2 citations · 3 across the 4 of their papers we have counts for
4 papers
Parameter Estimation for Diffusive Stochastic Master Equations in Continuously Observed Quantum Systems
Mitsuki Kobayashi, Shohei Nakajima
Continuous measurement of quantum systems gives rise to stochastic dynamics of the conditional quantum state, described by diffusive stochastic master equations. In this paper, we…
Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics
Mitsuki Kobayashi, Yuto Nishiwaki, Yasutaka Shimizu +1
Maximum likelihood estimators for time-dependent mean functions within Gaussian processes are provided in the context of continuous observations. We find the widest possible class…
Threshold estimation for jump-diffusions under small noise asymptotics
Mitsuki Kobayashi, Yasutaka Shimizu
We consider parameter estimation of stochastic differential equations driven by a Wiener process and a compound Poisson process as small noises. The goal is to give a threshold-typ…
Least squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
Mitsuki Kobayashi, Yasutaka Shimizu
We consider stochastic differential equations (SDEs) driven by small Lévy noise with some unknown parameters, and propose a new type of least squares estimators based on discrete s…