| Publication | Date of Publication | Type |
|---|
Stochastic optimal transport with at most quadratic growth cost
Applied Mathematics and Optimization | 2024-07-01 | Paper |
Stochastic optimal transport with at most quadratic growth cost
| 2023-06-11 | Paper |
A remark on the Lagrangian formulation of optimal transport with a non-convex cost
| 2022-12-27 | Paper |
Stochastic optimal transportation. Stochastic control with fixed marginals
SpringerBriefs in Mathematics | 2021-05-18 | Paper |
Stochastic optimal transport revisited
SN Partial Differential Equations and Applications | 2021-05-03 | Paper |
Regularity of Schrödinger's functional equation in the weak topology and moment measures
Journal of the Mathematical Society of Japan | 2021-03-03 | Paper |
Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes
Osaka Journal of Mathematics | 2019-12-18 | Paper |
Two end points marginal problem by stochastic optimal transportation
SIAM Journal on Control and Optimization | 2015-08-20 | Paper |
A characterization of the Knothe-Rosenblatt processes by a convergence result
SIAM Journal on Control and Optimization | 2012-11-29 | Paper |
Equivalent conditions on the central limit theorem for a sequence of probability measures on \(\mathbb R\)
Statistics & Probability Letters | 2012-09-02 | Paper |
Maxima and Minima of Overall Survival Functions with Fixed Marginal Distributions and Transmission of Technology
Communications in Statistics. Theory and Methods | 2012-08-02 | Paper |
Optimal Transportation Problem by Stochastic Optimal Control
SIAM Journal on Control and Optimization | 2009-05-27 | Paper |
Duality theorem for the stochastic optimal control problem
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Semimartingales from the Fokker-Planck equation
Applied Mathematics and Optimization | 2006-09-12 | Paper |
A simple proof of duality theorem for Monge-Kantorovich problem
Kodai Mathematical Journal | 2006-07-14 | Paper |
Convexified Gauss Curvature flow of Sets: A Stochastic Approximation
SIAM Journal on Mathematical Analysis | 2005-02-28 | Paper |
Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-10-05 | Paper |
Covariance kernel and the central limit theorem in the total variation distance
Journal of Multivariate Analysis | 2004-10-01 | Paper |
Motion of a graph by \(R\)-curvature
Archive for Rational Mechanics and Analysis | 2004-09-22 | Paper |
A level set approach to the wearing process of a nonconvex stone
Calculus of Variations and Partial Differential Equations | 2004-03-11 | Paper |
A two-dimensional random crystalline algorithm for Gauss curvature flow
Advances in Applied Probability | 2003-09-24 | Paper |
A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics
Stochastic Analysis and Applications | 2003-03-22 | Paper |
Optimal control for absolutely continuous stochastic processes and the mass transportation problem
Electronic Communications in Probability | 2003-02-25 | Paper |
A mathematical model of the wearing process of a nonconvex stone
SIAM Journal on Mathematical Analysis | 2002-04-08 | Paper |
Dynamical systems in the variational formulation of the Fokker-Planck equation by the Wasserstein metric
Applied Mathematics and Optimization | 2001-02-28 | Paper |
scientific article; zbMATH DE number 1254183 (Why is no real title available?)
| 2000-05-09 | Paper |
Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo
Journal of Statistical Physics | 1999-09-21 | Paper |
Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
Journal of the Mathematical Society of Japan | 1999-04-19 | Paper |
Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
Nonlinear Analysis: Theory, Methods & Applications | 1998-08-27 | Paper |
Weak convergence on the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
Hokkaido Mathematical Journal | 1998-07-06 | Paper |
Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
Statistics & Probability Letters | 1998-05-04 | Paper |
Copula fields and their applications
Proceedings of the Japan Academy. Series A | 1996-11-17 | Paper |
Large deviations for the first exit time on small random perturbations of dynamical systems with a hyperbolic equilibrium point
Hokkaido Mathematical Journal | 1996-06-30 | Paper |
Limit theorems on the exist problems for small random perturbations of dynamical systems I
Stochastics and Stochastic Reports | 1996-04-22 | Paper |
Limit theorems on the exit problems for small random perturbations of dynamical systems. II
Kodai Mathematical Journal | 1994-07-12 | Paper |
Local action functionals for randomly perturbed dynamical systems on long time intervals∗
Stochastic Analysis and Applications | 1993-11-24 | Paper |
Large deviations theorems for empirical measures in Freidlin-Wentzell exit problems
The Annals of Probability | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4199151 (Why is no real title available?)
| 1991-01-01 | Paper |
Variational processes from the weak forward equation
Communications in Mathematical Physics | 1990-01-01 | Paper |
Asymptotic analysis of invariant density of randomly perturbed dynamical systems
The Annals of Probability | 1990-01-01 | Paper |
Some generalizations of wentzell's lower estimates on large deviations
Stochastics | 1988-01-01 | Paper |
Asymptotic expansions of the invariant density of a Markov process with a small parameter
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1988-01-01 | Paper |
