Tomoyuki Ichiba

545 total citations
19 papers, 222 citations indexed

About

Tomoyuki Ichiba is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Tomoyuki Ichiba has authored 19 papers receiving a total of 222 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 9 papers in Mathematical Physics and 8 papers in Economics and Econometrics. Recurrent topics in Tomoyuki Ichiba's work include Stochastic processes and financial applications (14 papers), Stochastic processes and statistical mechanics (9 papers) and Complex Systems and Time Series Analysis (5 papers). Tomoyuki Ichiba is often cited by papers focused on Stochastic processes and financial applications (14 papers), Stochastic processes and statistical mechanics (9 papers) and Complex Systems and Time Series Analysis (5 papers). Tomoyuki Ichiba collaborates with scholars based in United States, Hungary and Argentina. Tomoyuki Ichiba's co-authors include Ioannis Karatzas, Jean‐Pierre Fouque, Robert Fernholz, Mykhaylo Shkolnikov, Jan Večeř, E. Robert Fernholz, Soumik Pal, Constantinos Kardaras, Tian Zheng and Brian R. Morton and has published in prestigious journals such as Journal of Molecular Evolution, Journal of Optimization Theory and Applications and Probability Theory and Related Fields.

In The Last Decade

Tomoyuki Ichiba

14 papers receiving 208 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Tomoyuki Ichiba United States 10 146 82 79 36 22 19 222
Nino Kordzakhia Australia 8 95 0.7× 55 0.7× 42 0.5× 54 1.5× 30 1.4× 23 225
Joana Mohr Brazil 5 114 0.8× 69 0.8× 92 1.2× 24 0.7× 31 1.4× 8 237
Chunhua Ma China 10 229 1.6× 43 0.5× 117 1.5× 54 1.5× 43 2.0× 18 274
Aleksandar Mijatović United Kingdom 11 352 2.4× 116 1.4× 107 1.4× 33 0.9× 83 3.8× 65 453
Mykhaylo Shkolnikov United States 10 135 0.9× 46 0.6× 100 1.3× 64 1.8× 27 1.2× 26 213
Hamed Amini United States 11 177 1.2× 127 1.5× 46 0.6× 25 0.7× 57 2.6× 43 336
Thomas Simon France 9 108 0.7× 11 0.1× 104 1.3× 31 0.9× 39 1.8× 50 301
Jaya P. N. Bishwal United States 8 199 1.4× 33 0.4× 37 0.5× 117 3.3× 55 2.5× 33 298
Bruno Bassan Italy 10 118 0.8× 61 0.7× 28 0.4× 137 3.8× 153 7.0× 22 310

Countries citing papers authored by Tomoyuki Ichiba

Since Specialization
Citations

This map shows the geographic impact of Tomoyuki Ichiba's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tomoyuki Ichiba with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tomoyuki Ichiba more than expected).

Fields of papers citing papers by Tomoyuki Ichiba

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tomoyuki Ichiba. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tomoyuki Ichiba. The network helps show where Tomoyuki Ichiba may publish in the future.

Co-authorship network of co-authors of Tomoyuki Ichiba

This figure shows the co-authorship network connecting the top 25 collaborators of Tomoyuki Ichiba. A scholar is included among the top collaborators of Tomoyuki Ichiba based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Tomoyuki Ichiba. Tomoyuki Ichiba is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

