Reiichiro Kawai
Orcid: 0000-0002-3845-015X
According to our database1,
Reiichiro Kawai
authored at least 29 papers
between 2006 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
2006
2008
2010
2012
2014
2016
2018
2020
2022
2024
0
1
2
3
4
5
2
2
2
4
1
1
3
2
2
2
2
2
1
1
1
1
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on zbmath.org
-
on orcid.org
On csauthors.net:
Bibliography
2024
J. Sci. Comput., March, 2024
A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps.
CoRR, 2024
2023
Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata.
SIAM J. Sci. Comput., April, 2023
2022
Eur. J. Oper. Res., 2022
2021
Weak approximation for stochastic differential equations with jumps by iteration and hard bounds.
CoRR, 2021
A general approach to sample path generation of infinitely divisible processes via shot noise representation.
CoRR, 2021
Numerical aspects of shot noise representation of infinitely divisible laws and related processes.
CoRR, 2021
CoRR, 2021
2020
SIAM J. Control. Optim., 2020
2018
SIAM J. Sci. Comput., 2018
2017
SIAM J. Sci. Comput., 2017
Solving Multidimensional Fractional Fokker-Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes.
SIAM J. Sci. Comput., 2017
Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws.
J. Comput. Appl. Math., 2017
2015
SIAM J. Sci. Comput., 2015
Explicit hard bounding functions for boundary value problems for elliptic partial differential equations.
Comput. Math. Appl., 2015
2013
On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming.
SIAM J. Sci. Comput., 2013
J. Comput. Appl. Math., 2013
2012
Comput. Stat., 2012
Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations.
Commun. Stat. Simul. Comput., 2012
2011
Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes.
Monte Carlo Methods Appl., 2011
2010
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata.
ACM Trans. Model. Comput. Simul., 2010
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations.
SIAM J. Sci. Comput., 2010
2009
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
2008
Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation.
SIAM J. Numer. Anal., 2008
2007
Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation.
Monte Carlo Methods Appl., 2007
2006
Monte Carlo Methods Appl., 2006