Updated on 2024/10/15

写真a

 
TSUKADA Hiroshi
 
Organization
Research Field in Science, Science and Engineering Area Graduate School of Science and Engineering (Science) Department of Informatics Informatics Program Assistant Professor
Title
Assistant Professor

Degree

  • 博士(理学) ( 2018.3   大阪市立大学 )

Research Areas

  • Natural Science / Basic analysis

Research History

  • Kagoshima University   Research Field in Science, Science and Engineering Area Graduate School of Science and Engineering (Science) Department of Science Mathematics and Informatics Program   Assistant Professor

    2020.4

Professional Memberships

  • 日本数学会

    2019.4

 

Papers

  • TSUKADA Hiroshi .  Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes .  Stochastics   2021Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processesReviewed

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1080/17442508.2021.1914621

    Scopus

  • TSUKADA Hiroshi .  Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift .  Osaka Journal of Mathematics   2021Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with driftReviewed

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    Language:English   Publishing type:Research paper (scientific journal)  

  • TSUKADA Hiroshi .  Tanaka formula for strictly stable processes .  Probability and Mathematical Statistics39 ( 1 ) 39 - 60   2019Tanaka formula for strictly stable processesReviewed

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.19195/0208-4147.39.1.3

    Scopus

  • TAKEUCHI Atsushi, TSUKADA Hiroshi .  Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes .  Stochastic Analysis and Applications37 ( 2 ) 155 - 170   2019Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processesReviewed

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1080/07362994.2018.1541750

    Scopus

  • TSUKADA Hiroshi .  A potential theoretic approach to Tanaka formula for asymmetric Lévy processes .  Séminaire de Probabilités49   521 - 542   2018A potential theoretic approach to Tanaka formula for asymmetric Lévy processesReviewed

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1007/978-3-319-92420-5_15

    Scopus

  • 塚田 大史 .  レヴィ過程に対する田中の公式 (確率論シンポジウム) .  数理解析研究所講究録 ( 2030 ) 99 - 104   2017.5

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    Publisher:京都大学数理解析研究所  

    本稿では, [4]において得られた結果について紹介する. 1次元のブラウン運動に対する田中の公式はよく知られており, 局所時間や反射壁過程を理解するために役立っている. ここでは局所時間に注目し, 田中の公式を局所時間のドウーブーメイエー分解として考える.指数1< $alpha$cdot<2の対称な安定過程に対してはYamada [5], 局所時間をもつ対称なレヴイ過程に対してはSalminen-Yor [2]によって研究されている. 本稿では, [2]によるポテンシャル論の手法を用いて, 非対称な過程を含むレヴイ過程に対して田中の公式を構成する.

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MISC

  • Pathwise uniqueness of SDEs driven by Cauchy processes with drift

    塚田 大史

    統計数理研究所共同研究リポート   418   29 - 34   2019.3

  • レヴィ過程に対する田中の公式 (確率論シンポジウム)

    塚田 大史

    数理解析研究所講究録   ( 2030 )   99 - 104   2017.5

  • レヴィ過程に対する田中の公式

    塚田 大史

    統計数理研究所共同研究リポート   385   1 - 5   2017.2

  • 安定過程に対する田中の公式

    塚田 大史

    統計数理研究所共同研究リポート   352   18 - 22   2016.2

Presentations

  • 塚田大史   Non-contact property of stochastic differential equations driven by stable processes   Invited

    マルコフ過程とその周辺  2024.2 

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    Event date: 2024.2

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Venue:天文館ヴィジョンホール  

  • TSUKADA Hiroshi   Pathwise uniqueness and non-contact property of stochastic differential equations driven by stable processes   Invited International conference

    The 19th Kagoshima Algebra-Analysis-Geometry Seminar  2024.2 

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    Event date: 2024.2

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:鹿児島大学  

  • TSUKADA Hiroshi   Pathwise uniqueness of SDEs driven by stable processes   International conference

    10th International Congress on Industrial and Applied Mathematics  2023.8 

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    Event date: 2023.8

    Language:English   Presentation type:Oral presentation (general)  

    Venue:早稲田大学  

  • 塚田大史   Pathwise uniqueness and non-confluence property of SDEs driven by stable processes   Invited

    霧島確率論セミナー  2022.10 

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    Event date: 2022.10

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Venue:鹿児島工業高等専門学校  

  • TSUKADA Hiroshi   Pathwise uniqueness of SDEs driven by Brownian motions and finite variation Levy processes   Invited International conference

    Mexico-Japan Probability Seminar  2022.5 

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    Event date: 2022.5

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:オンライン  

  • 塚田大史   Pathwise uniqueness of SDEs driven by finite variation Levy processes   Invited

    確率論研究集会2  2022.1 

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    Event date: 2022.1

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Venue:関西大学  

  • 塚田 大史   Pathwise uniqueness of SDEs driven by finite variation Levy processes   Invited

    岡山確率論セミナー  2021.5 

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    Event date: 2021.5

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Venue:オンライン  

  • 塚田 大史   Pathwise uniqueness and non-contact property of SDEs driven by Cauchy processes with drift  

    日本数学会2021年度年会  2021.3 

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    Event date: 2021.3

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:慶應義塾大学(オンライン)  

  • TSUKADA Hiroshi   Pathwise uniqueness of SDEs driven by Cauchy processes with drift   International conference

    XV Latin American congress of probability and mathematical statistics  2019.12 

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    Event date: 2019.12

    Language:English   Presentation type:Oral presentation (general)  

    Venue:ユカタン自治大学   Country:Mexico  

  • 塚田 大史   On pathwsie uniqueness of stochastic differential equations driven by stable processes  

