Tomoyuki Ichiba
Identifiers
- name variant Tomoyuki Ichiba 0.60 · backfill
Papers (19)
- Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models q-fin.MF · 2025 · author #1
- Relative Arbitrage Opportunities with Interactions among $N$ Investors q-fin.MF · 2020 · author #1
- Dynamic Contagion in a Banking System with Births and Defaults math.PR · 2018 · author #1
- Directed Chain Stochastic Differential Equations math.PR · 2018 · author #3
- Option Pricing with Delayed Information q-fin.MF · 2017 · author #1
- Convergence and Stationary Distributions for Walsh Diffusions math.PR · 2017 · author #1
- Yet Another Condition for Absence of Collisions for Competing Brownian Particles math.PR · 2016 · author #1
- Stochastic Integral Equations for Walsh Semimartingales math.PR · 2015 · author #1
- Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale math.PR · 2014 · author #1
- Large deviations for interacting Bessel-like processes and applications to systemic risk math.PR · 2013 · author #1
- A second-order stock market model q-fin.ST · 2013 · author #2
- Two Brownian Particles with Rank-Based Characteristics and Skew-Elastic Collisions math.PR · 2012 · author #2
- Diffusions with rank-based characteristics and values in the nonnegative quadrant math.PR · 2012 · author #1
- Strong solutions of stochastic equations with rank-based coefficients math.PR · 2011 · author #1
- Planar Diffusions with Rank-Based Characteristics: Transition Probabilities, Time Reversal, Maximality and Perturbed Tanaka equations math.PR · 2011 · author #2
- Convergence rates for rank-based models with applications to portfolio theory math.PR · 2011 · author #1
- Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation math.PR · 2010 · author #1
- Hybrid Atlas models math.PR · 2009 · author #1
- On collisions of Brownian particles math.PR · 2008 · author #1
Mentions
- 1505.02504 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1404.4662 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1202.0036 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1303.3061 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1302.3870 #2 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1206.4350 #2 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1108.3992 #2 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1109.3823 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1108.0384 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 0909.0065 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 0810.2149 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1008.1326 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1505.02504 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1404.4662 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1303.3061 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1302.3870 #2 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1206.4350 #2 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1202.0036 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1109.3823 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1108.3992 #2 · backfill · confidence 0.70 Tomoyuki Ichiba
- 1108.0384 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 2509.14529 #1 · arxiv_oai · confidence 0.70 Tomoyuki Ichiba
- 1008.1326 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 0909.0065 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
- 0810.2149 #1 · backfill · confidence 0.70 Tomoyuki Ichiba
Frequent Coauthors
- Ioannis Karatzas 9 shared papers
- Andrey Sarantsev 3 shared papers
- Mykhaylo Shkolnikov 3 shared papers
- Vilmos Prokaj 3 shared papers
- E. Robert Fernholz 2 shared papers
- Robert Fernholz 2 shared papers
- Adrian Banner 1 shared papers
- Constantinos Kardaras 1 shared papers
- Jean-Pierre Fouque 1 shared papers
- Michael Ludkovski 1 shared papers
- Minghan Yan 1 shared papers
- Nicole Tianjiao Yang 1 shared papers
- Nils Detering 1 shared papers
- Qijin Shi 1 shared papers
- Seyyed Mostafa Mousavi 1 shared papers
- Soumik Pal 1 shared papers
- Vassilios Papathanakos 1 shared papers