Affine term structure as multi-soliton. - Hidemi Aihara; Jirô Akahori; Edouard Grenier (JSIAM Lett., 2014)

Some results on Parisian walks. - Jirô Akahori; Yuuki Ida (JSIAM Lett., 2014)

Generalizations of Ho-Lee's binomial interest rate model II: randomization. - Jirô Akahori; Yu Chiba (JSIAM Lett., 2020)

Itô calculus for Cramér-Lundberg model. - Jirô Akahori; Corina Constantinescu; Kei Miyagi (JSIAM Lett., 2020)

Completely solvable stochastic Hamiltonian system describing a continuous-time integrated climate-economy model. - Jirô Akahori; Kensuke Nagata; Kota Suzuki (JSIAM Lett., 2021)

An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables. - Jirô Akahori; Masahiro Kinuya; Takashi Sawai; Tomooki Yuasa (Math. Comput. Simul., 2021)

Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula. - Jirô Akahori; Yui Furuichi; Kaori Okuma (JSIAM Lett., 2022)

On the convergence order of a binary tree approximation of symmetrized diffusion processes. - Jirô Akahori; Jie Yen Fan; Yuri Imamura (Math. Comput. Simul., 2023)

Absolute Zeta fountions for Zeta functions of quantum cellular automata. - Jirô Akahori; Norio Konno; Iwao Sato (Quantum Inf. Comput., 2023)

A quantization of interacting particle systems. - Jirô Akahori; Norio Konno; Rikuki Okamoto; Iwao Sato (Quantum Inf. Comput., 2024)

Absolute Zeta functions and periodicity of quantum walks on cycles. - Jirô Akahori; Norio Konno; Iwao Sato; Yuma Tamura (Quantum Inf. Comput., 2024)