Takafumi Amaba

MaRDI QIDQ1751958zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simple variational inference based on minimizing Kullback-Leibler divergence Information Geometry	2025-01-10	Paper
\(L^2\)-convergence rate for the discretization error of functions of Lévy process Stochastics	2022-07-05	Paper
Controlled Loewner-Kufarev equation embedded into the universal Grassmannian SIGMA. Symmetry, Integrability and Geometry: Methods and Applications	2021-01-28	Paper
Univalence and holomorphic extension of the solution to \(\omega\)-controlled Loewner-Kufarev equations Journal of Differential Equations	2020-05-14	Paper
Modulus of continuity of controlled Loewner-Kufarev equations and random matrices Analysis and Mathematical Physics	2020-05-12	Paper
Convergence implications via dual flow method (available as arXiv preprint)	2019-10-14	Paper
Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals	2018-06-27	Paper
Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (available as arXiv preprint)	2018-06-27	Paper
A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry Tôhoku Mathematical Journal. Second Series	2018-05-25	Paper
A discrete-time Clark-Ocone formula and its application to an error analysis Journal of Theoretical Probability	2017-10-23	Paper
A discrete-time Clark-Ocone formula for Poisson functionals Asia-Pacific Financial Markets	2015-08-06	Paper
An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula Mathematical Journal of Okayama University	2013-07-12	Paper
Some simulation results on the computation of delta of path-dependent options using a discrete version of Clark-Ocone formula	2012-06-04	Paper

Research outcomes over time

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