Graduate School of Science Department of Mathematics 

Associate Professor  2022.04 - Now

School of Science Department of Mathematics 

Associate Professor  2022.04 - Now

博士(理学) （ Osaka University ）

Natural Science / Applied mathematics and statistics  / Probability Theory

Natural Science / Basic mathematics  / Probability Theory

確率論

数理ファイナンス

nonlinear rational expectation model in macroeconomics

rational expectation , functional equation  Individual

2009.04 - Now 

optimal investment with transaction costs

transaction costs, quasi-variational inequality  Individual

2005.04 - Now 

日本数学会

2010 - Now   Domestic

Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound? Reviewed

Takashi Tamura

Asia-Pacific Financial Markets 雑誌 Springer   27 ( 2 )   2020.06

Risk-Sensitive Portfolio Optimization Problems for Hidden Markov Factors on Infinite Time Horizon. Reviewed

Tamura, T. and Watanabe

Asymptotic Analysis   75 ( 3-4 )   169 - 209   2011

Hypoellipticity and Ergodicity of the Wonham Filter as a Diffusion Process. Reviewed

Tamura, T. and Watanabe, Y.

Applied Mathematics and Optimization   64 ( 1 )   13 - 36   2011

Maximization of long-term growth rate for a portfolio with fixed and proportional transaction costs. Reviewed

Advances in Applied Probability   40 ( 3 )   673 - 695   2008

Maximizing the Growth Rate of a Portfolio with Fixed and Proportional Transaction Costs. Reviewed

Applied Mathematics and Optimization   54 ( 1 )   95 - 116   2006

金融数理特論

2023   Weekly class   Graduate school

現代積分論

2023   Weekly class   Undergraduate

微積分1A

2023   Weekly class   Graduate school

数理ファイナンスII

2023   Weekly class   Undergraduate

微積分2

2023   Weekly class   Graduate school