フォロー
Tomooki Yuasa
タイトル
引用先
引用先
Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
P Andersson, A Kohatsu-Higa, T Yuasa
Stochastic Processes and their Applications 130 (9), 5543-5574, 2020
42020
Three-candidate election strategy
DC Brody, T Yuasa
Royal Society Open Science 10 (9), 230584, 2023
22023
L q -error estimates for approximation of irregular functionals of random vectors
D Taguchi, A Tanaka, T Yuasa
IMA Journal of Numerical Analysis 42 (1), 840-873, 2022
22022
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula
T Nishimura, K Yasutomi, T Yuasa
Journal of Theoretical Probability 35 (4), 2518-2539, 2022
12022
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables
J Akahori, M Kinuya, T Sawai, T Yuasa
Mathematics and Computers in Simulation 187, 540-565, 2021
12021
Semi-implicit Euler–Maruyama scheme for polynomial diffusions on the unit ball
T Nakagawa, D Taguchi, T Yuasa
Journal of Mathematical Analysis and Applications 519 (2), 126829, 2023
2023
Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection
T Yuasa
Japan Journal of Industrial and Applied Mathematics 37 (1), 263-282, 2020
2020
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論文 1–7