School personnel information

写真b

SEKINE Jun


Keyword

mathematical finance

URL

http://www.sigmath.es.osaka-u.ac.jp/~sekine/

Organization 【 display / non-display

  • 1999.01.01 - 2003.03.31, Department of Systems Innovation, Graduate School of Engineering Science, Associate Professor

  • 2003.04.01 - 2005.03.31, Department of Systems Innovation, Graduate School of Engineering Science, Associate Professor

  • 2008.06.01 - 2010.05.31, Center for the Study of Finance and Insurance, Specially Appointed Professor

  • 2010.06.01 - , Department of Systems Innovation, Graduate School of Engineering Science, Professor

  • 2010.06.01 - , Center for Mathematical Modeling and Data Science

Education 【 display / non-display

The University of Tokyo Faculty of Liberal Arts  Graduated 1988.03
The University of Tokyo Graduate School, Division of Science  Completed 1990.03
The University of Tokyo Graduate School, Division of Science  Completed 1994.03
 

Academic Papers 【 display / non-display

  • Backward Stochastic Differential Equations and Their Applications (IV), Jun Sekine, Applied Mathematics,29(4) 30-35, 2020.01, Review Papers(In Japanese)

  • Stochastic modelling with randomised Markov bridges, Andrea Macrina, Jun Sekine, Stochastics, 2019.12, Papers

  • Backward Stochastic Differential Equations and Their Applications (III), Jun Sekine, Applied Mathematics,29(3) 28-33, 2019.09, Review Papers(In Japanese)

  • Backward Stochastic Differential Equations and Their Applications (II), Jun Sekine, Applied Mathematics,29(2) 31-36, 2019.06, Review Papers(In Japanese)

  • Backward Stochastic Differential Equations and Their Applications (I), Jun Sekine, Applied Mathematics,29(1) 35-40, 2019.03, Review Papers(In Japanese)

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