    九州確率論セミナー  2019.11 

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    Event date: 2019.11

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:九州大学  

  • TSUKADA Hiroshi   Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift   Invited International conference

    Interactions between commutative and non-commutative probability  2019.8 

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    Event date: 2019.8

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:京都大学  

  • TSUKADA Hiroshi   Pathwise uniqueness of SDEs driven by strictly stable processes   Invited International conference

    One day workshop on stochastic analysis  2019.4 

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    Event date: 2019.4

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:立命館大学  

  • 塚田 大史   Pathwise uniqueness of SDEs driven by Cauchy processes with drift  

    無限分解可能過程に関連する諸問題  2018.12 

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    Event date: 2018.12

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:統計数理研究所  

  • 塚田 大史   On the pathwise uniqueness of solutions of stochastic differential equations driven by Levy processes  

    確率解析とその周辺  2018.11 

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    Event date: 2018.11

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:岡山大学  

  • 塚田 大史   レヴィ過程に対する局所時間について  

    異分野・異業種研究交流会  2018.11 

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    Event date: 2018.11

    Language:Japanese   Presentation type:Poster presentation  

    Venue:明治大学  

  • 塚田 大史   Pathwise uniqueness for one-dimensional SDEs driven by Levy processes   Invited

    大阪大学確率論セミナー  2018.5 

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    Event date: 2018.5

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Venue:大阪大学  

  • 塚田 大史   Remark on pathwise uniqueness for SDEs driven by Levy processes  

    確率論シンポジウム  2017.12 

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    Event date: 2017.12

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:東北大学  

  • TSUKADA Hiroshi   Tanaka formula for Levy processes   Invited International conference

    Seminaire de probabilites et statistiques  2017.10 

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    Event date: 2017.10

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:アンジェ大学   Country:France  

  • 塚田 大史   On pathwise uniqueness for SDEs with jumps  

    確率論ヤングサマーセミナー  2017.8 

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    Event date: 2017.8

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:国民宿舎 良寛荘  

  • TSUKADA Hiroshi   Remark on Tanaka formula for Levy processes via Ito's stochastic calculus   Invited International conference

    Workshop on interactions between commutative and noncommutative probability  2017.7 

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    Event date: 2017.7

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:京都大学  

  • TSUKADA Hiroshi   On local times for Levy processes   Invited International conference

    The 11th graduate student workshop on mathematics  2017.7 

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    Event date: 2017.7

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:大阪市立大学  

  • 塚田 大史   レヴィ過程に対する局所時間について   Invited

    確率論早春セミナー  2017.3 

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    Event date: 2017.3

    Language:Japanese   Presentation type:Oral presentation (invited, special)  

    Venue:大阪市立大学  

  • TSUKADA Hiroshi   Tanaka formula for Levy processes   Invited International conference

    Seminars related to Levy processes  2017.2 

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    Event date: 2017.2

    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:京都大学  

  • 塚田 大史   レヴィ過程に対する田中の公式  

    確率論シンポジウム  2016.12 

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    Event date: 2016.12

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:京都大学数理解析研究所  

  • 塚田 大史   レヴィ過程に対する田中の公式  

    無限分解可能過程に関連する諸問題  2016.12 

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    Event date: 2016.12

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:統計数理研究所  

  • 塚田 大史   Tanaka formula for Levy processes  

    確率論ヤングサマーセミナー  2016.8 

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    Event date: 2016.8

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:松嶋館  

  • TSUKADA Hiroshi   A potential theoretic approach to Tanaka formula for asymmetric Levy processes   International conference

    4th summer school on Levy processes  2016.7 

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    Event date: 2016.7

    Language:English   Presentation type:Oral presentation (general)  

    Venue:リール第1大学   Country:France  

  • 塚田 大史   Tanaka formula for Levy processes  

    東北確率論セミナー  2016.6 

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    Event date: 2016.6

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:東北大学  

  • 塚田 大史   Tanaka formula for asymmetric Levy processes  

    OCU Monday seminar  2016.4 

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    Event date: 2016.4

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:大阪市立大学  

  • 塚田 大史   Tanaka formula for asymmetric Levy processes  

    京大確率論セミナー  2016.4 

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    Event date: 2016.4

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:京都大学  

  • 塚田 大史   Tanaka formula for asymmetric Levy processes  

    数理ファイナンスセミナー  2016.3 

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    Event date: 2016.3

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:立命館大学  

  • 塚田 大史   安定過程に対する田中の公式  

    確率論シンポジウム  2015.12 

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    Event date: 2015.12

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:岡山大学  

  • 塚田 大史   安定過程に対する田中の公式  

    無限分解可能過程に関連する諸問題  2015.12 

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    Event date: 2015.12

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:統計数理研究所  

  • TSUKADA Hiroshi   Tanaka formula for stable processes   International conference

    Summer school on Dirichlet forms and stochastic analysis (Young forum)  2015.8 

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    Event date: 2015.8

    Language:English   Presentation type:Oral presentation (general)  

    Venue:関西大学  

  • 塚田 大史   Tanaka formula for stable processes  

    確率論ヤングサマーセミナー  2015.8 

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    Event date: 2015.8

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:旅館鈴岡  

  • TSUKADA Hiroshi   Tanaka formula for stable processes   International conference

    Stochastic processes and applications Mongolia 2015  2015.8 

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    Event date: 2015.7 - 2015.8

    Language:English   Presentation type:Poster presentation  

    Venue:モンゴル国立大学   Country:Mongolia  

  • 塚田 大史   Tanaka formula for stable processes  

    OCU Monday seminar  2015.5 

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    Event date: 2015.5

    Language:Japanese   Presentation type:Oral presentation (general)  

    Venue:大阪市立大学  

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