| Publication | Date of Publication | Type |
|---|
Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model
Japan Journal of Industrial and Applied Mathematics | 2023-06-28 | Paper |
Correction to: ``Mean value theorems for the noncausal stochastic integral''
Japan Journal of Industrial and Applied Mathematics | 2023-01-17 | Paper |
Reconstruction of a noncausal function from its SFCs by Bohr convolution
Stochastics | 2022-07-05 | Paper |
Mean value theorems for the noncausal stochastic integral
Japan Journal of Industrial and Applied Mathematics | 2022-05-09 | Paper |
A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral
Japan Journal of Industrial and Applied Mathematics | 2020-02-28 | Paper |
| On a real-time scheme for the estimation of volatility | 2018-06-06 | Paper |
| Some remarks on the real-time scheme for the estimation of spot volatility | 2018-06-06 | Paper |
Regularity of Gaussian processes on Dirichlet spaces
Constructive Approximation | 2018-04-17 | Paper |
Some aspects of strong inversion formulas of an SFT
Japan Journal of Industrial and Applied Mathematics | 2018-04-12 | Paper |
| Noncausal stochastic calculus | 2017-08-02 | Paper |
BPE and a noncausal Girsanov's theorem
Sankhyā. Series A | 2017-01-25 | Paper |
A direct inversion formula for SFT
Sankhyā. Series A | 2015-06-30 | Paper |
On a stochastic Fourier coefficient: case of noncausal functions
Journal of Theoretical Probability | 2014-06-27 | Paper |
On a stochastic Fourier transformation
Stochastics | 2014-04-25 | Paper |
Identification of a noncausal Itô process from the stochastic Fourier coefficients
Bulletin des Sciences Mathématiques | 2014-02-13 | Paper |
On the discrete approximation of occupation time of diffusion processes
Electronic Journal of Statistics | 2013-05-28 | Paper |
Real-time estimation scheme for the spot cross volatility of jump diffusion processes
Mathematics and Computers in Simulation | 2010-07-28 | Paper |
A central limit theorem for the functional estimation of the spot volatility
Monte Carlo Methods and Applications | 2010-02-10 | Paper |
| scientific article; zbMATH DE number 5509229 (Why is no real title available?) | 2009-02-18 | Paper |
| scientific article; zbMATH DE number 5509230 (Why is no real title available?) | 2009-02-18 | Paper |
Real-time scheme for the volatility estimation in the presence of microstructure noise
Monte Carlo Methods and Applications | 2009-01-09 | Paper |
| A convolution approach to multivariate Bessel proceses | 2008-06-11 | Paper |
| Stochastic integral equations of Fredholm type | 2008-02-11 | Paper |
| scientific article; zbMATH DE number 5233997 (Why is no real title available?) | 2008-02-11 | Paper |
Pricing rules under asymmetric information
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Pricing rules under asymmetric information
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
On a real-time scheme for the estimation of volatility
Monte Carlo Methods and Applications | 2007-10-22 | Paper |
| Nonlinear feedback effects by hedging strategies | 2006-09-11 | Paper |
A BPE model for the Burgers equation
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2004-11-05 | Paper |
On a discrete stochastic approximation and its application to data analysis
Monte Carlo Methods and Applications | 2004-03-17 | Paper |
A quasi-random walk method for one-dimensional reaction-diffusion equations
Mathematics and Computers in Simulation | 2003-05-19 | Paper |
Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs
Mathematics and Computers in Simulation | 2003-05-19 | Paper |
| scientific article; zbMATH DE number 1790426 (Why is no real title available?) | 2002-08-28 | Paper |
| scientific article; zbMATH DE number 1789171 (Why is no real title available?) | 2002-08-26 | Paper |
On a deterministic approach to the numerical solution of the SDE
Mathematics and Computers in Simulation | 2002-04-03 | Paper |
On a class of SPDEs called Brownian particle equation model for nonlinear diffusions
Monte Carlo Methods and Applications | 2002-02-03 | Paper |
Noncausal stochastic integral equations and numerical solution methods for them
RIMS Kokyuroku | 2001-03-21 | Paper |
| scientific article; zbMATH DE number 1398036 (Why is no real title available?) | 2000-02-03 | Paper |
| scientific article; zbMATH DE number 1380711 (Why is no real title available?) | 1999-12-20 | Paper |
| scientific article; zbMATH DE number 1377779 (Why is no real title available?) | 1999-12-14 | Paper |
| scientific article; zbMATH DE number 1377853 (Why is no real title available?) | 1999-12-14 | Paper |
Weak rate of convergence for an Euler scheme of nonlinear SDE’s
Monte Carlo Methods and Applications | 1998-02-25 | Paper |
On a Robustness of The Random Particle Method
Monte Carlo Methods and Applications | 1996-11-19 | Paper |
Some problems in the simulation of nonlinear diffusion processes
Mathematics and Computers in Simulation | 1995-09-04 | Paper |
Monte Carlo simulation of nonlinear diffusion processes. II
Japan Journal of Industrial and Applied Mathematics | 1994-11-01 | Paper |
Monte Carlo simulation of nonlinear diffusion processes
Japan Journal of Industrial and Applied Mathematics | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 19585 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19585 (Why is no real title available?) | 1992-06-26 | Paper |
Pseudorandom functions whose asymptotic distributions are asymptotically Gaussian
Journal of Mathematical Analysis and Applications | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4194877 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4009467 (Why is no real title available?) | 1986-01-01 | Paper |
The stochastic integral of noncausal type as an extension of the symmetric integrals
Japan Journal of Applied Mathematics | 1985-01-01 | Paper |
Quelques propriétés de l’intégrale stochastique du type noncausal
Japan Journal of Applied Mathematics | 1984-01-01 | Paper |
Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes
Tôhoku Mathematical Journal. Second Series | 1984-01-01 | Paper |
Correction à: Une remarque sur l'approximation de l'intégrale stochastique du type noncausal par une suite des intégrales de Stieltjes
Tôhoku Mathematical Journal. Second Series | 1984-01-01 | Paper |
On the Ito formula of noncausal type
Proceedings of the Japan Academy. Series A | 1984-01-01 | Paper |
Sur la question d'existence de solutions d'une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type)
Journal of Mathematics of Kyoto University | 1984-01-01 | Paper |
Quelques propriétés de l’intégrale stochastique du type noncausal
Japan Journal of Applied Mathematics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3617292 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3686515 (Why is no real title available?) | 1978-01-01 | Paper |
Equation de Schrödinger et équation de particule brownienne
Journal of Mathematics of Kyoto University | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3518054 (Why is no real title available?) | 1975-01-01 | Paper |
Le bruit blanc et calcul stochastique
Proceedings of the Japan Academy, Series A, Mathematical Sciences | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3483340 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3622741 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3622741 (Why is no real title available?) | 1974-01-01 | Paper |
A partial differential equation with the white noise as a coefficient
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1973-01-01 | Paper |
On a Riemann definition of the stochastic integral, I
Proceedings of the Japan Academy, Series A, Mathematical Sciences | 1970-01-01 | Paper |
On a Riemann definition of the stochastic integral, II
Proceedings of the Japan Academy, Series A, Mathematical Sciences | 1970-01-01 | Paper |
