Alberto Ohashi

Available identifiers

zbMath Open ohashi.alberto-masayoshi-fMaRDI QIDQ274835

List of research outcomes

Publication	Date of Publication	Type
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	2024-03-26	Paper
https://portal.mardi4nfdi.de/entity/Q6146325	2024-02-05	Paper
The $L^2$-norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H > \frac{1}{2}$	2023-10-24	Paper
The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H< \frac{1}{2}$	2023-09-18	Paper
On path-dependent SDEs involving distributional drifts	2022-04-07	Paper
\(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)	2022-01-06	Paper
Smoothness of densities for path-dependent SDEs under Hörmander's condition	2021-10-22	Paper
Rough paths and regularization	2021-06-15	Paper
Existence of densities for stochastic evolution equations driven by fractional Brownian motion	2021-03-09	Paper
Discrete-type approximations for non-Markovian optimal stopping problems. II	2021-01-18	Paper
Discrete-type approximations for non-Markovian optimal stopping problems: Part I	2019-12-17	Paper
A weak version of path-dependent functional Itô calculus	2018-11-08	Paper
Weak differentiability of Wiener functionals and occupation times	2018-10-29	Paper
Corrigendum to: ``Weak approximations for Wiener functionals.	2017-08-08	Paper
Stochastic Near-Optimal Controls for Path-Dependent Systems	2017-07-16	Paper
A noisy principal component analysis for forward rate curves	2016-10-06	Paper
A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility	2016-04-25	Paper
Classical solution to a multidimensional stochastic Burgers equation via forward-backward SDEs	2016-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q3467661	2016-02-04	Paper
Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691	2015-08-28	Paper
A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time	2015-06-11	Paper
Path-dependent It\^o formulas under finite $(p,q)$-variation regularity	2015-05-05	Paper
Principal Components Analysis for Semimartingales and Stochastic PDE	2015-03-19	Paper
Weak Functional It\^o Calculus and Applications	2014-08-06	Paper
A Maximal Inequality of the 2D Young Integral based on Bivariations	2014-08-06	Paper
Weak approximations for Wiener functionals	2013-09-05	Paper
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility	2013-08-07	Paper
On the Discrete Cram\'er-von Mises Statistics under Random Censorship	2012-01-11	Paper
Fractional term structure models: No-arbitrage and consistency	2009-08-27	Paper
Stochastic Evolution Equations Driven by a Fractional White Noise	2006-07-13	Paper

Research outcomes over time

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