4 citations · 6 across the 6 of their papers we have counts for
6 papers
How fake news can turn against its spreader
Dorje C. Brody, Tomooki Yuasa
When different information sources on a given topic are combined, they interact in a nontrivial manner for a rational receiver of these information sources. Suppose that there are…
Three candidate election strategy
Dorje C. Brody, Tomooki Yuasa
The probability of a given candidate winning a future election is worked out in closed form as a function of (i) the current support rates for each candidate, (ii) the relative pos…
Semi-implicit Euler--Maruyama scheme for polynomial diffusions on the unit ball
Takuya Nakagawa, Dai Taguchi, Tomooki Yuasa
In this article, we consider numerical schemes for polynomial diffusions on the unit ball, which are solutions of stochastic differential equations with a diffusion coefficient of…
Higher-order error estimates of the discrete-time Clark--Ocone formula
Tsubasa Nishimura, Kenji Yasutomi, Tomooki Yuasa
In this article, we investigate the convergence rate of the discrete-time Clark--Ocone formula provided by Akahori--Amaba--Okuma [1]. In that paper, they mainly focus on the $L_{2}…
-error estimates for approximation of irregular functionals of random vectors
Dai Taguchi, Akihiro Tanaka, Tomooki Yuasa
Avikainen showed that, for any , and any function of bounded variation in , it holds that $\mathbb{E}[|f(X)-f(\widehat{X})|^{q}] \leq C(p,q) \ma…
An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables
Jirô Akahori, Masahiro Kinuya, Takashi Sawai +1
We will introduce Euler-Maruyama approximations given by an orthogonal system in for high dimensional SDEs, which could be finite dimensional approximations of SPDEs.…