14 citations · 14 across the 1 of their papers we have counts for
3 papers
math.NA2025
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…
math.PR2023
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}…
math.ST2012★ 14 cited
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…