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二宮祥一 2009年 研究業績一覧 (5件 / 49件)
論文
国際会議発表 (査読なし・不明)
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syoiti ninomiya,
mariko ninomiya.
A higher-order weak approximation method of SDEs and the Runge--Kutta method,
Conference on small time asymptotics, perturbation theory and heat kernel methods in mathematical finance,,
2009.
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syoiti ninomiya,
mariko ninomiya.
A higher-order weak approximation method of SDEs.,
Computational Finance,
2009.
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syoiti ninomiya,
mariko ninomiya.
On an extension of a higher-order weak approximation method for SDEs,
Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs,
2009.
国内会議発表 (査読なし・不明)
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