2015 Fiscal Year Final Research Report
Applications of the Wiener functionals
| Project/Area Number |
24540143
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| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
|
|---|
| Research Institution | Chuo University |
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Principal Investigator |
|
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| 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
|
