The following pages link to Reiichiro Kawai (Q345538):
Displaying 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Nonnegative compartment dynamical system modelling with stochastic differential equations (Q345539) (← links)
- (Q503383) (redirect page) (← links)
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- On layered stable processes (Q880486) (← links)
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375) (← links)
- Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)
- Adaptive importance sampling and control variates (Q2009326) (← links)
- A decoupling principle for Markov-modulated chains (Q2070600) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- Anomalous spreading and misidentification of spatial random walk models (Q2290873) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- On fractional tempered stable motion (Q2507646) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- Super- and subdiffusive positions in fractional Klein-Kramers equations (Q2668314) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion (Q2786208) (← links)
- Continuous-time modeling of random searches: statistical properties and inference (Q2895738) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations (Q2998013) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
- (Q3107590) (← links)
- Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation (Q3194569) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL (Q3637881) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (Q4635148) (← links)
- A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization (Q4906406) (← links)
- On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming (Q4917123) (← links)
- Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling (Q4929215) (← links)
- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165) (← links)
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations (Q4977133) (← links)
- Optimal statistical inference for subdiffusion processes (Q5052738) (← links)
- Asymptotic degeneracy and subdiffusivity (Q5060380) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- On the likelihood function of small time variance Gamma Lévy processes (Q5263967) (← links)
- Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation (Q5305932) (← links)
- On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124) (← links)
- Multi-scale properties of random walk models of animal movement: lessons from statistical inference (Q5345952) (← links)
