Shigeyoshi Ogawa

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2010 J jnl
Real-time estimation scheme for the spot cross volatility of jump diffusion processes.
Math. Comput. Simul.
Shigeyoshi Ogawa, Hoang-Long Ngo
2009 J jnl
A central limit theorem for the functional estimation of the spot volatility.
Monte Carlo Methods Appl.
Hoang-Long Ngo, Shigeyoshi Ogawa
2008 J jnl
Real-time scheme for the volatility estimation in the presence of microstructure noise.
Monte Carlo Methods Appl.
Shigeyoshi Ogawa
2007 J jnl
On a real-time scheme for the estimation of volatility.
Monte Carlo Methods Appl.
Shigeyoshi Ogawa, Koji Wakayama
2003 J jnl
A quasi-random walk method for one-dimensional reaction-diffusion equations.
Math. Comput. Simul.
Shigeyoshi Ogawa, Christian Lécot
2003 J jnl
On a discrete stochastic approximation and its application to data analysis.
Monte Carlo Methods Appl.
Shuhei Ogihara, Shigeyoshi Ogawa
2003 J jnl
Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs.
Math. Comput. Simul.
Tomoaki Takemi, Shigeyoshi Ogawa
2001 J jnl
On a class of SPDEs called Brownian particle equation - Model for nonlinear diffusions.
Monte Carlo Methods Appl.
Shigeyoshi Ogawa
1997 J jnl
Erratum to the article "On a Robustness of The Random Particle Method".
Monte Carlo Methods Appl.
Shigeyoshi Ogawa
1997 J jnl
Weak rate of convergence for an Euler scheme of nonlinear SDE's.
Monte Carlo Methods Appl.
Arturo Kohatsu-Higa, Shigeyoshi Ogawa
1996 J jnl
On a Robustness of The Random Particle Method.
Monte Carlo Methods Appl.
Shigeyoshi Ogawa