Takahiro Tsuchiya

Available identifiers

Publication	Date of Publication	Type
Fully coupled drift-less forward and backward stochastic differential equations in a degenerate case	2023-06-28	Paper
Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations	2022-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q5011466	2021-08-27	Paper
A model of regression lines through a common point: estimation of the focal point in wind-blown sand phenomena	2020-10-26	Paper
Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes	2019-03-15	Paper
Stability problems for Cantor stochastic differential equations	2017-12-01	Paper
A heat kernel approach to interest rate models	2014-08-29	Paper
Convergence rate of stability problems of SDEs with (dis-)continuous coefficients	2014-01-18	Paper
HKA to single defaultable bond	2012-06-04	Paper
What is the natural scale for a Lévy process in modelling term structure of interest rates?	2007-11-27	Paper
On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class	2007-02-05	Paper
On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α	2006-09-18	Paper
General saddlepoint approximations and normalizing transformations for multivariate statistics	1999-11-10	Paper
General saddlepoint approximations to distributions under an elliptical population	1999-06-29	Paper

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