A. Ohashi

activity

20062022

most citedErgodic theory for SDEs with extrinsic memory

79 citations · 131 across the 21 of their papers we have counts for

collaborators

Showing 2015Show all

3 papers · 1 filter

math.PR2015

Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691

Dorival Leão, Alberto Ohashi

The proofs of Theorem 3.1 and Corollary 4.1 in Leão and Ohashi (2013) are incomplete. The reason is a wrong statement in Remark 2.2. The hypotheses and statements of Theorem 3.1 an…

math.PR2015

Path-dependent Itô formulas under finite $(p, q)$ -variation regularity

Alberto Ohashi, Evelina Shamarova, Nikolai N. Shamarov

In this work, we establish pathwise functional Itô formulas for non-smooth functionals of real-valued continuous semimartingales. Under finite $(p, q)$ -variation regularity assumpti…

math.ST2015★ 1 cited

Principal Components Analysis for Semimartingales and Stochastic PDE

Alberto Ohashi, Alexandre B Simas

In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated…

Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691

Path-dependent Itô formulas under finite (p,q)-variation regularity

Principal Components Analysis for Semimartingales and Stochastic PDE

Path-dependent Itô formulas under finite $(p, q)$ -variation regularity