Profile

Department/Division/Title

Hiroshima University ･ Laboratory of Mathematics・Dept. of Electrical, Electronic and Systems Engineering and Mathematics, Graduate school of Engineering ･ Associate Professor

Name

Yasumasa SAISHO

Year of Birth

Education･Degree

M. Eng., Keio University (1981); Dr. Eng., Keio University (1987)

Field of Research

Probability Theory , Stochastic Processes, Application of probability theory to biology

Membership

Mathematical Society of Japan, Japanese Society for Mathematical Biology, The Entomological Society of Japan, Hemipterological Society of Japan, Japan Cicada Club

• 2001 - present: Associate Professor, Applied Mathematics reserch group, Department of Artificial Complex Systems Engineering, Graduate school of Engineering, Hiroshima University.
• 2000 - 2001: Associate Professor, Department of Applied Mathematics, Faculty of Engineering, Hiroshima University.
• 1996 - 2000: Associate Professor, Department of Computer Science, Faculty of Engineering, Kumamoto University
• 1992 - 1996: Associate Professor, Department of Mathematics, Faculty of Engineering, Kumamoto University.
• 1987 - 1992: Lecturer, Department of Mathematics, Faculty of Engineering, Kumamoto University.
  

Themes of Research and Their Contents

Themes of Research

Contents

Stochastic differential equations with reflecting barrier and related fields

Activities

Representative Papers [during the last 10 years]

• Mathematical models of the generation of radiation-induced DNA double-strand breaks, to appear in Journal of Mathematical Biology, Vol.65-3 (with A.Ito).
• Mathematical observations on the relation between eclosion periods and the copulation rate of cicadas, Mathematical Biosciences and Engineering, Vol.7-2 (2010), 443-453.
• Limit distribution of a one-dimensional reflecting process of jump type, Tokyo J. Math. 32-1 (2009), 1-17.
• A stochastic model describing the number of male insects which are left without partners, Ecological Modelling 207 (2007), 155-158.
• Effect of random errors on statistical behavior of discretized dynamical system ,Information 10-1 (2007), 5-14
  (with I. Hataue).
• Stochastic models describing human metabolism processes using stochastic differential equations, Stochastic Models 22 (2006), 273-287 (with T. Kawamura).
• Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier, Dynamic Systems and Applications Journal 15 (2006), 287-300 (with S. Kanagawa and H. Uesu).
• Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method, Discrete and Continuous Dynamical Systems 2005 (2005) 463-475 (with S. Kanagawa, K. Inoue and A. Arimoto ) .
• Numerical simulation of multi dimensional re?ecting geometrical Brownian motion and its application to mathematical ?nance, Invited Talks from the Fourth World Congress of Nonlinear Analysts (WCNA 2004), Orlando, Florida, USA, 2004, Nonlinear analysis 63 (2005), e2209-e2222 (with S. Kanagawa and A. Arimoto).
• A generalization of Rao-Blackwell's theorem with respect to loss functions, Bul letin of the graduate school of engineering, Hiroshima University 50 (2001) 15 -19（with T.Kawamura, I.Higuchi and K.Iwase).
• S.Kanagawa and Y.Saisho, "Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation", Monte Carlo Methods Appl., Vol. 6, No. 2, pp.105 --114 (2000).
• Y.Sasiho, "Limit theorems and random spacings related to cutting of DNAs by radiation", Statistics and Probability Letters 43, pp.361--367 (1999)

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