Tsuchiya Takahiro
Associate Professor
D​i​v​i​s​i​o​n​ ​o​f​ ​C​o​m​
University of Aizu
Japan
Biography
Tsuchiya Takahiro is a Associate Professor at The University of Aizu.His Specialization is in Probability theory and its application.
Research Interest
Probability Theory,Mathematics
Publications
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Hashimoto H, Tsuchiya T. Stability problems for Cantor stochastic differential equations. Stochastic Processes and their Applications. 2017 May 15.
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Akahori J, Hishida Y, Teichmann J, Tsuchiya T. A heat kernel approach to interest rate models. Japan Journal of Industrial and Applied Mathematics. 2014 Jun 1;31(2):419-39.
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Hashimoto H, Tsuchiya T. Convergence rate of stability problems of SDEs with (Dis-) continuous coefficients. arXiv preprint arXiv:1401.4542. 2014 Jan 18.
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Hashimoto H, Tsuchiya T. Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes. JSIAM Letters. 2013;5:13-6.
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Inoue Y, Tsuchiya T. Defaultable Bonds via HKA. arXiv preprint arXiv:1103.4541. 2011 Mar 23.
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Akahori J, Tsuchiya T. What is the natural scale for a Lévy process in modelling term structure of interest rates?. Asia-Pacific Financial Markets. 2006 Dec 1;13(4):299-313.
