Shigeyoshi Ogawa

发表

A partial differential equation with the white noise as a coefficient

Shigeyoshi Ogawa, 1973 .

Quasirandom Walk Methods

Shigeyoshi Ogawa, C. Lécot, 2002 .

Stochastic Processes and Applications to Mathematical Finance

Shigeyoshi Ogawa, Shinzo Watanabe, J. Akahori, 2007 .

On a Stochastic Fourier Coefficient: Case of Noncausal Functions

Shigeyoshi Ogawa, H. Uemura, 2012, Journal of Theoretical Probability.

Regularity of Gaussian Processes on Dirichlet Spaces

Shigeyoshi Ogawa, P. Petrushev, G. Kerkyacharian, 2015, Constructive Approximation.

A Bpe Model for the Burgers' Equation

Shigeyoshi Ogawa, A. Kohatsu-Higa, 2003 .

Weak rate of convergence for an Euler scheme of nonlinear SDE’s

Shigeyoshi Ogawa, Arturo Kohatsu-Higa, Shigeyoshi Ogawa, 1997, Monte Carlo Methods Appl..

On the Stochastic Integral Equation of Fredholm Type

Shigeyoshi Ogawa, 1986 .

On a deterministic approach to the numerical solution of the SDE

Shigeyoshi Ogawa, Shigeyoshi Ogawa, 2001 .

An Improved Two‐Step Regularization Scheme for Spot Volatility Estimation

Shigeyoshi Ogawa, Simona Sanfelici, Shigeyoshi Ogawa, 2011 .

Real-time estimation scheme for the spot cross volatility of jump diffusion processes

Shigeyoshi Ogawa, Hoang-Long Ngo, Shigeyoshi Ogawa, 2010, Math. Comput. Simul..

Noncausal calculus approach to Wong–Zakai’s theorem on the approximation of SDE by physically realizable model

Shigeyoshi Ogawa, 2023, Japan Journal of Industrial and Applied Mathematics.

On the discrete approximation of occupation time of diffusion processes

Shigeyoshi Ogawa, Hoang-Long Ngo, Shigeyoshi Ogawa, 2011 .

Mean value theorems for the noncausal stochastic integral

Shigeyoshi Ogawa, 2022, Japan Journal of Industrial and Applied Mathematics.

Noncausal Stochastic Calculus

Shigeyoshi Ogawa, 2017 .

The stochastic integral of noncausal type as an extension of the symmetric integrals

Shigeyoshi Ogawa, 1985 .

On the Ito formula of noncausal type

Shigeyoshi Ogawa, T. Sekiguchi, 1984 .

BPE and a Noncausal Girsanov’s Theorem

Shigeyoshi Ogawa, 2016, Sankhya A.

On the Brownian particle equations and the noncausal stochastic calculus (5th Workshop on Stochastic Numerics)

Shigeyoshi Ogawa, 2001 .

Equation de Schrödinger et equation de particule brownienne

Shigeyoshi Ogawa, 1976 .

A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral

Shigeyoshi Ogawa, 2020, Japan Journal of Industrial and Applied Mathematics.

A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral

Shigeyoshi Ogawa, 2019, Japan Journal of Industrial and Applied Mathematics.

A Direct Inversion Formula for SFT

Shigeyoshi Ogawa, 2014, Sankhya A.

On a stochastic Fourier transformation

Shigeyoshi Ogawa, 2013 .

Some problems in the simulation of nonlinear diffusion processes

Shigeyoshi Ogawa, 1995 .

Monte carlo simulation of nonlinear diffusion processes

Shigeyoshi Ogawa, 1992 .

Direct Inversion Formulas for the Natural SFT

Shigeyoshi Ogawa, 2018, Sankhya A.

Topics in the Theory of Noncausal Stochastic Integral Equations

Shigeyoshi Ogawa, 1990 .