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## Amaba, Takafumi

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 Author ID: amaba.takafumi Published as: Amaba, Takafumi
 Documents Indexed: 10 Publications since 2011
all top 5

#### Co-Authors

 1 single-authored 3 Akahori, Jirô 3 Friedrich, Roland M. 2 Okuma, Kaori 1 Kuwada, Kazumasa 1 Murayama, Takuya 1 Ryu, Yoshihiro 1 Taguchi, Dai 1 Uraguchi, Sachiyo 1 Yûki, Gô
all top 5

#### Serials

 1 Journal of Differential Equations 1 Mathematical Journal of Okayama University 1 Tohoku Mathematical Journal. Second Series 1 Journal of Theoretical Probability 1 Markov Processes and Related Fields 1 Asia-Pacific Financial Markets 1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Analysis and Mathematical Physics
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#### Fields

 6 Probability theory and stochastic processes (60-XX) 3 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Differential geometry (53-XX) 1 Numerical analysis (65-XX) 1 Quantum theory (81-XX)

#### Citations contained in zbMATH Open

5 Publications have been cited 9 times in 7 Documents Cited by Year
A discrete-time Clark-Ocone formula and its application to an error analysis. Zbl 1390.60195
Akahori, Jirô; Amaba, Takafumi; Okuma, Kaori
2017
An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula. Zbl 1318.60062
Akahori, Jirô; Amaba, Takafumi; Uraguchi, Sachiyo
2013
Univalence and holomorphic extension of the solution to $$\omega$$-controlled Loewner-Kufarev equations. Zbl 1441.93118
Amaba, Takafumi; Friedrich, Roland; Murayama, Takuya
2020
Modulus of continuity of controlled Loewner-Kufarev equations and random matrices. Zbl 1441.30015
Amaba, Takafumi; Friedrich, Roland
2020
A discrete-time Clark-Ocone formula for Poisson functionals. Zbl 1321.60120
Amaba, Takafumi
2014
Univalence and holomorphic extension of the solution to $$\omega$$-controlled Loewner-Kufarev equations. Zbl 1441.93118
Amaba, Takafumi; Friedrich, Roland; Murayama, Takuya
2020
Modulus of continuity of controlled Loewner-Kufarev equations and random matrices. Zbl 1441.30015
Amaba, Takafumi; Friedrich, Roland
2020
A discrete-time Clark-Ocone formula and its application to an error analysis. Zbl 1390.60195
Akahori, Jirô; Amaba, Takafumi; Okuma, Kaori
2017
A discrete-time Clark-Ocone formula for Poisson functionals. Zbl 1321.60120
Amaba, Takafumi
2014
An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula. Zbl 1318.60062
Akahori, Jirô; Amaba, Takafumi; Uraguchi, Sachiyo
2013
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#### Cited by 12 Authors

 2 Amaba, Takafumi 1 Akahori, Jirô 1 Ararat, Çağın 1 Belomestny, Denis 1 Feinstein, Zachary 1 Friedrich, Roland M. 1 Häfner, Stefan 1 Ida, Yuuki 1 Lejay, Antoine 1 Nagapetyan, Tigran 1 Ohkitani, Koji 1 Urusov, Mikhail A.
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#### Cited in 6 Serials

 1 Journal of Mathematical Analysis and Applications 1 Finance and Stochastics 1 Asia-Pacific Financial Markets 1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 1 Journal of Physics A: Mathematical and Theoretical 1 JSIAM Letters
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#### Cited in 12 Fields

 4 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX)