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pro vyhledávání: '"Ryu, Yoshihiro"'
We introduce generalized filtration with which we can represent situations such as some agents forget information at some specific time. The filtration is defined as a functor to a category Prob whose objects are all probability spaces and whose arro
Externí odkaz:
http://arxiv.org/abs/2011.08531
Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutely continuous requirement in [Adachi and Ryu, 2019]. In this paper, we
Externí odkaz:
http://arxiv.org/abs/1905.01894
Autor:
Adachi, Takanori, Ryu, Yoshihiro
We generalize the notion of monetary value measures developed with category theory in [Adachi, 2014] by extending their base category from the category \c{hi} to the category of probability spaces Prob introduced in [Adachi and Ryu, 2016].
Comme
Comme
Externí odkaz:
http://arxiv.org/abs/1702.01175
Autor:
Adachi, Takanori, Ryu, Yoshihiro
We introduce a category Prob of probability spaces whose objects are all probability spaces and arrows are corresponding to measurable functions satisfying an absolutely continuous requirement. We can consider a Prob-arrow as an evolving direction of
Externí odkaz:
http://arxiv.org/abs/1611.03630
Autor:
Amaba, Takafumi, Ryu, Yoshihiro
Publikováno v:
ALEA, Lat. Am. J. Probab. Math. Stat. 15, 703--753. (2018)
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an It\^o formula for a diffusion in a distributional setting, and apply to investigate differentiability-index $s$ and integrability-index $p \geqslant 2$
Externí odkaz:
http://arxiv.org/abs/1607.03596
Autor:
Adachi, Takanori, Ryu, Yoshihiro
Publikováno v:
Journal of Mathematical Sciences The University of Tokyo. 26(2):201-221
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::8867adfbef489c1893edf942529fe08b
https://repository.dl.itc.u-tokyo.ac.jp/records/54315
https://repository.dl.itc.u-tokyo.ac.jp/records/54315
Autor:
Amaba, Takafumi1 fmamaba@fukuoka-u.ac.jp, Ryu, Yoshihiro2 gr0095kp@ed.ritsumei.ac.jp
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2018, Vol. 15, p703-753. 51p.
Autor:
Adachi, Takanori, Ryu, Yoshihiro
Publikováno v:
数理解析研究所講究録. 2030:47-54
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::c5e56b5e3ec682586e77ee828ebb7157
http://hdl.handle.net/2433/231870
http://hdl.handle.net/2433/231870