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 | 4 | 2020 |
Three-candidate election strategy DC Brody, T Yuasa Royal Society Open Science 10 (9), 230584, 2023 | 2 | 2023 |
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 | 2 | 2022 |
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 | 1 | 2022 |
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 | 1 | 2021 |
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 |