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15 results on '"Okumura, Toshiki"'

3. On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach

Author

Okumura, Toshiki, Morel, Jean-Michel, Editor-in-Chief, Teissier, Bernard, Editor-in-Chief, Baur, Karin, Advisory Editor, Brion, Michel, Advisory Editor, De Lellis, Camillo, Advisory Editor, Figalli, Alessio, Advisory Editor, Huber, Annette, Advisory Editor, Khoshnevisan, Davar, Advisory Editor, Kontoyiannis, Ioannis, Advisory Editor, Kunoth, Angela, Advisory Editor, Mézard, Ariane, Advisory Editor, Podolskij, Mark, Advisory Editor, Serfaty, Sylvia, Advisory Editor, Vezzosi, Gabriele, Advisory Editor, Wienhard, Anna, Advisory Editor, Donati-Martin, Catherine, editor, Lejay, Antoine, editor, and Rouault, Alain, editor

Published
2019
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4. A Numerical Scheme Based on Semi-Static Hedging Strategy

Author

Imamura, Yuri, Ishigaki, Yuta, Kawagoe, Takuya, and Okumura, Toshiki

Subjects
Quantitative Finance - Computational Finance, Quantitative Finance - Pricing of Securities, 91G60
Abstract

In the present paper, we introduce a numerical scheme for the price of a barrier option when the price of the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier options. For getting the static hedging formula, the underlying process needs to have a symmetry. We introduce a way to "symmetrize" a given diffusion process. Then the pricing of a barrier option is reduced to that of plain options under the symmetrized process. To show how our symmetrization scheme works, we will present some numerical results applying (path-independent) Euler-Maruyama approximation to our scheme, comparing them with the path-dependent Euler-Maruyama scheme when the model is of the Black-Scholes, CEV, Heston, and $ (\lambda) $-SABR, respectively. The results show the effectiveness of our scheme.

Published
2012

8. 一般住民における呼気水素と好中球機能の関係

Author

Tanikawa, Ryoko, Takahashi, Ippei, Okubo, Noriyuki, Ono, Masami, Okumura, Toshiki, Ishibashi, Goshi, Takeishi, Yosuke, Nakayama, Maki, Yano, Tomohiko, Kumasaka, Yoshihiro, and Nakaji, Shigeyuki

Subjects
reactive oxygen species, 社会医学, 491.33, 酸化ストレス, 好中球, 活性酸素種, neutrophil, oxidative stress, exhaled hydrogen, 呼気水素, general population, 一般住民
Abstract

弘前医学. 65(2-4), 2014, p.138-146

Published
2014

9. Individuals With Autism Spectrum Disorder Show Altered Event-Related Potentials in the Late Stages of Olfactory Processing.

Author

Okumura, Toshiki, Kumazaki, Hirokazu, Singh, Archana K, Touhara, Kazushige, and Okamoto, Masako

Subjects
*AUTISM spectrum disorders, *SMELL, *BAYESIAN analysis, *CINGULATE cortex, *MAGNETIC induction tomography, *BRAIN tomography
Abstract

Atypical sensory reactivities are pervasive among people with autism spectrum disorder (ASD). With respect to olfaction, most previous studies have used psychophysical or questionnaire-based methodologies; thus, the neural basis of olfactory processing in ASD remains unclear. This study aimed to determine the stages of olfactory processing that are altered in ASD. Fourteen young adults with high-functioning ASD (mean age, 21 years; 3 females) were compared with 19 age-matched typically developing (TD) controls (mean age, 21 years; 4 females). Olfactory event-related potentials (OERPs) for 2-phenylethyl alcohol—a rose-like odor—were measured with 64 scalp electrodes while participants performed a simple odor detection task. Significant group differences in OERPs were found in 3 time windows 542 ms after the stimulus onset. The cortical source activities in these time windows, estimated using standardized low-resolution brain electromagnetic tomography, were significantly higher in ASD than in TD in and around the posterior cingulate cortex, which is known to play a crucial role in modality-general cognitive processing. Supplemental Bayesian analysis provided substantial evidence for an alteration in the later stages of olfactory processing, whereas conclusive evidence was not provided for the earlier stages. These results suggest that olfactory processing in ASD is altered at least at the later, modality-general processing stage. [ABSTRACT FROM AUTHOR]

Published
2020
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