2010 Fiscal Year Final Research Report
Theory of infinitely divisible distributions and its application
| Project/Area Number |
20540110
|
|---|
| 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 | Hitotsubashi University |
|---|
Principal Investigator |
FUJITA Takahiko Hitotsubashi University, 大学院・商学研究科, 教授 (50144316)
|
|---|
| Project Period (FY) |
2008 – 2010
|
| Keywords | コーシー分布 / 逆正弦分布 / 指数分布 / ウィグナー分布 / リーマンゼータ関数 / バーゼル問題 / フルビッツゼータ関数 / オイラー公式 |
|---|
| Research Abstract |
Special values of the Riemann zeta function are evaluated by various probabilistic methods. These results were reported at the various domestic and international symposium. We investigated pricing of catastrophe options and discrete HJB eqution. Exotic stock options are investigated. Also Van der Corut sequence in padic integers are researched.
|
