arturo kohatsu
Ritsumeikan University
H-index: 28
Asia-Japan
Top articles of arturo kohatsu
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps | Journal of Mathematical Analysis and Applications | V Bally L Caramellino A Kohatsu-Higa | 2024/3/15 |
Small time chaos approximations for heat kernels of multidimensional diffusions | BIT Numerical Mathematics | D Ivanenko A Kohatsu-Higa A Kulik | 2023/3 |
A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup and associated Bismut-Elworthy-Li formula | arXiv preprint arXiv:2312.07084 | Dan Crisan Arturo Kohatsu-Higa | 2023/12/12 |
A stochastic interpretation of the parametrix method | Ukrains’ kyi Matematychnyi Zhurnal | A Kohatsu-Higa | 2023/11/30 |
Simulation of reflected Brownian motion on two dimensional wedges | Stochastic Processes and their Applications | Pierre Bras Arturo Kohatsu-Higa | 2023/2/1 |
Joint density of the stable process and its supremum: Regularity and upper bounds | Bernoulli | Jorge Ignacio González Cázares Arturo Kohatsu-Higa Aleksandar Mijatović | 2023/11 |
Integration by parts formula for exit times of one dimensional diffusions | arXiv preprint arXiv:2310.07266 | Noufel Frikha Arturo Kohatsu-Higa Libo Li | 2023/10/11 |
On some asymptotic expansions of skew diffusions | Noufel Frikha Arturo Kohatsu-Higa | 2023/7/25 | |
Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case | arXiv preprint arXiv:2312.07096 | Dan Crisan Arturo Kohatsu-Higa | 2023/12/12 |
Density estimates for jump diffusion processes | Applied Mathematics and Computation | Arturo Kohatsu-Higa Eulalia Nualart Ngoc Khue Tran | 2022/5/1 |
Using moment approximations to study the density of jump driven SDEs | Electronic Journal of Probability | Vlad Bally Lucia Caramellino Arturo Kohatsu-Higa | 2022 |
Large time asymptotic properties of the stochastic heat equation | Journal of Theoretical Probability | Arturo Kohatsu-Higa David Nualart | 2021/9 |
Journal of Stochastic Analysi s | Shigeki Aida David Applebaum Yasushi Ishikawa Arturo Kohatsu-Higa Nicolas Privault | 2021/9 | |
Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations | Stochastic Processes and their Applications | Patrik Andersson Arturo Kohatsu-Higa Tomooki Yuasa | 2020/9/1 |
Improved local approximation for multidimensional diffusions: The G-rates | Theory of Probability and Mathematical Statistics | S Bodnarchuk D Ivanenko A Kohatsu-Higa A Kulik | 2020/6 |
