Keisuke Hara, Ph.D.(Math.Sci.)
hara.keisuke [at] gmail.com

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Contents

List of writing works
Published Papers, preprints, books, etc.
Talks and lectures
Talks in Symposiums, Seminars. etc. since 1997.
Others
Organizations, Voluntary Works, etc.
In Progress
Preprints are in archive.

List of writing works

P1. "Wiener functionals associated with joint distributions of exit time and position from small geodesic balls", The Annals of Probability, Vol.24, No.2, pp.825--837 (1996)

P2. "Lagrangian for Pinned Diffusion Process" (with Y.Takahashi), in "Ito's Stochastic Calculus and Probabilistic Theory", Springer, pp.117--128 (1996)

D1. "A Purely Probabilistic Approach for Local Problems on Stochastic Riemannian Manifolds and its Applications", A Dissertation for the Degree of Ph.D.(Math.Sci.), Univ.of Tokyo (1996)

P3. "A Stochastic Variational Condition for the Maxwell Connections", Proceedings of the Japan Academy, Vol.76, Ser.A, No.1, pp.1--2 (2000)

r1. (review) "Psudo Random Numbers and Simulations -- Quasi-Monte Carlo Methods for Option Pricing" (in Japanese), Research Paper Series No. MFS9904, Rersearch Center for Finance, Ritsumeikan Univ. (2000)

p1. "Quadratic Wiener Functionals and Dynamics on Grassmannians" (with N.Ikeda), Warwick Univ. MRC preprint series (2000)

P4. "Quadratic Wiener Functionals and Dynamics on Grassmannians" (with N.Ikeda), Bull.Sci.math., 125, (6-7), pp.481--528 (2001)
(The same title, however, the contents are vastly revised and much added.)

B1. "Cryptography and Security" (in Japanese, 170 pages), Science & Technology Press, Inc., Tokyo (2003)

T1. Japanese translation of "Exercises for Fourier Analysis" (by T.W.K?rner, Cambridge Univ. Press), with Y.Takahashi and A.Atsuji, in Japanese, 448 pages + alpha, Asakura Shoten Publishing, (2003)

T2. Japanese translation of "Probablity with Martingales" (by D. Williams, Cambridge Mathematical Textbooks), with T. Yamada and J. Akahori, in Japanese, 250 pages, Baifukan Publishing, (2004)

P5. "Finite dimensional determinants as characteristic functions of quadratic Wiener functionals", Electron. Comm. Probab., vol.9, pp.26--35 (2004)

P6. "Quadratic Wiener functional and dynamics on Grassmannians --- the framework and the simplest example", in "Stochastic Analysis and Mathematical Physics (SAMP/ANESTOC 2002)", ed. R.Rebolledo, J.Rezende, J-C.Zambrini., World Scientific, pp.117--128 (2004)

P7. "Lifting quadratic term structure models to infinite dimension", (with J. Akahori), Math. Finance, vol.16, issue 4, pp.635-645 (2006)

P8. "Smooth rough paths and the applications" (with T. Lyons), in Proceedings of 6th Ritsumeikan International Symposium on "Stochastic Processes and Applications to Mathematical Finance", World Scientific (2007).

P9. "Smooth rough paths and applications to Fourier analysis" (with T. Lyons), Rev. Mat. Iberoamericana 23, no.3, pp.1125-1140 (2007).

T3. Japanese translation of "Measure, Integral and Probability" (by M.Capinski and E.Kopp, Springer-Verlag), with S. Ninomiya, in Japanese, 278 pages, Baifu-kan publishing, (2008).

P10. "Rough path condtions for smooth paths", in "The 1st MSJ-SI: Probabilistic Approach to Geometry" Advanced Studies in Pure Mathematics vol.57, Mathematical Society of Japan, pp.129--139, (2010).

