Yasushi Ishikawa's Books

Stochastic Calculus of Variations

For Jump Processes

By: Yasushi Ishikawa

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Stochastic Calculus of Variations

For Jump Processes

By: Yasushi Ishikawa

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book "processes with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Namely, asymptotic expansions functionals related with financial assets of jump-diffusion are provided based on the theory of asymptotic expansion on the Wiener–Poisson space. Solving the Hamilton–Jacobi–Bellman (HJB) equation of integro-differential type is related with solving the classical Merton problem and the Ramsey theory. The field of jump processes is nowadays quite wide-ranging, from the Lévy processes to SDEs with jumps. Recent developments in stochastic analysis have enabled us to express various results in a compact form. Up to now, these topics were rarely discussed in a monograph. Contents: Preface Preface to the second edition Introduction Lévy processes and Itô calculus Perturbations and properties of the probability law Analysis of Wiener–Poisson functionals Applications Appendix Bibliography List of symbols Index

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Page Count

362

Publisher

Walter de Gruyter GmbH & Co KG

Published Date

ISBN 10

3110392321

ISBN 13

9783110392326

Charge-Coupled Device Technology

By: Shigeyuki Ochi,Tetsuya Iizuka,Masaharu Hamasaki,Yasushi Sato,Tadakuni Narabu,Hideshi Abe,Yoshiaki Kagawa,Keiji Kato

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Charge-Coupled Device Technology

By: Shigeyuki Ochi,Tetsuya Iizuka,Masaharu Hamasaki,Yasushi Sato,Tadakuni Narabu,Hideshi Abe,Yoshiaki Kagawa,Keiji Kato

This title contains the most up-to-date and comprehensive information on the development of the Charge-Coupled Device (CCD), which makes possible the widespread use of consumer camcorders and broadcasting color cameras. It is comprehensive enough to be of great value to researchers, industrialists and post-graduate students in image technology.

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Page Count

208

Publisher

Taylor & Francis

Published Date

ISBN 10

1351461710

ISBN 13

9781351461719

The Theory of Zeta-Functions of Root Systems

By: Yasushi Komori,Kohji Matsumoto,Hirofumi Tsumura

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The Theory of Zeta-Functions of Root Systems

By: Yasushi Komori,Kohji Matsumoto,Hirofumi Tsumura

The contents of this book was created by the authors as a simultaneous generalization of Witten zeta-functions, Mordell–Tornheim multiple zeta-functions, and Euler–Zagier multiple zeta-functions. Zeta-functions of root systems are defined by certain multiple series, given in terms of root systems. Therefore, they intrinsically have the action of associated Weyl groups. The exposition begins with a brief introduction to the theory of Lie algebras and root systems and then provides the definition of zeta-functions of root systems, explicit examples associated with various simple Lie algebras, meromorphic continuation and recursive analytic structure described by Dynkin diagrams, special values at integer points, functional relations, and the background given by the action of Weyl groups. In particular, an explicit form of Witten’s volume formula is provided. It is shown that various relations among special values of Euler–Zagier multiple zeta-functions—which usually are called multiple zeta values (MZVs) and are quite important in connection with Zagier’s conjecture—are just special cases of various functional relations among zeta-functions of root systems. The authors further provide other applications to the theory of MZVs and also introduce generalizations with Dirichlet characters, and with certain congruence conditions. The book concludes with a brief description of other relevant topics.

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Page Count

419

Publisher

Springer Nature

Published Date

ISBN 10

9819909104

ISBN 13

9789819909100

Internal Labour Markets in Japan

By: Kenn Ariga,Giorgio Brunello,Yasushi Ohkusa

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Internal Labour Markets in Japan

By: Kenn Ariga,Giorgio Brunello,Yasushi Ohkusa

Japanese labour market practices have attracted considerable attention in the West for two reasons. Firstly, innovative human resource management (HRM) is responsible for the development of competitive industrial sectors. Secondly, inner flexibility of the labour market has produced low unemployment and wage flexibility. This study, originally published in 2000, provides a thorough investigation of the distinctive features of Japanese internal labour markets (ILM) and occupational labour markets (OLM), closely analyses important changes in ILM and considers future developments. It combines a mixture both of descriptive and of theoretical and econometric work and builds on the authors' wel- known previous research in this area. Also contains a detailed case study and the econometric analysis of HRM policies used by a large Japanese firm. Although the focus is on Japanese ILM, international comparisons are made throughout, mainly with reference to Europe and the United States.

