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 Science Mathematics and 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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