Shigeyoshi Ogawa

Publication Activity (10 Years)

Years Active: 1996-2010
Publications (10 Years): 0

Publications

Shigeyoshi Ogawa, Hoang-Long Ngo
Real-time estimation scheme for the spot cross volatility of jump diffusion processes. Math. Comput. Simul. 80 (9) (2010)
Hoang-Long Ngo, Shigeyoshi Ogawa
A central limit theorem for the functional estimation of the spot volatility. Monte Carlo Methods Appl. 15 (4) (2009)
Shigeyoshi Ogawa
Real-time scheme for the volatility estimation in the presence of microstructure noise. Monte Carlo Methods Appl. 14 (4) (2008)
Shigeyoshi Ogawa, Koji Wakayama
On a real-time scheme for the estimation of volatility. Monte Carlo Methods Appl. 13 (2) (2007)
Shuhei Ogihara, Shigeyoshi Ogawa
On a discrete stochastic approximation and its application to data analysis. Monte Carlo Methods Appl. 9 (1) (2003)
Shigeyoshi Ogawa, Christian Lécot
A quasi-random walk method for one-dimensional reaction-diffusion equations. Math. Comput. Simul. 62 (3-6) (2003)
Tomoaki Takemi, Shigeyoshi Ogawa
Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs. Math. Comput. Simul. 62 (3-6) (2003)
Shigeyoshi Ogawa
On a class of SPDEs called Brownian particle equation - Model for nonlinear diffusions. Monte Carlo Methods Appl. 7 (3-4) (2001)
Arturo Kohatsu-Higa, Shigeyoshi Ogawa
Weak rate of convergence for an Euler scheme of nonlinear SDE's. Monte Carlo Methods Appl. 3 (4) (1997)
Shigeyoshi Ogawa
Erratum to the article "On a Robustness of The Random Particle Method". Monte Carlo Methods Appl. 3 (1) (1997)
Shigeyoshi Ogawa
On a Robustness of The Random Particle Method. Monte Carlo Methods Appl. 2 (3) (1996)