Atsushi Takeuchi

Available identifiers

zbMath Open takeuchi.atsushiMaRDI QIDQ216081

List of research outcomes

Publication	Date of Publication	Type
Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators	2024-01-09	Paper
Gradient formulas for jump processes on manifolds	2021-11-11	Paper
Remark on rates of convergence to extreme value distributions via the Stein equations	2020-09-10	Paper
Jump SDEs and the study of their densities. A self-study book	2019-09-03	Paper
Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes	2019-05-15	Paper
Integration by parts formulas for marked Hawkes processes	2019-02-20	Paper
Joint distributions for stochastic functional differential equations	2016-11-25	Paper
Computation of Greeks for asset price dynamics driven by stable and tempered stable processes	2014-02-20	Paper
Asymptotic behavior of densities for stochastic functional differential equations	2013-05-31	Paper
Sensitivity Analysis for Jump Processes	2012-09-07	Paper
GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES	2011-11-21	Paper
Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps	2010-06-09	Paper
Sensitivity analysis for averaged asset price dynamics with gamma processes	2009-12-10	Paper
ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS	2007-08-10	Paper
Malliavin calculus for degenerate stochastic functional differential equations	2007-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q5487214	2006-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5703630	2005-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4463158	2004-05-27	Paper
The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem	2003-04-07	Paper
Simplified probabilistic approach to the Hörmander theorem	2002-10-21	Paper
Harmonic Wavelet Analysis of Time Sequence.	1999-04-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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