Riu Naito

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 5

Top Topics

Numeric Attributes

Stochastic Differential Equations

Top Venues

Monte Carlo Methods Appl.

Publications

Masaya Kannari, Riu Naito, Toshihiro Yamada
Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space. Entropy 26 (2) (2024)
Riu Naito, Toshihiro Yamada
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation. CIFEr (2022)
Riu Naito, Toshihiro Yamada
A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights. CoRR (2020)
Riu Naito, Toshihiro Yamada
A third-order weak approximation of multidimensional Itô stochastic differential equations. Monte Carlo Methods Appl. 25 (2) (2019)
Riu Naito, Toshihiro Yamada
A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus. Monte Carlo Methods Appl. 25 (4) (2019)