14 citations · 23 across the 4 of their papers we have counts for
4 papers
Stochastic conformal integrators for linearly damped stochastic Poisson systems
Charles-Edouard Bréhier, David Cohen, Yoshio Komori
We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: pr…
Formulae for mixed moments of Wiener processes and a stochastic area integral
Yoshio Komori, Guoguo Yang, Kevin Burrage
This paper deals with the expectation of monomials with respect to the stochastic area integral $A_{1,2}(t,t+h)=\int_{t}^{t+h}\int_{t}^{s}{\rm d} W_{1}(r){\rm d} W_{2}(s) -\int_{t}…
Easy estimation by a new parameterization for the three-parameter lognormal distribution
Yoshio Komori, Hideo Hirose
A new parameterization and algorithm are proposed for seeking the primary relative maximum of the likelihood function in the three-parameter lognormal distribution. The parameteriz…
Properties of the Weibull cumulative exposure model
Yoshio Komori
This article is aimed at the investigation of some properties of the Weibull cumulative exposure model on multiple-step step-stress accelerated life test data. Although the model i…