| Budget Amount *help |
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Research Abstract |
The study is performed on nonlinear partial differential equations (PDEs) arising in applied field with the purpose of deeply understanding the phenomena represented by the PDEs. We consider the Hamilton-Jacobi-Bellman equation in the optimal investment problem. We derive the slightly general nonlinear PDEs for the risk preference and analyze the equation. Moreover, we study the copula function, which describes the nonlinear relation among random variables. We introduce the time evolution of copulas.Both results are worth advancing the understandings of economics phenomena.
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