating multidimensional density functions using the Malliavin-Thalmaier formula. （シンポジウム・ワークショップ・パネルディスカッション等）
104.	2008/11/18	A semigroup approach for weak approximations with an application to in nite activity L'evy driven SDEs.
105.	2008/08/26	A semigroup approach for weak approximations with an application to in nite activity L'evy driven SDEs.
106.	2008/06/25	Estimating multidimensional density functions using the Malliavin-Thalmaier formula. （シンポジウム・ワークショップ・パネルディスカッション等）
107.	2008/05/29	Weak Back equlibrium. Insider models for the max and arg max.
108.	2008/05/06	Weak Kyle-Back models for the max and argmax.
109.	2008/03/20	Weak Kyle-Back models for the max and argmax.
110.	2008/03/05	Weak Back equlibrium. Insider models for the max and arg max.
111.	2007/08/07	Estimating multidimensional density functions using the Malliavin-Thalmaier formula. （シンポジウム・ワークショップ・パネルディスカッション等）