Tomoyuki Ichiba

Finance · 2008–2011

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #5,376 of 10,518 by trust here, #7,575 by citations
• Statistics and Probability — 10 citations into it
• Management Science and Operations Research — 8 citations into it
• Mathematical Physics — 7 citations into it; #5,515 of 8,562 by trust here, #6,594 by citations
• Applied Mathematics — 5 citations into it
• Economics and Econometrics — 5 citations into it; #21,477 of 23,481 by trust here, #21,405 by citations

Whom Tomoyuki Ichiba trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Adrian Banner
2. Ioannis Karatzas
3. Soumik Pal
4. Robert Fernholz
5. Jon Warren
6. Jim Pitman
7. Arnaud Guillin
8. V. Papathanakos
9. D. Bakry
10. Vivek Shripad Borkar

Who trusts Tomoyuki Ichiba overall

1. Ioannis Karatzas
2. Mykhaylo Shkolnikov
3. Soumik Pal

Papers from Tomoyuki Ichiba's perspective

Ordered by how strongly the researchers Tomoyuki Ichiba trusts endorse each paper. Same corpus, a different order for every researcher.

1. Atlas models of equity markets
2. Dyson's Brownian motions, intertwining and interlacing
3. Local times of ranked continuous semimartingales
4. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
5. ONE-DIMENSIONAL BROWNIAN PARTICLE SYSTEMS WITH RANK DEPENDENT DRIFTS
6. The concentration of measure phenomenon
7. Stochastic Portfolio Theory: an Overview
8. On collisions of Brownian particles
9. HYBRID ATLAS MODELS
10. Controlled diffusion processes

Their papers

• HYBRID ATLAS MODELS (2009) — 136 citations
• Strong solutions of stochastic equations with rank-based coefficients (2011) — 72 citations
• On collisions of Brownian particles (2008) — 67 citations
• Convergence rates for rank-based models with applications to portfolio theory (2011) — 63 citations