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644 results on '"Suzuki, Ryoichi"'

2. Existence of density functions for SDEs driven by pure-jump processes

Author

Nakagawa, Takuya and Suzuki, Ryoichi

Subjects
Mathematics - Probability, 60H10 60G52 60H07
Abstract

We verify the existence of density functions of the running maximum of a stochastic differential equation (SDE) driven by a Brownian motion and a non-truncated stable process. This is proved by the existence of density functions of the running maximum of Wiener-Poisson functionals resulting from Bismut's approach to Malliavin calculus for jump processes., Comment: 21 pages

Published
2023

4. A Clark-Ocone type formula via Ito calculus and its application to finance

Author

Arai, Takuji and Suzuki, Ryoichi

Subjects
Quantitative Finance - Mathematical Finance, Mathematics - Probability
Abstract

An explicit martingale representation for random variables described as a functional of a Levy process will be given. The Clark-Ocone theorem shows that integrands appeared in a martingale representation are given by conditional expectations of Malliavin derivatives. Our goal is to extend it to random variables which are not Malliavin differentiable. To this end, we make use of Ito's formula, instead of Malliavin calculus. As an application to mathematical finance, we shall give an explicit representation of locally risk-minimizing strategy of digital options for exponential Levy models. Since the payoff of digital options is described by an indicator function, we also discuss the Malliavin differentiability of indicator functions with respect to Levy processes.

Published
2019

5. AJM300 (carotegrast methyl), an oral antagonist of α4-integrin, as induction therapy for patients with moderately active ulcerative colitis: a multicentre, randomised, double-blind, placebo-controlled, phase 3 study

Author

Motoya, Satoshi, Maemoto, Atsuo, Fujiya, Mikihiro, Ashida, Toshifumi, Goto, Mitsuru, Matsumoto, Takayuki, Suzuki, Yasuo, Hamahata, Yukihiro, Nakagawa, Tomoo, Kato, Naoya, Kato, Jun, Endo, Yutaka, Suzuki, Ryoichi, Matsuda, Koichiro, Ohmiya, Naoki, Katsushima, Shinji, Hosomi, Shuhei, Tarumi, Ken-ichi, Watanabe, Chiyuki, Saito, Mitsuru, Yokoyama, Yuichiro, Inaba, Tomoki, Sakata, Yasuhisa, Hongo, Hitoshi, Shibuya, Tomoyoshi, Kawakami, Kazuhiko, Kakuta, Yoichi, Irisawa, Atsushi, Yoshimura, Naoki, Fukuda, Katsuyuki, Shirai, Takayuki, Ichikawa, Hitoshi, Nagata, Junko, Suzuki, Takayoshi, Yokoyama, Kaoru, Tomidokoro, Takashi, Kojima, Yuichiro, Yamada, Masahiro, Yamamoto, Hideko, Yamamoto, Takayuki, Horiki, Noriyuki, Obata, Hirozumi, Inoue, Satoko, Tanaka, Shinji, Toyokawa, Tatsuya, Kunihiro, Masaki, Hisabe, Takashi, Ogata, Shinichi, Takeshima, Fuminao, Matsushima, Kayoko, Matsuhashi, Nobuyuki, Sakuraba, Hirotake, Iwabuchi, Masahiro, Tsuchiya, Akihiko, Uchiyama, Kan, Kanai, Takanori, Nakamura, Masanao, Yokoyama, Tadashi, Hida, Nobuyuki, Mitsuyama, Keiichi, Osada, Taro, Hiraoka, Sakiko, Tsuzuki, Tomoyuki, Masuo, Takashige, Hokari, Ryota, Kobayashi, Taku, Saruta, Masayuki, Araki, Masao, Araki, Hiroshi, Shimizu, Masahito, Kikuchi, Masakazu, Nishikawa, Takahiro, Takedatsu, Hidetoshi, Aoyagi, Kunihiko, Ochiai, Toshiaki, Toda, Nobuo, Mizokami, Yuji, Nagahori, Masakazu, Matsueda, Kazuhiro, Kino, Hitoshi, Kanamori, Akira, Suzuki, Tsunehiro, Sakurai, Toshiharu, Kudo, Masatoshi, Kitano, Atsuo, Hisamatsu, Tadakazu, Kumagai, Shinji, Ninomiya, Tomoyuki, Mori, Kenichiro, Yoshida, Shun-ichi, Goto, Mitsuhide, Matsuoka, Katsuyoshi, Watanabe, Mamoru, Ohmori, Toshihide, Nakajima, Koichi, Ishida, Tetsuya, Ishiguro, Yoh, Kanke, Kazunari, Kobayashi, Kiyonori, Hirai, Fumihito, Watanabe, Kenji, Mizusawa, Hidehiro, Kishida, Shuji, Miura, Yoshiharu, Ohta, Akira, Kajioka, Toshifumi, and Hibi, Toshifumi

