The following pages link to Shigeyoshi Ogawa (Q191553):
Displaying 50 items.
- BPE and a noncausal Girsanov's theorem (Q505489) (← links)
- Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes (Q801400) (← links)
- Pseudorandom functions whose asymptotic distributions are asymptotically Gaussian (Q808089) (← links)
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- Correction à: Une remarque sur l'approximation de l'intégrale stochastique du type noncausal par une suite des intégrales de Stieltjes (Q1056992) (← links)
- On the Ito formula of noncausal type (Q1057569) (← links)
- Sur la question d'existence de solutions d'une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type) (Q1082716) (← links)
- Monte Carlo simulation of nonlinear diffusion processes (Q1185114) (← links)
- Semigroups associated with generalized Brownian functionals (Q1194445) (← links)
- Equation de Schrödinger et équation de particule brownienne (Q1246195) (← links)
- Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130) (← links)
- Some aspects of strong inversion formulas of an SFT (Q1742895) (← links)
- Regularity of Gaussian processes on Dirichlet spaces (Q1745366) (← links)
- (Q1873070) (redirect page) (← links)
- A quasi-random walk method for one-dimensional reaction-diffusion equations (Q1873071) (← links)
- Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs (Q1873078) (← links)
- A BPE model for the Burgers equation (Q1885499) (← links)
- Some problems in the simulation of nonlinear diffusion processes (Q1897677) (← links)
- On the discrete approximation of occupation time of diffusion processes (Q1952229) (← links)
- Correction to: ``Mean value theorems for the noncausal stochastic integral'' (Q2111584) (← links)
- Mean value theorems for the noncausal stochastic integral (Q2135561) (← links)
- On a stochastic Fourier coefficient: case of noncausal functions (Q2248928) (← links)
- A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral (Q2300957) (← links)
- A direct inversion formula for SFT (Q2352335) (← links)
- Identification of a noncausal Itô process from the stochastic Fourier coefficients (Q2637617) (← links)
- Noncausal stochastic integral equations and numerical solution methods for them (Q2705420) (← links)
- On a class of SPDEs called Brownian particle equation model for nonlinear diffusions (Q2732328) (← links)
- (Q3212081) (← links)
- A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
- (Q3504646) (← links)
- (Q3603792) (← links)
- (Q3603793) (← links)
- (Q3759639) (← links)
- (Q3881664) (← links)
- (Q3979074) (← links)
- (Q4066350) (← links)
- (Q4096209) (← links)
- Le bruit blanc et calcul stochastique (Q4101245) (← links)
- (Q4181047) (← links)
- (Q4185618) (← links)
- Weak rate of convergence for an Euler scheme of nonlinear SDE’s (Q4378097) (← links)
- On a discrete stochastic approximation and its application to data analysis (Q4457880) (← links)
- (Q4548763) (← links)
- (Q4549491) (← links)
- (Q4563060) (← links)
- (Q4563063) (← links)
- (Q4703214) (← links)
- (Q4703302) (← links)
- (Q4705398) (← links)
- On a Robustness of The Random Particle Method (Q4716030) (← links)
