Keisuke HARA, Ph.D.(Math.Sci.)

hara.keisuke [at] gmail.com

• Degrees:

  • B.A.(Pure and Applied Science) , March 1991, University of Tokyo, Japan.

  • M.A.(Mathematical Science), March 1993,Graduate School of Mathematical Science, University of Tokyo, Japan.

  • Ph.D.(Mathematical Science), March 1996, Graduate School of Mathematical Science, University of Tokyo, Japan.

• Posts held:

  • Apr. 1994--Mar.1996: Japanese Young Researcher Schlorship for graduate students

  • Apr. 1995--Mar.1997: Long term researcher of R.I.M.S., Kyoto University, (Supervisor: Prof. Y.Takahashi)

  • May. 1996--Mar.1997: ACCESS Co.Ltd.

  • Apr.1997--Mar.2000: Lecturer, Dept. Computer Science, Ritsumeikan University

  • Apr.2000--Mar.2002: Lecturer, Dept. Mathematical Science, Ritsumeikan University

  • Apr.2002--Mar.2008: Associate professor, Dept. Mathematical Science, Ritsumeikan University

  • Apr.2008--Mar.2009: Professor, Dept. Mathematical Science, Ritsumeikan University

  • Apr.2009--Mar.2012: ACCESS Co.,Ltd.

  • Apr.2012--Nov.2021: Mynd, Inc. (2014 Dec.-2017 Mar.: CEO)

  • June 2018--present: Association of Mathematical Finance Laboratory(AMFiL), Fellow

• Leaves:

  • Apr. 2000--Sept.2000: Mathematical Research Centre, Univesity of Warwick (UK), 6 months.

  • Sep. 2004--Sept. 2005: Mathematical Institute, Oxford University (UK), 1 year.

• Main Papers

  • "Fractional order Taylor's series and the neo-classical inequality" (with M.Hino), Bulletin of the London Mathematical Society, Vol.42, pp.467--477, (2010).  LMS 2016 Senior Berwick Prize paper;  (preprint version arXiv:1001.1775).

  • "Smooth rough paths and applications to Fourier analysis", (with T.Lyons), Rev. Mat. Iberoamericana, 23, no.3, pp.1125-1140 (2007).

  • "Lifting quadratic term structure models to infinite dimension", (with J. Akahori), Math. Finance, vol.16, issue 4, pp.635-645 (2006)

  • "Finite dimensional determinants as characteristic functions of quadratic Wiener functionals", Electron. Comm. Probab., vol.9, pp.26--35 (2004)

  • "Quadratic Wiener Functionals and Dynamics on Grassmannians" (with N.Ikeda), Bull.Sci.math., 125, (6-7), pp.481--528 (2001)

  • "Lagrangian for Pinned Diffusion Process" (with Y.Takahashi), in "Ito's Stochastic Calculus and Probabilistic Theory", Springer, pp.117--128 (1996)

  • "Wiener functionals associated with joint distributions of exit time and position from small geodesic balls", The Annals of Probability, Vol.24, No.2, pp.825--837 (1996)

• Preprints

  • "Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited" (with Y.Takahashi), (2016). arXiv:1610.06670

  • "Fractional order Taylor's series and the neo-classical inequality" (with M.Hino), (2010). arXiv:1001.1775

• Books

  • "The Essence of Calculus" (Japanese), Iwanami Shoten Publ., (2023)

  • "Basic Concepts in Measure Theory" (Japanese), Gijutsu-Hyoron-sha, Publ., (2023)

  • "Probability Theory for Sleepless Nights" (Japanese), Nippon-Hyoron-sha, Publ., (2020)

  •  "Set, Topology, Category" (Japanese), Kodansha Publ., (2020)

  • "Linearity, Eigenvalue, Tensor" (Japanese), Kodansha Publ., (2019)

  • "Measure, Probability, Lebesgue Integral" (Japanese), Kodansha Publ., (2017) 

• Japanese translations

  • "The Unfinished Game -- Pascal, Fermat, and the Seventeenth-Century Letter that Made the World Modern" by K.Devlin, Iwanami Shoten publ. (2010) 

  • "Measure, Integral and Probability" by M.Capinski and E.Kopp,  Baifukan publ. (2008), (with S.Ninomiya)

  • "Probability with martingales" by D.Williams, Baifukan publ. (2004), (with J.Akahori and T.Yamada)

  • "Exercises for Fourier analysis" by T.W.Korner,  Asakura Shoten publ. (2003), (with A.Atsuji and Y.Takahashi) 

Keisuke HARA, Ph.D.(Math.Sci.)

hara.keisuke [at] gmail.com