Published
2022
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6. Disseminated granulomatous encephalitis caused by Schizophyllum commune in a dog with severe neurological signs.

Author

Nagashima, Tomokazu, Tsumoto, Shohei, Yazawa, Daisuke, Omura, Miki, Ochiai, Kazuhiko, Yoshida, Karin, Sugibayashi, Kayoko, Machida, Yukino, Suzuki, Ryoichi, Igarashi, Koh, Makimura, Koichi, Hara, Yasushi, and Michishita, Masaki

Subjects
CEREBRAL hemispheres, DNA sequencing, MAGNETIC resonance imaging, WHITE matter (Nerve tissue), FRONTAL lobe
Abstract

A 10-year-old spayed mixed breed dog presented with severe neurological signs. Computed tomography revealed a cranial mediastinal mass, osteolysis of the right second rib and second thoracic vertebra, tracheobronchial and mesenteric lymph node enlargement, pneumonia and pleural effusion. Magnetic resonance imaging detected lesions in the white matter of the right frontal lobe and left cerebral hemisphere with contrast-enhanced T1-weighted images showing demarcated enhancement. On cut section, the surface of the right cerebral frontal lobe and left cerebral hemisphere corticomedullary junctions were indistinct and the white matter was discoloured. Microscopically, multicentric granulomatous inflammation was seen in the brain, cranial mediastinal mass, masses on the right second rib, tracheobronchial and mesenteric lymph nodes, heart, kidneys, lungs and oesophagus. Necrosis and hyaline fungal structures were frequently observed in the centre of the granulomas. These fungi had septae, Y-shaped branching and were 2–3 μm in width. Sequence analysis of DNA from formalin-fixed paraffin-embedded samples identified the fungi as Schizophyllum commune. Based on these findings, this case was diagnosed as disseminated S. commune infection. This is the first report of granulomatous encephalitis caused by S. commune in a dog. [ABSTRACT FROM AUTHOR]

Published
2024
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8. Numerical analysis on local risk-minimization forexponential L\'evy models

Author

Arai, Takuji, Imai, Yuto, and Suzuki, Ryoichi

Subjects
Quantitative Finance - Computational Finance
Abstract

We illustrate how to compute local risk minimization (LRM) of call options for exponential L\'evy models. We have previously obtained a representation of LRM for call options; here we transform it into a form that allows use of the fast Fourier transform method suggested by Carr & Madan. In particular, we consider Merton jump-diffusion models and variance gamma models as concrete applications.

Published
2015

9. Local risk-minimization for Barndorff-Nielsen and Shephard models

Author

Arai, Takuji, Imai, Yuto, and Suzuki, Ryoichi

Subjects
Quantitative Finance - Mathematical Finance, Mathematics - Probability
Abstract

We obtain explicit representations of locally risk-minimizing strategies of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein--Uhlenbeck-type stochastic volatility models. Using Malliavin calculus for Levy processes, Arai and Suzuki (2015) obtained a formula for locally risk-minimizing strategies for Levy markets under many additional conditions. Supposing mild conditions, we make sure that the Barndorff-Nielsen and Shephard models satisfy all the conditions imposed in Arai and Suzuki (2015). Among others, we investigate the Malliavin differentiability of the density of the minimal martingale measure. Moreover, some numerical experiments for locally risk-minimizing strategies are introduced., Comment: 39 pages, 2figures

