| Department of
Mathematics and Statistics |
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Introduction |
|
| History |
Date |
History of Restructure |
Staffs |
1955 |
Foundation of |
Department of Statistics |
Prof.K.Yamamoto |
| Department of Mathematics |
Lec.E.Abe |
1958 |
1st Department
of Natural Science |
Prof.K.Yamamoto
Ass.Prof.Abe |
1962 |
Prof.K.Yamamoto
Ass.Prof.Z.Nanjo |
1968 |
Department of
Mathematics and Statistics |
Prof.Z.Nanjo |
1971 |
Prof.Z.Nanjo
Ass.Prof.J.Kusunoki |
1989 |
Prof.J.Kusunoki |
1990 |
Prof.J.Kusunoki Ass.Prof.T.Okada |
2001 |
Prof.T.Okada
Lec.T.Adachi |
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Research |
|
| Prof. T.Okada |
Multifractal, Digital Sums |
| Lec.T.Adachi |
Mathematical Finance, Stochastic Control |
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|
Education |
|
| Classes |
Differential and Integral Calculus
Linear Algebra
Statistics I, II |
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|
Publications |
|
| Prof.T.Okada |
1. |
Power and Exponential Sums of Digital sums with Information per Digits.
(with K.Muramoto, T.Sekiguchi and Y.Shiota,) Math.J.Toyama Univ., Vol.26 (2003), 35-44. |
| 2. |
Digital sum problems for the p-adic expansion
of natural numbers, (with K.Muramoto, T.Sekiguchi
and Y.Shiota,) Interdisciplinary Information
Sciences Vol. 6 NO. 2 (2000). |
| 3. |
Multifractal spectrum of multinomial measures,
(with T.Sekiguchi and Y.Shiota,) Proc.
Japan Acad. Vol. 73 Ser. A No. 7 (1997),
123-125. |
| 4. |
A generalization of Hata-Yamaguti's results
on the Takagi function II: multinomial case,
(with T.Sekiguchi and Y.Shiota,) Japan
J. Indust. Appl. Math. Vol. 13 NO. 3 (1996), 435-463. |
| 5. |
An explicit formula of the exponential
sums of digital sums, (with T.Sekiguchi
and Y.Shiota,) Japan J. Indust. Appl.
Math. Vol. 12 NO. 3(1995), 425-438. |
| Lec.T.Adachi |
1. |
Hedging costs for two large investors. Preprint, (2007). |
| 2. |
Super-replication cost for a single large investor. Kyoto Univ., Suurikaiseki Kenkyujo Koukyuroku 1557 (2007), 107-117. |
3. |
Option on a unit-type closed-end investment fund. Adv.Math.Econ., Vol. 9, (2006), 1-23. |
| 4. |
The value of the perpetual American call
on the time-average of the stock. IIS., Vol. 9, No.2, (2003), 243-257. |
| 5. |
Power laws, weak l p estimate and wavelet de-noising, (with T.
Matsuoka, T. Ueno and M. Okada,) Fractals,
Vol. 8, No. 1,(2000), 73-83. |
| 6. |
On consumption/investment problem with
long-term time-average utilities, (with
H. Morimoto,) Stoch. Stoch. Rep., Vol.
68, (2000), 255-271. |
| 7. |
On a new type European contingent claim
derived from stochastic control (in Japanese), MTEC J. 12th issue, (1999), 41-57. |
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Detailed Information |
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| Under construction |
|
To Contact Us |
|
| Prof. Tatsuya Okada |
E-mail:  |
| Lec. Takashi Adachi |
E-mail:  |
Department of Mathematics
and Statistics,
School of Medicine,
Fukushima Medical University,
Fukushima City 960-1295 JAPAN.
TEL. +81-24-547-1364 (Ext. 2610)
FAX. +81-24-548-3836 |
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