The following pages link to Yuga Iguchi (Q2165017):
Displaying 7 items.
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
- A second-order discretization for degenerate systems of stochastic differential equations (Q5077074) (← links)
- Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications (Q6526863) (← links)
- Parameter inference for degenerate diffusion processes (Q6570500) (← links)
- Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions (Q6632608) (← links)
- An extended Milstein scheme for effective weak approximation of diffusions (Q6742531) (← links)