Published
2015

11. Design and construction of an electron accelerator for a pulsed neutron facility at AIST

Author

O'Rourke, Brian E., Fujiwara, Takeshi, Furukawa, Kazuro, Furusaka, Michihiro, Hayashizaki, Noriyosu, Kato, Hidetoshi, Kino, Koichi, Kuroda, Ryunosuke, Michishio, Koji, Muroga, Takemi, Nigorikawa, Kazuyuki, Obina, Takashi, Ogawa, Hiroshi, Oshima, Nagayasu, Satoh, Daisuke, Sei, Norihiro, Shishido, Tamao, Suzuki, Ryoichi, Tanaka, Masahito, Tomota, Yo, Toyokawa, Hiroyuki, and Watazu, Akira

Published
2020
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13. A Navigation Path Planning Assistant for Web-Based Learning.

Author

Suzuki, Ryoichi, Hasegawa, Shinobu, Kashihara, Akihiro, and Toyoda, Jun'ichi

Abstract

This paper addresses how to help learners navigate in existing Web-based learning resources. In order to resolve this issue, a learner-centered navigation path-planning model is proposed. The main objective is to provide learners with a path planning space in which they can see through hyperspace to plan a navigation path. This paper describes an assistant system called Planning Assistant (PA), which is composed of the resource map, page previewer, and path previewer. The page previewer generates an overview of each Web page in the map by extracting representative information from the HTML file. The path previewer helps learners make a sequence of the pages previewed as a navigation path plan. These facilities help learners decide which pages to visit and to plan a navigation path without visiting Web pages. This paper also describes an evaluation of learner-centered path planning with PA. The results indicate that PA facilitates learners' navigation in hyperspace, particularly in more complicated hyperspace. (Contains 10 references.) (AEF)

Published
2001

14. ロボティクス学科におけるデジタル教育取り組み事例 ;Examples of digital education at the department of Robotics

Author

村尾, 俊幸, MURAO, Toshiyuki, 河合, 宏之, KAWAI, Hiroyuki, 鈴木, 亮一, and SUZUKI, Ryoichi

Subjects
デジタル教育 / デジタルトランスフォーメーション / 遠隔授業 / Digital Education / DX / Remote Teaching
Abstract

本学ロボティクス学科では，コロナ禍においても学生により良い授業を提供できる ように，様々なデジタル教育に取り組んでいる．そこで本稿では，本学ロボティクス 学科で実施しているデジタル教育の取り組み事例を複数報告する．具体的には，専門 実験演習の理解を深めるデジタル実験教材の開発，oVice システムを用いたオンライ ンオフィスアワー，遠隔授業と対面授業の同質化に向けた書画カメラの利用，PD 科 目に対する進捗状況のリアルタイム提示に関して紹介する．;At the department of Robotics in Kanazawa Institute of Technology, we have presented some digital education contents to provide more valuable classes for our students under the ongoing COVID-19 situation. In this paper, we report some examples of digital education at the department of Robotics. In particular, we discuss the digital experimental teaching material development to gaining a better understanding of the Robotics Major Lab/Exercises, the online office hours through the oVice system, availability of a document camera to homogenize remote teaching with in-school class, and real-time presentment of progress for the Design Project/Introduction (Robotics).

Published
2023

15. Safety and efficacy of the sodium-glucose cotransporter 1 inhibitor mizagliflozin for functional constipation: a randomised, placebo-controlled, double-blind phase 2 trial

Author

Shoji, Etsuro, Tarumi, Ken, Nagaoka, Yasuhiro, Ooshima, Tetsuo, Ozawa, Kotaro, Majima, Takashi, Kamata, Shigeyasu, Tada, Tomohiro, Ishii, Hiroshi, Segawa, Yutaka, Miyazaki, Shinichi, Yamamoto, Takashi, Yagi, Yoshinori, Sawada, Hideo, Shirota, Shigeru, Otsuka, Seiji, Yamada, Norimichi, Suzuki, Ryoichi, Kurakata, Hidenori, Nakai, Katsuhiko, Syuji, Yamasaki, Usui, Tatsuhiko, Yamamura, Makoto, Oishi, Tatsuhiro, Tanaka, Hiroaki, Fukudo, Shin, Endo, Yuka, Hongo, Michio, Nakajima, Atsushi, Abe, Tatsuya, Kobayashi, Hiroyuki, Nakata, Tomohiro, Nakajima, Toshio, Sameshima, Kanako, and Kaku, Kohei

