Research Activities of Arturo Kohatsu-Higa

Research Activities of Arturo Kohatsu-Higa's HOMEPAGE

Arturo Kohatsu-higa
Osaka University
Graduate School of Engineering Sciences
Machikaneyama cho 1-3,Osaka 560-8531,Japan
PH:81--6--6850--6462, Fax:81-6-6850-6496
Office:Building J,614
E-mail:kohatsu AT sigmath.es.osaka DASHU u.ac.jp

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Publication

Seminars

Master and PhD students

Past　Activities

CREST　Activities

Getting to my office

Research topics:

■Stochastic Analysis
■Numerical Analysis in Stochastic Equations
■Malliavin Calculus

Professional Activities:

■I am a member of the Center for the Study of Finance and Insurance at Osaka University
■Associated Editor for Asia-Pacific Financial Markets
■Associated Editor for Stochastic Processes and their Applications (until May 2011)
■Associated Editor for Acta Applicandae Mathematicae (until 2013)
■Associated Editor for Siam Journal on Financial Mathematics (until December 2013)
■ We have created a team that has been selected for a CREST Research Project entitled
■"Mathematical structure of complex financial products and infinite dimensional analysis"
■Post-Doc positions in the project
■ Look also for CREST Seminars and Schools (everybody welcomed!)

News:

■ We are also planning a CREST workshop for December 2010 in Tokyo. There is a first announcement available. "CREST and Sakigake International Symposium Asymptotic Statistics, Risk and Computation in Finance and Insurance 2010"