Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Takafumi Amaba"'
Publikováno v:
Journal of Differential Equations. 269:2697-2704
We prove that a solution to the $\omega$-controlled Loewner-Kufarev equation, which was introduced by the first two authors, exists uniquely, is univalent and starlike on the unit disk and can be extended holomorphically across the unit circle.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ca6319b9845f2883628783e437b0356
https://doi.org/10.1016/j.jde.2020.02.011
https://doi.org/10.1016/j.jde.2020.02.011
Autor:
Takafumi Amaba, Roland Friedrich
Publikováno v:
Analysis and Mathematical Physics. 11
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94af0b8fd99234626071b2245d726c1e
https://doi.org/10.1007/s13324-021-00575-4
https://doi.org/10.1007/s13324-021-00575-4
Publikováno v:
Stochastics. 92:566-594
In this article, we investigate the L 2 -convergence rate for the discretization error of the Clark-Ocone representation of a random variable ϕ ( L T ) , where ( L t ) 0 ⩽ t ⩽ T is a pure-jump Levy...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d5c4a1071ab88cfc920a6fcd933cdc5
https://doi.org/10.1080/17442508.2019.1642338
https://doi.org/10.1080/17442508.2019.1642338
Autor:
Shu Eguchi, Takafumi Amaba
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030863791
ICANN (4)
ICANN (4)
A three-layered neural-network (NN), which consists of an input layer, a wide hidden layer and an output layer, has three types of parameters. Two of them are pre-neuronal, namely, thresholds and weights to be applied to input data. The rest is post-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e752cedab0e4c51c99bf72f41f0e5d2
https://doi.org/10.1007/978-3-030-86380-7_15
https://doi.org/10.1007/978-3-030-86380-7_15
Autor:
Roland M. Friedrich, Takafumi Amaba
Publikováno v:
Symmetry, Integrability and Geometry: Methods and Applications.
We introduce the class of controlled Loewner-Kufarev equations and consider aspects of their algebraic nature. We lift the solution of such a controlled equation to the (Sato)-Segal-Wilson Grassmannian, and discuss its relation with the tau-function.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ae2a711501fd0b207cd5bc2d84ce8df
https://doi.org/10.3842/sigma.2020.108
https://doi.org/10.3842/sigma.2020.108
Autor:
Roland M. Friedrich, Takafumi Amaba
Publikováno v:
Analysis and Mathematical Physics
First we introduce the two tau-functions which appeared either as the$$\tau $$τ-function of the integrable hierarchy governing the Riemann mapping of Jordan curves or in conformal field theory and the universal Grassmannian. Then we discuss various
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae57f88cd75510fa46aeff9b3d820289
https://pubmed.ncbi.nlm.nih.gov/34777237
https://pubmed.ncbi.nlm.nih.gov/34777237
Autor:
Takafumi Amaba, Kazumasa Kuwada
Publikováno v:
Tohoku Math. J. (2) 70, no. 1 (2018), 139-174
Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their $\mathcal{L}_0$-distance is a supermartingale. This recovers a result of Lott [J. Lott, Optimal transport and Perelman's reduced volume, Calc. Var. Partial Di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f91a3bd9fe4ea8bf92046754b8c39e4c
https://doi.org/10.2748/tmj/1520564422
https://doi.org/10.2748/tmj/1520564422
Publikováno v:
Journal of Theoretical Probability. 30:932-960
In this paper, we will establish a discrete-time version of Clark(–Ocone–Haussmann) formula, which can be seen as an asymptotic expansion in a weak sense. The formula is applied to the estimation of the error caused by the martingale representati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22a1028db22ad2ab7efbe94c194e7a73
https://doi.org/10.1007/s10959-016-0666-8
https://doi.org/10.1007/s10959-016-0666-8
Autor:
Takafumi Amaba
Publikováno v:
Asia-Pacific Financial Markets. 21:97-120
In this paper, we establish a discrete-time version of Clark(-Ocone-Haussmann) formula for Poisson functionals. The formula is applied to the estimation of “hedging error”.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05cdcca69509690dcb58b62416e7fe66
https://doi.org/10.1007/s10690-013-9178-z
https://doi.org/10.1007/s10690-013-9178-z
Publikováno v:
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications. 2011:121-126
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a5079370527f3fd340bb8a75c4e016d
https://doi.org/10.5687/sss.2011.121
https://doi.org/10.5687/sss.2011.121