Published
2018
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18. To Be in Remission or in Corticosteroid-free Remission: That Is the Question for Women With Inflammatory Bowel Disease at Conception

Author

Kunisaki, Reiko, primary, Ikeda, Aya, additional, Yaguchi, Katsuki, additional, Onishi, Misa, additional, Shibui, Shunsuke, additional, Nishida, Daisuke, additional, Madarame, Akira, additional, Toritani, Kenichiro, additional, Nakamori, Yoshinori, additional, Nishio, Masafumi, additional, Ogashiwa, Tsuyoshi, additional, Fujii, Ayako, additional, Kimura, Hideaki, additional, Suzuki, Ryoichi, additional, Aoki, Shigeru, additional, and Maeda, Shin, additional

Published
2023
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19. Appropriate Preconception Corticosteroid-Free Remission Period in Pregnant Women With Ulcerative Colitis

Author

Ikeda, Aya, primary, Kunisaki, Reiko, additional, Aoki, Shigeru, additional, Yaguchi, Katsuki, additional, Madarame, Akira, additional, Nishio, Masafumi, additional, Ogashiwa, Tsuyoshi, additional, Nakamori, Yoshinori, additional, Kimura, Hideaki, additional, Suzuki, Ryoichi, additional, Saigusa, Yusuke, additional, and Maeda, Shin, additional

Published
2023
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22. Development of a porous silica cavity for laser excitation of confined positronium

Author

Shu, Kenji, primary, Yamada, Kyohei, additional, Hashidate, Kaori, additional, Ishida, Akira, additional, Namba, Toshio, additional, Asai, Shoji, additional, Kuwata-Gonokami, Makoto, additional, Tajima, Yohei, additional, Chae, Eunmi, additional, Yoshioka, Kosuke, additional, Oshima, Nagayasu, additional, O’Rourke, Brian E., additional, Michishio, Koji, additional, Ito, Kenji, additional, Kumagai, Kazuhiro, additional, Suzuki, Ryoichi, additional, Fujino, Shigeru, additional, Hyodo, Toshio, additional, Mochizuki, Izumi, additional, Wada, Ken, additional, and Kai, Takeshi, additional

Published
2023
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27. Newly constructed compact accelerator-based neutron facility at AIST

Author

Kino Koichi, Fujiwara Takeshi, Furusaka Michihiro, Hayashizaki Noriyosu, Kato Hidetoshi, Kuroda Ryunosuke, Michishio Koji, Muroga Takemi, Ogawa Hiroshi, O'Rourke Brian E., Oshima Nagayasu, Satoh Daisuke, Sei Norihiro, Shishido Tamao, Suzuki Ryoichi, Tanaka Masahito, Tomota Yo, Toyokawa Hiroyuki, Watazu Akira, Furukawa Kazuro, Nigorikawa Kazuyuki, and Obina Takashi

Subjects
Physics, QC1-999
Abstract

We have constructed a compact accelerator-based neutron facility at the National Institute of Advanced Industrial Science and Technology (AIST) in Japan aiming at development of structural materials of transportation vehicles for weight reduction. The facility consists of electron linear accelerator, neutron source, and a neutron beamline with a measurement hutch. Currently we are commissioning the accelerator and expecting a first neutron beam in 2019.

