Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Shuya Kanagawa"'
Autor:
Shuya Kanagawa
Publikováno v:
Mathematics, Vol 10, Iss 21, p 4158 (2022)
Asymptotic expansions for U-statistics and V-statistics with degenerate kernels are investigated, respectively, and the remainder term O(n1−p/2), for some p≥4, is shown in both cases. From the results, it is obtained that asymptotic expansions fo
Externí odkaz:
https://doaj.org/article/8498d4aabb4c44eda14e72d36885708f
Autor:
HIROAKI UESU, YUKI TAKAI, TETSUYA TANIGUCHI, KEITA NISHIOKA, HAYATO NAKAGAWA, SHUYA KANAGAWA, NORIHIRO SOMEYAMA
Publikováno v:
ICIC Express Letters; Oct2024, Vol. 18 Issue 10, p1061-1069, 9p
Autor:
Shuya Kanagawa, Kiyoyuki Tchizawa
Publikováno v:
Advances in Pure Mathematics. 12:600-613
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::817e1f2ff198ae11c9a60bbece5bee02
https://doi.org/10.4236/apm.2022.1211046
https://doi.org/10.4236/apm.2022.1211046
Autor:
Shuya Kanagawa, Kiyoyuki Tchizawa
Publikováno v:
Applied Mathematics. 11:247-254
Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at time t obeys the normal distributio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95a160a772b3a91dcc0fdb276981946d
https://doi.org/10.4236/am.2020.113019
https://doi.org/10.4236/am.2020.113019
Autor:
Shuya Kanagawa, Kiyoyuki Tchizawa
Publikováno v:
Applied Mathematics. 10:561-567
In our previous paper [1], we proposed a non-standardization of the concept of convolution in order to construct an extended Wiener measure using nonstandard analysis by E. Nelson [2]. In this paper, we consider Ito’s integral with respect to the e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e02eb3a9974f22bb3f1e17836bf0f178
https://doi.org/10.4236/am.2019.107039
https://doi.org/10.4236/am.2019.107039
Publikováno v:
Applied Mathematics. :975-984
We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5da1e4882573ba3e8b3efa59bf7d86f
https://doi.org/10.4236/am.2018.98066
https://doi.org/10.4236/am.2018.98066
Publikováno v:
Stochastic Analysis and Applications. 33:740-755
In this article, we consider not only stochastic differential equations driven by the Wiener process but also by processes with stationary increments from the view points of time series analysis for mathematical finance. Corresponding to Black-Schole
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49516e5c8d703798c60369a1e2996f5a
https://doi.org/10.1080/07362994.2015.1038840
https://doi.org/10.1080/07362994.2015.1038840
Autor:
Shuya Kanagawa
Publikováno v:
Journal of Japan Society of Civil Engineers, Ser. A2 (Applied Mechanics (AM)). 75:I_25-I_29
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a85c55f2cda1380e96b4dfcc6d5d94d
https://doi.org/10.2208/jscejam.75.2_i_25
https://doi.org/10.2208/jscejam.75.2_i_25
Autor:
Shuya Kanagawa, Ken-ichi Yoshihara
Publikováno v:
Nonlinear Analysis: Theory, Methods & Applications. 71:e2152-e2163
Let { X i , i ≥ 1 } and { Y i , i ≥ 1 } be stationary sequences of random variables which have some correlation between them. Assume that the relation between { X i } and { Y i } can be represented by Y i = m ( X i ) + σ ( X i ) e i , where { e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::837089bf20f0426a88fe7ddf5a34e57e
https://doi.org/10.1016/j.na.2009.04.016
https://doi.org/10.1016/j.na.2009.04.016
Publikováno v:
Nonlinear Analysis: Theory, Methods & Applications. 71:e2258-e2266
In this paper we consider an envelope function for the multi-dimensional bichromatic wave u b ( x , t ) defined by a Fourier transformation and show that it satisfies a kind of Ginzburg–Landau equation under some conditions for the spectrum functio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7595285d9b63260aa25fcce2d6ea75a6
https://doi.org/10.1016/j.na.2009.05.025
https://doi.org/10.1016/j.na.2009.05.025