19 of 19 papers shown
1.
Ichiba, Tomoyuki, et al.. (2025). Optimal Investment with Insider Information Using Skorokhod & Russo-Vallois Integration. Journal of Optimization Theory and Applications. 207(3).
2.
Ichiba, Tomoyuki, Guodong Pang, & Murad S. Taqqu. (2025). Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing. Finance and Stochastics. 29(3). 757–789.
3.
Ichiba, Tomoyuki, et al.. (2025). Short Communication: Finding the Nonnegative Minimal Solutions of Cauchy PDEs in a Volatility-Stabilized Market. SIAM Journal on Financial Mathematics. 16(4). SC76–SC87.
4.
Ichiba, Tomoyuki, et al.. (2022). Convolutional signature for sequential data. RePEc: Research Papers in Economics. 5(1). 3–28. 1 indexed citations
5.
Ichiba, Tomoyuki & Ioannis Karatzas. (2022). Degenerate competing three-particle systems. Bernoulli. 28(3).
6.
Ichiba, Tomoyuki, et al.. (2019). Stationary distributions and convergence for Walsh diffusions. Bernoulli. 25(4A). 3 indexed citations
7.
Ichiba, Tomoyuki, et al.. (2018). Stochastic integral equations for Walsh semimartingales. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 54(2). 9 indexed citations
8.
Fernholz, E. Robert, Tomoyuki Ichiba, & Ioannis Karatzas. (2013). Two Brownian particles with rank-based characteristics and skew-elastic collisions. Stochastic Processes and their Applications. 123(8). 2999–3026. 9 indexed citations
9.
Fouque, Jean‐Pierre & Tomoyuki Ichiba. (2013). Stability in a Model of Interbank Lending. SIAM Journal on Financial Mathematics. 4(1). 784–803. 40 indexed citations
10.
Ichiba, Tomoyuki, Soumik Pal, & Mykhaylo Shkolnikov. (2012). Convergence rates for rank-based models with applications to portfolio theory. Probability Theory and Related Fields. 156(1-2). 415–448. 15 indexed citations
11.
Fernholz, Robert, Tomoyuki Ichiba, & Ioannis Karatzas. (2012). A second-order stock market model. Annals of Finance. 9(3). 439–454. 14 indexed citations
12.
Fernholz, E. Robert, et al.. (2012). Planar diffusions with rank-based characteristics and perturbed Tanaka equations. Probability Theory and Related Fields. 156(1-2). 343–374. 16 indexed citations
13.
Ichiba, Tomoyuki, Ioannis Karatzas, & Mykhaylo Shkolnikov. (2012). Strong solutions of stochastic equations with rank-based coefficients. Probability Theory and Related Fields. 156(1-2). 229–248. 25 indexed citations
14.
Ichiba, Tomoyuki, et al.. (2011). Hybrid Atlas models. The Annals of Applied Probability. 21(2). 47 indexed citations
15.
Ichiba, Tomoyuki & Constantinos Kardaras. (2011). Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation. Journal of Applied Probability. 48(3). 699–712. 8 indexed citations
16.
Ichiba, Tomoyuki & Constantinos Kardaras. (2011). Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation. Journal of Applied Probability. 48(3). 699–712. 2 indexed citations
17.
Večeř, Jan, et al.. (2009). Estimating the Effect of the Red Card in Soccer: When to Commit an Offense in Exchange for Preventing a Goal Opportunity. Journal of Quantitative Analysis in Sports. 5(1). 17 indexed citations
18.
Zheng, Tian, Tomoyuki Ichiba, & Brian R. Morton. (2007). Assessing Substitution Variation Across Sites in Grass Chloroplast DNA. Journal of Molecular Evolution. 64(6). 605–613. 7 indexed citations
19.
Večeř, Jan, et al.. (2007). On Probabilistic Excitement of Sports Games. Journal of Quantitative Analysis in Sports. 3(3). 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Nino Kordzakhia Breakdown of academic impact, for papers by Joana Mohr Breakdown of academic impact, for papers by Chunhua Ma Breakdown of academic impact, for papers by Aleksandar Mijatović Breakdown of academic impact, for papers by Mykhaylo Shkolnikov Breakdown of academic impact, for papers by Hamed Amini Breakdown of academic impact, for papers by Thomas Simon Breakdown of academic impact, for papers by Jaya P. N. Bishwal Breakdown of academic impact, for papers by Bruno Bassan
Rankless by CCL
2026