The following pages link to Akihiro Tanaka (Q441254):
Displayed 11 items.
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
- LP-based tractable subcones of the semidefinite plus nonnegative cone (Q1657406) (← links)
- Polyhedral approximations of the semidefinite cone and their application (Q2028478) (← links)
- On a Monte Carlo scheme for some linear stochastic partial differential equations (Q2040471) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- <i>L</i><i>q</i>-error estimates for approximation of irregular functionals of random vectors (Q5024898) (← links)
- On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (Q5126527) (← links)
- Remarks on an arbitrage-free condition for XVA (Q5236564) (← links)
- (Q5501735) (← links)
- Notes on backward stochastic differential equations for computing XVA (Q6130854) (← links)
- Probability density function of SDEs with unbounded and path--dependent drift coefficient (Q6309873) (← links)