A. Kohatsu-Higa and Y. Tamura: Representation and Integration by Parts Formulas for Affine Processes, Asia-Pacific Financial Markets, to appear. (Peer-reviewed) (Corresponding author)
J. Akahori, N. Konno, I. Sato, and Y. Tamura: Periodicity and Absolute Zeta Functions of Multi-State Grover Walks on Cycles, International Journal of Quantum Information, 23(4), 2550007. (2025) (Peer-reviewed) (Corresponding author)
J. Akahori, N. Konno, I. Sato, and Y. Tamura: Absolute Zeta functions and periodicity of quantum walks on cycles, Quantum Information & Computation, 24(11/12), 901-916. (2024) (Peer-reviewed) (Corresponding author)
Y. Tamura: On a certain martingale representation and the related infinite dimensional moment problem, Japan Journal of Industrial and Applied Mathematics, 41, 609-615. (2024) (Peer-reviewed) (Corresponding author)
Formulas for “delta” of the options whose underlying asset prices are given by affine processes, TMU Workshop on Finance 2024, Chiyoda-ku, September 26th, 2024. (in English) (Invited)
Absolute zeta functions and periodicity of quantum walks on cycles, MSJ Spring Meeting 2024, Osaka, March 17th, 2024.
On a certain martingale representation and the related infinite dimensional moment problem, Probability Symposium 2023, Kusatsu, December 26th, 2023.
On a certain martingale representation and the related infinite dimensional moment problem, The 43rd Conference on Stochastic Processes and their Applications, Lisbon, July 25th, 2023. (in English)
Tanaka-Yor Equation and its Application to Stochastic Differential Equations, The 53rd ISCIE International Symposium on Stochastic System Theory and Its Applications, Kusatsu and online, October 31st, 2021. (in English)
Integration by part formulas for the CIR model and squared Bessel processes, JSIAM Annual Meeting 2021, September 9th, 2021.
Generalization of Symmetrization of Stochastic Differential Equations to -boundary, The 52nd ISCIE International Symposium on Stochastic System Theory and Its Applications, Suita and online, Octover 29th, 2020. (in English)
Extension to curve boundaries on symmetrization of Stochastic Differential Equations, JSIAM Annual Meeting 2020, online, September 10th, 2020.
Comments on a Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary, The 51st ISCIE International Symposium on Stochastic System Theory and Its Applications, Aizuwakamatsu, November 1st, 2019. (in English)