Articles in Scholarly Journals [Incomplete List]

1. Stopping Problems of Certain Multiplicative Functionals and Optimal Investment with Transaction Costs
   Applied Mathematics and Optimization, vol. 55, no. 3, pp. 359–384, 2006
2. Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
   SIAM Journal on Control and Optimization, vol. 41, no. 6, p. 1779, 2003
3. An Integrable Mapping with Fractional Difference
   Journal of the Physics Society Japan, vol. 72, no. 9, pp. 2181–2183, 2003
4. Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon
   The Annals of Applied Probability, vol. 12, no. 1, pp. 173–195, 2002
5. Risk-sensitive portfolio optimization on infinite time horizon
   Stochastics and Stochastics Reports, vol. 73, no. 3-4, pp. 309–331, 2002
6. Conserved quantities of box and ball system
   Glasgow Mathematical Journal, vol. 43, no. A, pp. 91–97, 2001
7. Conditions for No Breakdown and Bellman Equations of Risk-Sensitive Control
   Applied Mathematics and Optimization, vol. 42, no. 2, pp. 91–101, 2000
8. Soliton cellular automaton, Toda molecule equation and sorting algorithm
   Physics Letters A, vol. 255, no. 4-6, pp. 265–271, 1999
9. Some Results on Risk-Sensitive Control with Full Observation
   Applied Mathematics and Optimization, vol. 37, no. 1, pp. 1–41, 1998
10. Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control
    SIAM Journal on Control and Optimization, vol. 35, no. 4, p. 1093, 1997
11. SIAM Journal on Control and Optimization, vol. 34, no. 1, Article ID 0334004, 1996
12. Extremal holomorphic diffusion processes
    Potential Analysis, vol. 2, no. 4, pp. 371–386, 1993
13. A Remark on Parabolic Harnack Inequalities
    Bulletin of the London Mathematical Society, vol. 24, no. 5, pp. 469–474, 1992
14. Non zero-sum stopping games of symmetric Markov processes
    Probability Theory and Related Fields, vol. 75, no. 4, pp. 487–497, 1987
15. SIAM Journal on Control and Optimization, vol. 23, no. 3, Article ID 0323025, 1985
16. On an impulsive control of additive processes
    Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol. 53, no. 1, pp. 1–16, 1980
17. System-theoretical approach to model reduction and system-order determination
    International Journal of Control, vol. 22, no. 6, pp. 807–819, 1975