Yoshio Komori

Publication Activity (10 Years)

Years Active: 1995-2023
Publications (10 Years): 7

Top Topics

Detection Algorithm

Stochastic Process

Parameter Settings

Feed Forward Artificial Neural Networks

Top Venues

Math. Comput. Simul.

SIAM J. Numer. Anal.

J. Comput. Appl. Math.

Publications

Yoshio Komori, Guoguo Yang, Kevin Burrage
Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral. SIAM J. Numer. Anal. 61 (4) (2023)
Yoshio Komori, Kevin Burrage
Split S-ROCK Methods for High-Dimensional Stochastic Differential Equations. J. Sci. Comput. 97 (3) (2023)
Yoshio Komori, Guoguo Yang, Kevin Burrage
Formulae for mixed moments of Wiener processes and a stochastic area integral. CoRR (2023)
Angel Tocino, Yoshio Komori, T. Mitsui
Integration of the stochastic underdamped harmonic oscillator by the θ-method. Math. Comput. Simul. 199 (2022)
Guoguo Yang, Kevin Burrage, Yoshio Komori, Pamela M. Burrage, Xiaohua Ding
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. Numer. Algorithms 88 (4) (2021)
Yoshio Komori, Alexey S. Eremin, Kevin Burrage
S-ROCK methods for stochastic delay differential equations with one fixed delay. J. Comput. Appl. Math. 353 (2019)
Yoshio Komori, David Cohen, Kevin Burrage
Weak Second Order Explicit Exponential Runge-Kutta Methods for Stochastic Differential Equations. SIAM J. Sci. Comput. 39 (6) (2017)
Yoshio Komori
Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution. Commun. Stat. Simul. Comput. 44 (1) (2015)
Yoshio Komori, Kevin Burrage
Strong first order S-ROCK methods for stochastic differential equations. J. Comput. Appl. Math. 242 (2013)
Yoshio Komori, Kevin Burrage
Weak second order S-ROCK methods for Stratonovich stochastic differential equations. J. Comput. Appl. Math. 236 (11) (2012)
Yoshio Komori, Kevin Burrage
Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations. J. Comput. Appl. Math. 235 (17) (2011)
Hideo Hirose, Yoshio Komori
Maximum Likelihood Estimation in a Mixture Regression Model Using the Continuation Method. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. (5) (2003)
Yoshio Komori
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations. Monte Carlo Methods Appl. 1 (4) (1995)