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Page Count

311

Publisher

Cambridge University Press

Published Date

ISBN 10

1139431420

ISBN 13

9781139431422

Durability of Fiber-Reinforced Polymers

By: Yasushi Miyano,Masayuki Nakada

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Durability of Fiber-Reinforced Polymers

By: Yasushi Miyano,Masayuki Nakada

The result of the authors' 40 years of experience in durability testing, this book describes the advanced testing methodology based on the viscoelasticity of matrix polymer. After a short introduction to the viscoelastic behavior of fiber-reinforced plastics, the text goes on to review in detail the concepts of static, fatigue and creep strengths in polymer composites. An application-oriented approach is adopted such that the concepts developed in the book are applied to real-life examples. Indispensable information for materials scientists and engineers working in those industrial sectors is concerned with the development and safe use of polymer composite-based products.

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Page Count

188

Publisher

John Wiley & Sons

Published Date

ISBN 10

3527343563

ISBN 13

9783527343560

Golosseum 6

By: Yasushi Baba

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Golosseum 6

By: Yasushi Baba

IT DOESN’T MATTER WHO’S RIGHT, ONLY WHO’S LEFT. The battle to end all battles makes landfall in the formerly sleepy city of Hakodate. The victor of this conflict will become the world’s next dominant superpower, but when the dust settles, will Planet Earth continue to exist in an era of pumped-up pugnacious brawlers pitted against each other mano-a-mano? Will we return to a world of iron and gunpowder, where men die by the pull of a trigger and humanity can be wiped out with the single push of a button? And what is the mysterious power that lies in the grooves of the third golden record? All will be revealed in the FINAL VOLUME of Golosseum!

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Page Count

260

Publisher

Kodansha America LLC

Published Date

ISBN 10

1642126888

ISBN 13

9781642126884

Monetary Policy in the Soviet Union

Empirical Analyses of Monetary Aspects of Soviet Economic Development

By: Yasushi Nakamura

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Monetary Policy in the Soviet Union

Empirical Analyses of Monetary Aspects of Soviet Economic Development

By: Yasushi Nakamura

This book sheds light on the Soviet economic system, which claimed the eventual abolition of money, collapsed following a monetary turmoil. It argues that the cause of the economic collapse was embedded in the design of the economic system. The Soviet economic system restricted the market, but continued to use fiat money. Consequently, it faced the question for which no feasible answer seemed to exist: how to manage fiat money without data and information generated by the market? Using Soviet data newly available from the archives, the book evaluates the performance of the components of monetary management mechanism, discovers the continuous accumulation of open and secret government debts, and quantitatively analyzes the relationship between economic growth and the money supply to support the argument. The book concludes that the Soviet economic collapse marked the end of the long history of Soviet monetary mismanagement.

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Page Count

232

Publisher

Springer

Published Date

ISBN 10

1137494182

ISBN 13

9781137494184

Counterfeiter and Other Stories

By: Yasushi Inoue

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Counterfeiter and Other Stories

By: Yasushi Inoue

These three stories illustrate Inoue's versatility, his mastery of detail and his control of narrative structure. Inoue presents the tale as mystery and solution, the tale as psychoanalytic exploration…, the tale as emblematic social history." —Arizona Quarterly In The Counterfeiter, a writer is commissioned to write the biography of a famous painter but becomes fascinated by a man who produced forgeries of the artist's work. Obasute concerns a man's obsession with a legend of old women being taken to a mountain and abandoned, and his interpretation of the actions of members of his family in light of this legend. The Full Moon is a story of company politics, particularly the rise and fall of firm's president, told largely through incidents at annual company parties. Yasushi Inoue was born in 1907. He rose quickly to become one of Japan's most important contemporary writers, winning almost every major Japanese literary prize. Inoue died in 1991.

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Page Count

136

Publisher

Tuttle Publishing

Published Date

ISBN 10

1462900771

ISBN 13

9781462900770

Stochastic Calculus of Variations

For Jump Processes

By: Yasushi Ishikawa

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Stochastic Calculus of Variations

For Jump Processes

By: Yasushi Ishikawa

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory, mathematical finance and so. This third and entirely revised edition of the work is updated to reflect the latest developments in the theory and some applications with graphics.

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Page Count

392

Publisher

Walter de Gruyter GmbH & Co KG

Published Date

ISBN 10

3110675323

ISBN 13

9783110675320

Book's by Yasushi Ishikawa

Stochastic Calculus of Variations

Stochastic Calculus of Variations

Charge-Coupled Device Technology

Charge-Coupled Device Technology

The Theory of Zeta-Functions of Root Systems

The Theory of Zeta-Functions of Root Systems

Internal Labour Markets in Japan

Internal Labour Markets in Japan

Durability of Fiber-Reinforced Polymers

Durability of Fiber-Reinforced Polymers

Golosseum 6

Golosseum 6

Monetary Policy in the Soviet Union

Monetary Policy in the Soviet Union

Counterfeiter and Other Stories

Counterfeiter and Other Stories

Stochastic Calculus of Variations

Stochastic Calculus of Variations

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