P11. "Fractional order Taylor's series and the neo-classical inequality" (with M.Hino), Bulletin of the London Mathematical Society, Vol. 42, pp.467-477, (2010). LMS 2016 Senior Berwick Prize paper. (arXiv:1001.1775)

T4. Japanese translation of "Unfinished Game --- Pascal, Fermat, and the Seventeenth-Century Letters that Made the World Modern" (by K.Devlin), 192 pages, Iwanami shoten publishers, (2010).

p2. "Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited" (with Y.Takahashi), preprint, (2016). arXiv:1610.06670

B2. "Measure, Probability, Lebesgue Integral" (in Japanese, 160 pages), Kodansha, Tokyo (2017)

Talks (1997- )

*S1. "Asymptotic Expansions of Stochastic Parallel Displacement", International Probability Theory Special month, 1st week, Symposium "Stchastic Analysis and Geometry", Sept. 4th-6th 1997, Kyushu Univ.)

S2. "Stochasitic Parallel Translation along Brownian Motion in Thin Tube", Symposium "Harmonic functions, Harmonic Maps, and Stochastic Analysis" (Dec. 10th(Wed.)-12th(Fri.) 1997, Osaka Univ.)

S3. "Notes on Malliavin Derivatives of Stochastic Parallel Displacement", Symposium "Stochastic Analysis and related topics" (Oct.19th(Mon.)-21th(Wed.) 1998, Tohoku Univ.)

S4. "Review -- Tsirelson's Triple Points", Symposium "Stochastic Analysis and related topics" (Jan. 21th -- 23th, 1999, Tohoku Univ.)

L1. "Psudo random numbers and simulations (Numerical analysis for Option Pricing)", Ritsumeikan Financial Technology School, (Feb. 25th -- 25th, 2000, Kinzai Seminar House, Tokyo)

*S5. "Quadratic Wiener Functionals, Jacobi Fields, and Plucker Coordinates", invited talk in Recontre Franco-Japonaise de Probabilites, (Nov. 27th -- Dec. 1st, 2000, Univ. Paris 6 Pierre et Marie Curie)

s1. "Quadratic Wiener functionals and Dynamics on Grassmannians", a series of talks in Private Seminar at Nagoya Univ., (14th -- 15th March 2001, Nagoya Univ.)

M1. "Quadratic Wiener Functionals and Dynamics on Grassmannians", Annual Meeting of Japan Math. Soc., (March 26th -- 29th, 2001, Keio University)

s2. "Quadratic Wiener Functionals and Dynamics on Grassmannians", Kansai Probability Seminar, (25th May 2001, Kyoto University)

L2. "Cryptography and Security", intense lectures in Nagoya Univ., (10th -- 13th Sept. 2001, Nagoya University)

*S6. "Quadratic Wiener Functionals and Dynamics on Grassmannians I, II, III", a series of invited talks (as one of main speakers with L-M.Wu), Symposium "Stochastic Analysis", (25th -- 27th Oct. 2001, Kyoto University)

s3. "Finite dimensional determinants as characteristic functions of quadratic Wiener functionals", (17th May 2002, Kyushu Probability seminar)

*S7. "Quadratic Wiener Functionals and Dynamics on Grassmannians --- Framework and Simplest example", invited talk in Symposium "The mathematical legacy of Feynman's path integral approach", (25th -- 28th June 2002, University of Lisbon, Portgul)

S8. "Asymptotic expansion in neighborhood of Caustics I and II" (review), a series of talks in Symposium "Analysis of functionals on Wiener space", (21th -- 23th Nov. 2002, Saga University, Saga)

S9. "Quadratic Wiener functionals and finite dimensional determinants as the characteristic functions", Symposium on Stochastic Analysis, (29th Sept. -- 1st Oct. 2003, Kyoto Univ. Kyoto)

*S.10."Determinants associated with quadratic Wiener functionals and their applications", Symposium "Stochastic analysis, Geometry and related topics", (9 th (Wed.)-- 11 th (Fri.) June 2004, in Keio Univ., Kanagawa)

*S.11. "Quadratic Wiener functionals revisited", in UK-Japan Winter School 2005 "Geometric, Spectral, and Stochastic Analysis" (9th -- 12th Jan. 2005, Wood Norton Hall and Conference Centre, Evesham, UK)

*s.4. "Rough path estimate for a smooth path (and Nonlinear Fourier transform)", 25th Apr. 2005, in Stochatic Analysis Seminar, Oxford Univ.

s.5. "Rough path estimate for smooth paths and the applications", 11th Nov. 2005, in Kansai Probability Seminar, Kyoto Univ.