Published
2020
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30. AJM300 (carotegrast methyl), an oral antagonist of α4-integrin, as induction therapy for patients with moderately active ulcerative colitis: a multicentre, randomised, double-blind, placebo-controlled, phase 3 study

Author

Matsuoka, Katsuyoshi, primary, Watanabe, Mamoru, additional, Ohmori, Toshihide, additional, Nakajima, Koichi, additional, Ishida, Tetsuya, additional, Ishiguro, Yoh, additional, Kanke, Kazunari, additional, Kobayashi, Kiyonori, additional, Hirai, Fumihito, additional, Watanabe, Kenji, additional, Mizusawa, Hidehiro, additional, Kishida, Shuji, additional, Miura, Yoshiharu, additional, Ohta, Akira, additional, Kajioka, Toshifumi, additional, Hibi, Toshifumi, additional, Motoya, Satoshi, additional, Maemoto, Atsuo, additional, Fujiya, Mikihiro, additional, Ashida, Toshifumi, additional, Goto, Mitsuru, additional, Matsumoto, Takayuki, additional, Suzuki, Yasuo, additional, Hamahata, Yukihiro, additional, Nakagawa, Tomoo, additional, Kato, Naoya, additional, Kato, Jun, additional, Endo, Yutaka, additional, Suzuki, Ryoichi, additional, Matsuda, Koichiro, additional, Ohmiya, Naoki, additional, Katsushima, Shinji, additional, Hosomi, Shuhei, additional, Tarumi, Ken-ichi, additional, Watanabe, Chiyuki, additional, Saito, Mitsuru, additional, Yokoyama, Yuichiro, additional, Inaba, Tomoki, additional, Sakata, Yasuhisa, additional, Hongo, Hitoshi, additional, Shibuya, Tomoyoshi, additional, Kawakami, Kazuhiko, additional, Kakuta, Yoichi, additional, Irisawa, Atsushi, additional, Yoshimura, Naoki, additional, Fukuda, Katsuyuki, additional, Shirai, Takayuki, additional, Ichikawa, Hitoshi, additional, Nagata, Junko, additional, Suzuki, Takayoshi, additional, Yokoyama, Kaoru, additional, Tomidokoro, Takashi, additional, Kojima, Yuichiro, additional, Yamada, Masahiro, additional, Yamamoto, Hideko, additional, Yamamoto, Takayuki, additional, Horiki, Noriyuki, additional, Obata, Hirozumi, additional, Inoue, Satoko, additional, Tanaka, Shinji, additional, Toyokawa, Tatsuya, additional, Kunihiro, Masaki, additional, Hisabe, Takashi, additional, Ogata, Shinichi, additional, Takeshima, Fuminao, additional, Matsushima, Kayoko, additional, Matsuhashi, Nobuyuki, additional, Sakuraba, Hirotake, additional, Iwabuchi, Masahiro, additional, Tsuchiya, Akihiko, additional, Uchiyama, Kan, additional, Kanai, Takanori, additional, Nakamura, Masanao, additional, Yokoyama, Tadashi, additional, Hida, Nobuyuki, additional, Mitsuyama, Keiichi, additional, Osada, Taro, additional, Hiraoka, Sakiko, additional, Tsuzuki, Tomoyuki, additional, Masuo, Takashige, additional, Hokari, Ryota, additional, Kobayashi, Taku, additional, Saruta, Masayuki, additional, Araki, Masao, additional, Araki, Hiroshi, additional, Shimizu, Masahito, additional, Kikuchi, Masakazu, additional, Nishikawa, Takahiro, additional, Takedatsu, Hidetoshi, additional, Aoyagi, Kunihiko, additional, Ochiai, Toshiaki, additional, Toda, Nobuo, additional, Mizokami, Yuji, additional, Nagahori, Masakazu, additional, Matsueda, Kazuhiro, additional, Kino, Hitoshi, additional, Kanamori, Akira, additional, Suzuki, Tsunehiro, additional, Sakurai, Toshiharu, additional, Kudo, Masatoshi, additional, Kitano, Atsuo, additional, Hisamatsu, Tadakazu, additional, Kumagai, Shinji, additional, Ninomiya, Tomoyuki, additional, Mori, Kenichiro, additional, Yoshida, Shun-ichi, additional, and Goto, Mitsuhide, additional

Published
2022
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35. ショネンド プロジェクト デザイン キョウイク フタカモク デノ ロボット セイサク ヲ トオシタ トリクミ セイサク ロボット ヲ モチイタ コトナル ヒョウカ

Author

村尾, 俊幸, MURAO, Toshiyuki, 古屋, 栄彦, FURUYA, Shigehiko, 土居, 隆宏, DOI, Takahiro, 河合, 宏之, KAWAI, Hiroyuki, 鈴木, 亮一, and SUZUKI, Ryoichi

