5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.PR2022★ 5 cited
Rate of moment convergence in the central limit theorem for the elephant random walk
Masafumi Hayashi, So Oshiro, Masato Takei
The one-dimensional elephant random walk is a typical model of discrete-time random walk with step-reinforcement, and is introduced by Schütz and Trimper (2004). It has a parameter…
math.PR2012
Local Hölder continuity property of the Densities of Solutions of SDEs with Singular Coefficients
Masafumi Hayashi, Arturo Kohatsu-Higa, Go Yuki
We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and Hölder continuous drift has a Hölder continuo…