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すべて 雑誌論文 学会発表
Journal of Scientific Computing
巻: 98 号: 3 ページ: 64-64
10.1007/s10915-024-02461-0
Stochastics
巻: 96 号: 3 ページ: 1-41
10.1080/17442508.2023.2259534
Probabilistic Engineering Mechanics
巻: 72 ページ: 103443-103443
10.1016/j.probengmech.2023.103443
ACM Transactions on Modeling and Computer Simulation
巻: 33 号: 1-2 ページ: 1-24
10.1145/3573386
Journal of Theoretical Probability
巻: 36 号: 2 ページ: 1003-1036
10.1007/s10959-022-01185-x
Structural Safety
巻: 101 ページ: 102292-102292
10.1016/j.strusafe.2022.102292
Probability Surveys
巻: 20 号: none ページ: 486-567
10.1214/23-ps18
SIAM Journal on Scientific Computing
巻: 45 号: 2 ページ: A898-A932
10.1137/21m1430996
巻: 73 ページ: 103479-103479
10.1016/j.probengmech.2023.103479
Insurance: Mathematics and Economics
巻: 109 ページ: 1-28
10.1016/j.insmatheco.2022.12.003
Physica Scripta
巻: 98 号: 1 ページ: 015006-015006
10.1088/1402-4896/aca3d8
Physica A: Statistical Mechanics and its Applications
巻: 588 ページ: 126570-126570
10.1016/j.physa.2021.126570
European Journal of Operational Research
巻: 302 号: 3 ページ: 1255-1271
10.1016/j.ejor.2022.01.040
Statistics & Probability Letters
巻: 182 ページ: 109301-109301
10.1016/j.spl.2021.109301
Statistics & Probability Letters
巻: 174 ページ: 109091-109091
10.1016/j.spl.2021.109091
Chaos: An Interdisciplinary Journal of Nonlinear Science
巻: 31 号: 9 ページ: 093107-093107
10.1063/5.0054330
巻: 18 号: none ページ: 201-271
10.1214/20-ps359
Journal of Mathematical Analysis and Applications
巻: 483 号: 1 ページ: 123608-123608
10.1016/j.jmaa.2019.123608
Journal of Physics A: Mathematical and Theoretical
巻: 53 号: 9 ページ: 095002-095002
10.1088/1751-8121/ab69a5
SIAM Journal on Control and Optimization
巻: 58 号: 6 ページ: 3709-3733
10.1137/18m1232231
ESAIM : Probability and Statistics
巻: (to appear) ページ: 13-32
10.1051/ps/2011101
Quantitative Finance
巻: (Published online) 号: 8 ページ: 1303-1316
10.1080/14697688.2011.589403
Proceedings of the Royal Society A
巻: 468 号: 2141 ページ: 1428-1451
10.1098/rspa.2011.0665
Monte Carlo andQuasi-Monte Carlo Methods 2010(H.Wozniakowski, L.Plaskota (Eds.))(Springer-Verlag)
巻: (to appear)
Communications in Statistics-Simulation and Computation
巻: 41(1) 号: 1 ページ: 125-139
10.1080/03610918.2011.582561
Physica A
巻: 390(23-24) 号: 23-24 ページ: 4411-4425
10.1016/j.physa.2011.07.028
Statistics and Probability Letters
巻: 81(4) 号: 4 ページ: 460-469
10.1016/j.spl.2010.12.011
Stochastic Models
巻: 27(1) 号: 1 ページ: 26-49
10.1080/15326349.2011.542721
SCIE Journal Systems, Control and Information
巻: 55(12) ページ: 505-512
Journal of Computational and Applied Mathematics
巻: 235(8) 号: 8 ページ: 2873-2887
10.1016/j.cam.2010.12.014
巻: Vol.235 No.8 ページ: 2873-2887
Computational Statistics
巻: (to appear) 号: 4 ページ: 739-755
10.1007/s00180-011-0288-7
巻: Vol.81 No.4 ページ: 460-469
Applied Numerical Mathematics
巻: 61(5) 号: 5 ページ: 641-650
10.1016/j.apnum.2010.10.012
Applied Mathematical Modelling
巻: (to appear) 号: 12 ページ: 6291-6300
10.1016/j.apm.2012.02.019
Mathematical Finance
巻: 21(4) ページ: 723-742
巻: (In press)
Monte Carlo Methods and Applications
巻: 17(3) 号: 3 ページ: 279-300
10.1515/mcma.2011.012
Communications in Statistics-Theory and Methods
巻: (to appear) 号: 9 ページ: 1628-1636
10.1080/03610926.2011.594540
巻: Vol.27 No.1(In press)
巻: Vol.61(In press)
2009 IEEE Conference on Decision and Control (CDC) (In press)
巻: 80 ページ: 42-49
Statistics and Probability Letters Vol.80, No.1
ページ: 42-49
巻: Vol.32 No.4 ページ: 1879-1897
Applied Mathematical Finance (In press)
Perspective in Mathematical System Theory, Control and Signal Processing
ページ: 263-272
巻: Vol.20 No.2
Mathematical Finance (In press)
ACM Transaction on Modeling and Computer Simulation (In press)
IAENG International Journal of Applied Mathematics
巻: Vol.40 No.4 ページ: 239-246
Applied Mathematical Finance
巻: Vol.17 ページ: 301-321
ページ: 1466-4313
International Journal of Theoretical and Applied Finance 12
ページ: 283-295
Perspec. in Math. Sys. Theory, Ctrl., & Signal Process., S.Hara et al. (Eds)LNCIS、Springer-Verlag Berlin Heidelberg 398
Quantitative Finance Vol.9、 No.5
ページ: 597-606
International Journal of Theoretical and Applied Finance Vol.12、 No.3
ICROS-SICE International Joint Conference 2009(ICCAS-SICE 2009)
ページ: 3902-3907
Methodology and Computing in Applied Probability 10(2)
ページ: 199-223
SIAM Journal on Numerical Analysis 47(1)
ページ: 293-307
ACM Transactions on Modeling and Computer Simulation (In press)
Quantitative Finance (In press)
International Journal of Theoretical and Applied Finance (forthcoming)
Numerical Mathematics and Advanced Applications 2011(A.Cangiani et al.(Eds.)(Springer-Verlag)
Physical Review E
巻: 85(2)021907(to appear) ページ: 2012-2012
Quantitative Finance (forthcoming)
