- Paper: How fake news can turn against its spreader, PLOS One, 20(9) e0331608, Sep 5, 2025
- Paper: Simple variational inference based on minimizing Kullback–Leibler divergence, Information Geometry, 7(2) 449-470, Oct 13, 2024
- Paper: Three-candidate election strategy, Royal Society Open Science, 10(9), Sep 27, 2023
- Paper: Semi-implicit Euler–Maruyama scheme for polynomial diffusions on the unit ball, Journal of Mathematical Analysis and Applications, 519(2) 126829, Mar 15, 2023
- Paper: Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula, Journal of Theoretical Probability, 35(4) 2518-2539, Dec, 2022
- Paper: Lq-error estimates for approximation of irregular functionals of random vectors, IMA Journal of Numerical Analysis, 42(1) 840-873, Jan, 2022
- Paper: An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables, Mathematics and Computers in Simulation, 187 540-565, Sep, 2021
- Paper: Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations, Stochastic Processes and their Applications, 130(9) 5543-5574, Sep, 2020
- Paper: Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection, Japan Journal of Industrial and Applied Mathematics, 37(1) 263-282, Jan, 2020
Research Experience
- Apr, 2024 - Present: Associate Professor, Faculty of Economics and Business Administration, Graduate School of Management, Tokyo Metropolitan University
- Oct, 2025 - Mar, 2026: Part-time Lecturer, Department of Mathematical Sciences, College of Systems Engineering and Science, Shibaura Institute of Technology
- Apr, 2023 - Mar, 2024: Part-time Lecturer, Department of Mathematical Sciences, College of Systems Engineering and Science, Shibaura Institute of Technology
- Apr, 2022 - Mar, 2024: Assistant Professor, Faculty of Economics and Business Administration, Graduate School of Management, Tokyo Metropolitan University
- Apr, 2020 - Mar, 2022: Assistant Professor, Department of Mathematical Sciences, College of Science and Engineering, Ritsumeikan University
Background
- Probability theory
- Stochastic process
- Stochastic calculus
- Malliavin calculus
- Numerical analysis
Miscellany
- Misc: Strategic Interactions in Setting Up Decentralized Exchanges: Conflict of Interest between Liquidity Providers and Platformers, SSRN:4973251, Sep 26, 2024