S.12. "Smooth rough paths and related problems", 19-22th Dec. 2005, in Symposium on Probability Theory, Kyoto Univ.

*S.13. "Smooth rough paths and the applications", 6th-10th Mar. 2006, in Symposium "Stochastic Processes and Applications to Mathematical Finance 2006", Ritsumeikan Univ.

S.14. "Smooth rough paths and fundamental problems on Rough path theory", 27th-30th Mar. 2007, in Annual Meeting of Mathematical Society of Japan. (Special invited talk in Probability and Statistics Section)

S.15. "A smooth path to rough path theory", 3-4 Dec. 2007, in "Stochastic problems and Nonlinear PDEs", Kyoto University.

s.6. "Rough path theory and applications to classical/non-linear Fourier transform", 23 May 2008, in Non-linear PDE seminar, Kyoto University.

*S.16. "Rough path condition for Smooth paths", 31 July 2008, in The 1st MSJ-SI ("Probabilistic Approach to Geometry" 28 July-8 August, 2008, Invited talk), Kyoto University.

*S.17."On smooth rough paths as rough paths", 10 Dec 2008, in the 1st "Monash-Ritsumeikan Symposium on Probability and Related Field" 10-12 December 2008, Invited talk, Monash University, Melbourne.

S.18. "A rough path as as simple object and the problems, I and II", 5-7 Nov. 2009, in "Stochastic Analysis and related Field", invited talk, Tohoku University.

*S.19. "Solution of Lyons's Conjecture on Neo-Classical Inequality", 16-18 Feb. 2010, International Workshop on Mathematical Finance "Topics on Leading-edge Numerical Procedures and Models", Tokyo, invited talk.

S.20. "On Y.Takahashi's missing proof of Onsager-Machlup function", 13 Mar. 2010, Symposium "Recent topics in Mathematical Science" at RIMS, Kyoto.

*S.21, "On a global estimate for Fourier transforms of smooth rough paths", 25-26 Jan. 2012, in "Rough Path Analysis and Related Topics" at Nagoya University.

Others

Organizations

O1. A Member of Organaizing Comittee, "International Symposium on Stochastic Processes and Mathematical Finance", Ritsumeikan Univ., Shiga, (2001).

O2. A Member of Organaizing Comittee, "International Symposium on Stochastic Processes and Applications to Mathematical Finance", Ritsumeikan Univ., Shiga, 6 - 9th March (2002).

O3. A member of organizers, "Analysis of functionals on Wiener space" (in Saga Univ., Saga, 21 -- 23th Nov. 2002)

O4. A member of Organaizing Comittee, "International Symposium on Stochastic Processes and Mathematical Finance", (in Ritsumeikan Univ., Shiga, (March 2003).

O5. A member of Organaizing Comittee, "International Symposium on Stochastic Processes and Mathematical Finance", (in Ritsumeikan Univ., Shiga, March 2004).

O6. A member of Organaizing Comittee, "International Symposium on Stochastic Processes and the Applications to Mathematical Finance", (in Ritsumeikan Univ., Shiga, March 2006).

Volunteer Activities

V1. Japanese translation of "Linux XFree-to-Xinside mini-HOWTO" (Marco Melgazzi), in Linux JF Project, (1997).

V2. Japanese translation of "Security Quickstart HOWTO for Linux" (Hal Burgiss), in Linux JF Project, (2002).

V3. Japanese translation of "SSL Sertificates HOWTO" (Franck Martin), in Linux JF Project. (2003)

V4. Japanese translation of IECC Guideline (Version:4 Oct. 2007), IECC (Internet E-mail Chess Club), 7 Nov. 2007.

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Keisuke Hara, Ph.D.(Math.Sci.)
hara.keisuke [at] gmail.com