The following pages link to Reiichiro Kawai (Q345538):
Displaying 16 items.
- Acceleration on Adaptive Importance Sampling with Sample Average Approximation (Q5350440) (← links)
- Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes (Q5364197) (← links)
- Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463) (← links)
- Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (Q5408460) (← links)
- Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation (Q5421636) (← links)
- An importance sampling method based on the density transformation of Lévy processes (Q5487896) (← links)
- Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata (Q6039251) (← links)
- Batching Adaptive Variance Reduction (Q6108736) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
- Sampling and change of measure for Monte Carlo integration on simplices (Q6202021) (← links)
- Time-squeezing and time-expanding transformations in harmonic force fields (Q6556949) (← links)
- Unbiased density computation for stochastic resetting (Q6572812) (← links)
- A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (Q6647794) (← links)
- Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization (Q6671887) (← links)
- A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps (Q6748551) (← links)
