Riu Naito

According to our database1, Riu Naito authored at least 6 papers between 2019 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space.
Entropy, February, 2024

A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps.
CoRR, 2024

2022
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2020
A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights.
CoRR, 2020

2019
A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus.
Monte Carlo Methods Appl., 2019

A third-order weak approximation of multidimensional Itô stochastic differential equations.
Monte Carlo Methods Appl., 2019


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