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1.

電子ブック
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1. Advances in Mathematical Economics Volume 17
edited by Shigeo Kusuoka, Toru Maruyama
出版情報: Tokyo : Springer Japan : Imprint: Springer, 2013
シリーズ名: Advances in Mathematical Economics ; 17
オンライン: http://dx.doi.org/10.1007/978-4-431-54324-4
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2.

電子ブック
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2. Advances in Mathematical Economics Volume 18
edited by Shigeo Kusuoka, Toru Maruyama
出版情報: Tokyo : Springer Japan : Imprint: Springer, 2014
シリーズ名: Advances in Mathematical Economics ; 18
オンライン: http://dx.doi.org/10.1007/978-4-431-54834-8
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目次情報: 続きを見る
Optimal Control Problems Governed By A Second Order Ordinary Differential Equation With M-Point Boundary Condition (Charles Castaing, C. Godet-Thobie, Le Xuan Truongz, Bianca Satco)
Stochastic Mesh Methods For H¨Ormander Type Diffusion Processes (Shigeo Kusuoka and Yusuke Morimoto)
Turnpike Properties For Nonconcave Problems (Alexander J. Zaslavski)
A Characterization of Quasi-Concave Function in View of the Integrability Theory (Yuhki Hosoya)
Optimal Control Problems Governed By A Second Order Ordinary Differential Equation With M-Point Boundary Condition (Charles Castaing, C. Godet-Thobie, Le Xuan Truongz, Bianca Satco)
Stochastic Mesh Methods For H¨Ormander Type Diffusion Processes (Shigeo Kusuoka and Yusuke Morimoto)
Turnpike Properties For Nonconcave Problems (Alexander J. Zaslavski)
3.

電子ブック
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3. Stochastic Analysis. 1st ed. 2020
by Shigeo Kusuoka
出版情報: Singapore : Springer Singapore : Imprint: Springer, 2020
シリーズ名: Monographs in Mathematical Economics ; 3
オンライン: https://doi.org/10.1007/978-981-15-8864-8
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目次情報: 続きを見る
Chapter 1. Preparations from probability theory
Chapter 2. Martingale with discrete parameter
Chapter 3. Martingale with continuous parameter
Chapter 4. Stochastic integral
Chapter 5. Applications of stochastic integral
Chapter 6. Stochastic differential equation
Chapter 7. Application to finance
Chapter 8. Appendices
References
Chapter 1. Preparations from probability theory
Chapter 2. Martingale with discrete parameter
Chapter 3. Martingale with continuous parameter