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2015 Fiscal Year Final Research Report

Applications of the Wiener functionals

Research Project

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Project/Area Number 24540143
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionChuo University

Principal Investigator

FUJITA Takahiko  中央大学, 理工学部, 教授 (50144316)

Project Period (FY) 2012-04-01 – 2016-03-31
Keywordsブラウン運動 / 確率微分方程式 / ブラック・ショールズ・モデル / リーマンゼータ関数 / ウィーナー汎関数 / リスク評価
Outline of Final Research Achievements

Through this research period, we investigate applications of Wiener functinals to
number theory (especially the Riemann Zeta functions), to financial engineering (new exotic options), to fusion of financial engineering and actuarial mathematics. We publish many research papers about applications of the Wiener functionals.

Free Research Field

金融工学,保険数理,純粋数学

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Published: 2017-05-10  

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