Yoshio Komori

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2026 J jnl
Efficient numerical computations for solving high-dimensional stochastic differential equations.
J. Comput. Appl. Math.
Yoshio Komori, Kevin Burrage
2026 J jnl
Stochastic Conformal Integrators for Linearly Damped Stochastic Poisson Systems.
J. Sci. Comput.
Charles-Edouard Bréhier, David Cohen, Yoshio Komori
2025 J jnl
Stochastic conformal integrators for linearly damped stochastic Poisson systems.
CoRR
Charles-Edouard Bréhier, David Cohen, Yoshio Komori
2023 J jnl
Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral.
SIAM J. Numer. Anal.
Yoshio Komori, Guoguo Yang, Kevin Burrage
2023 J jnl
Formulae for mixed moments of Wiener processes and a stochastic area integral.
CoRR
Yoshio Komori, Guoguo Yang, Kevin Burrage
2023 J jnl
Split S-ROCK Methods for High-Dimensional Stochastic Differential Equations.
J. Sci. Comput.
Yoshio Komori, Kevin Burrage
2022 J jnl
Integration of the stochastic underdamped harmonic oscillator by the θ-method.
Math. Comput. Simul.
Angel Tocino, Yoshio Komori, T. Mitsui
2021 J jnl
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations.
Numer. Algorithms
Guoguo Yang, Kevin Burrage, Yoshio Komori, Pamela M. Burrage, Xiaohua Ding
2019 J jnl
S-ROCK methods for stochastic delay differential equations with one fixed delay.
J. Comput. Appl. Math.
Yoshio Komori, Alexey S. Eremin, Kevin Burrage
2017 J jnl
Weak Second Order Explicit Exponential Runge-Kutta Methods for Stochastic Differential Equations.
SIAM J. Sci. Comput.
Yoshio Komori, David Cohen, Kevin Burrage
2015 J jnl
Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution.
Commun. Stat. Simul. Comput.
Yoshio Komori
2013 J jnl
Strong first order S-ROCK methods for stochastic differential equations.
J. Comput. Appl. Math.
Yoshio Komori, Kevin Burrage
2012 J jnl
Weak second order S-ROCK methods for Stratonovich stochastic differential equations.
J. Comput. Appl. Math.
Yoshio Komori, Kevin Burrage
2011 J jnl
Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations.
J. Comput. Appl. Math.
Yoshio Komori, Kevin Burrage
2003 J jnl
Maximum Likelihood Estimation in a Mixture Regression Model Using the Continuation Method.
IEICE Trans. Fundam. Electron. Commun. Comput. Sci.
Hideo Hirose, Yoshio Komori
1995 J jnl
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations.
Monte Carlo Methods Appl.
Yoshio Komori