{"created":"2021-03-01T06:59:30.396300+00:00","id":39951,"links":{},"metadata":{"_buckets":{"deposit":"7bffbd51-7572-4469-ac00-4c56460a8a1e"},"_deposit":{"id":"39951","owners":[],"pid":{"revision_id":0,"type":"depid","value":"39951"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00039951","sets":["312:6865:6866:6867","9:504:6868:6869:6870"]},"item_4_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2016-02-25","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"568","bibliographicPageStart":"529","bibliographicVolumeNumber":"23","bibliographic_titles":[{"bibliographic_title":"Journal of mathematical sciences, the University of Tokyo"}]}]},"item_4_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We present a representation theorem for a filtering model with first-passage-type stopping time. The model is constructed from two unobservable processes and one observable process that is under the influence of two unobservable processes. A filter is constructed using Brownian motion in the observable process and a first-passage-type stopping time in an unobservable process. Though our theorems are similar to those of Nakagawa[5], we do not use pinned Brownian motion measure, which is difficult to deal with. In addition, we describe a representation theorem for another filtration that was not discussed by Nakagawa[5].","subitem_description_type":"Abstract"}]},"item_4_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Graduate School of Mathematical Sciences, The University of Tokyo"}]},"item_4_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11021653","subitem_source_identifier_type":"NCID"}]},"item_4_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"13405705","subitem_source_identifier_type":"ISSN"}]},"item_4_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"415","subitem_subject_scheme":"NDC"}]},"item_4_text_16":{"attribute_name":"Mathematical Reviews Number","attribute_value_mlt":[{"subitem_text_value":"MR"}]},"item_4_text_17":{"attribute_name":"Mathmatical Subject Classification","attribute_value_mlt":[{"subitem_text_value":"60G35(MSC2010)"},{"subitem_text_value":"60H05(MSC2010)"},{"subitem_text_value":"60H30(MSC2010)"},{"subitem_text_value":"60J75(MSC2010)"}]},"item_4_text_33":{"attribute_name":"原稿受領日","attribute_value_mlt":[{"subitem_text_value":"2014-11-17"}]},"item_4_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Nomura Securities CO., LTD. Global Markets Research Japan"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Nakashima, Takenobu"}],"nameIdentifiers":[{"nameIdentifier":"92356","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-06-14"}],"displaytype":"detail","filename":"jms230206.pdf","filesize":[{"value":"252.5 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"jms230206.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/39951/files/jms230206.pdf"},"version_id":"06b06192-c177-4439-86bd-e35aefac08d3"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Information","subitem_subject_scheme":"Other"},{"subitem_subject":"hazard process of default time","subitem_subject_scheme":"Other"},{"subitem_subject":"intensity","subitem_subject_scheme":"Other"},{"subitem_subject":"filtration","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"A Representation Theorem on a Filtering Model with First-Passage-Type Stopping Time","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Representation Theorem on a Filtering Model with First-Passage-Type Stopping Time"}]},"item_type_id":"4","owner":"1","path":["6867","6870"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-04-13"},"publish_date":"2017-04-13","publish_status":"0","recid":"39951","relation_version_is_last":true,"title":["A Representation Theorem on a Filtering Model with First-Passage-Type Stopping Time"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:14:48.121229+00:00"}