| Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2008: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2007: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Research Abstract |
In various fields of mathematical sciences, including theory of finance, there arise many problems of noncausal nature that can be treated not in theusual theory of Ito Calculus but in the framework of noncausal calculus originated by the author in 1893. In this research program we have aimed to investigate the theoretical back ground of the theory as well as some numerical problems concerned with the finance. In both directions, we have obtained many fundamental theoretical results and numerical schemes, those were published in journals and presented at many international conferences.
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