On the existence of optimal policies for linear partially observable stochastic control

Common property resource and private capital accumulation with random jump

Fujisaki, Masatoshi, (2005)

A variational formula for the principal eigenvalue for nonlinear semigroup associated with maximizing operator and its applications

Fujisaki, Masatoshi, (2003)

Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes

Fujisaki, Masatoshi, (2009)