2009 Fiscal Year Final Research Report
Studies on Noncausal Problems in Mathematical Sciences
| Project/Area Number |
19540153
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
|
|---|
| Research Institution | Ritsumeikan University |
|---|
Principal Investigator |
OGAWA Shigeyoshi Ritsumeikan University, 理工学部, 教授 (80101137)
|
|---|
| Project Period (FY) |
2007 – 2009
|
| Keywords | 確率論 |
|---|
| 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.
|