Subjects
初年次教育 / STEAM教育 / Education for Freshmen / Project Based Learning / STEAM Education
Abstract

ロボティクス学科ではPD入門と工学大意に対して，科目を連携させた授業を展開している．両科目における共通の目的として，チームで独自のロボットを一台製作することを課している．一方で評価を両科目で分けており，工学大意は製作したロボットのデモンストレーションを実施させ，問題設定を含んだロボットのアイデアや有する機能を重視し評価する．また，PD入門ではデータ取り扱いスキルとして，モータやセンサの特性評価，制御やフローチャート，およびギアとクランクに関する実験検証活動を評価する．さらに，問題発見から解決にいたるプロセス・検証活動の基本スキルとして，ロボット製作活動中に独自のロボットに対して，検証実験を行わせその実験過程を評価する．本稿では，実施した授業内容と学生からのアンケート結果を報告する．;At the department of Robotics in Kanazawa Institute of Technology, we have presented a project based learning curriculum, which consists of two subjects, called Introduction to Engineering (Robotics) and Design Project / Introduction, for freshmen to give the motivation to the students. Through two subjects, the students develop a robot on a team. In the Introduction to Engineering (Robotics), we evaluate ideas and functions of the developed robot through a demonstration presentation. In the Design Project / Introduction, we mainly evaluate some verification experiments for the developed robot. In this paper, we discuss the subject contents and questionnaire results from the students.

Published
2020

37. レヴィ市場におけるデジタルオプションに対する局所的リスク最小化問題について (確率論シンポジウム)

Author

Suzuki, Ryoichi

Subjects
60H07, Lévy processes, 91G80, Malliavin calculus, Digital options, 91G20, Local risk-minimization, 60G51
Abstract

The purpose of this paper is to announce the results of my research on local risk minimization problem for digital options in Lévy markets ongoing now (2019 now). In this paper, we consider a local risk minimization problem for digital option in a Lévy market. To solve the problem, we next consider Malliavin differentiability of indicator functions on canonical Lévy spaces. By using it, we obtain explicit representation of a locally risk-minimizing hedging strategy for digital option in market driven Lévy process.

Published
2019

47. ロボティクス学科における初年度プロジェクトデザイン教育の提案;A Project Based Learning Curriculum for Freshmen in the Department of Robotics at Kanazawa Institute of Technology

Author

河合, 宏之, KAWAI, Hiroyuki, 古屋, 栄彦, FURUYA, Shigehiko, 村尾, 俊幸, MURAO, Toshiyuki, 鈴木, 亮一, SUZUKI, Ryoichi, 松本, 重男, and MATSUMOTO, Shigeo

Subjects
初年次教育 / Project Based Learning / STEM 教育 / Education for Freshmen / Project Based Learning / STEM Education, ComputingMilieux_COMPUTERSANDEDUCATION
Abstract

本学ロボティクス学科のカリキュラムは，STEM 教育を念頭においたプロジェクトデザイン教育を軸とし，学生が力学，電気回路，プログラム，制御，機械設計（製図） などを体系的に身につけられるよう構成されている．学生には初年次に，プロジェクトデザインの実践を通して数学，テクノロジー，科学，工学の基礎をどのように応用すればよいのか，更にプロジェクトを実践するためにどのような基礎的スキルが必要となるかを意識づけさせたい．本稿では，既にロボットの製作体験型授業を通して上述の意識づけを実施している工学大意の現状を示し問題点を明らかにしたうえで，工学大意と連携させた新しいプロジェクトデザイン入門の科目構成について提案する．;The department of Robotics at Kanazawa Institute of Technology provides a systematic education which includes mechanics, electronics, programming, control theory, and mechanical drawing. The freshmen are expected to notice how to use the fundamentals of mathematics, technology, science, and engineering by project based learning in our department. Also, they are expected to know what fundamental skills are important to realize a project. In this paper, we propose a project based learning curriculum, which consists of two subjects, called Introduction to Engineering (Robotics) and Design Project / Introduction, for freshmen to give the motivation to the students.

Published
2018

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