29 citations · 261 across the 44 of their papers we have counts for
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math.PR2015★ 4 cited
Algebraic Structure of Vector Fields in Financial Diffusion Models and its Applications
Yusuke Morimoto, Makiko Sasada
High order discretization schemes of SDEs by using free Lie algebra valued random variables are introduced by Kusuoka, Lyons-Victoir, Ninomiya-Victoir and Ninomiya-Ninomiya. These…
cond-mat.stat-mech2015★ 3 cited
Diffusive scaling in energy ginzburg-Landau dynamics
Carlangelo Liverani, Stefano Olla, Makiko Sasada
Ginzburg-Landau energy models arise as autonomous sto-chastic dynamics for the energies in coupled systems after a weak coupling limit (cf. [3, 6]). We prove here that, under certa…