default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDReiichiro Kawai
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j22]Chenxiao Song, Reiichiro Kawai
:
Sampling and Change of Measure for Monte Carlo Integration on Simplices. J. Sci. Comput. 98(3): 64 (2024)- [i6]Reiichiro Kawai, Riu Naito, Toshihiro Yamada:
A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps. CoRR abs/2410.09666 (2024) - 2023
- [j21]Chenxiao Song, Reiichiro Kawai:
Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata. SIAM J. Sci. Comput. 45(2): 898- (2023) - [j20]Chenxiao Song, Reiichiro Kawai:
Batching Adaptive Variance Reduction. ACM Trans. Model. Comput. Simul. 33(1-2): 3:1-3:24 (2023) - 2022
- [j19]Yue He, Reiichiro Kawai:
Moment and polynomial bounds for ruin-related quantities in risk theory. Eur. J. Oper. Res. 302(3): 1255-1271 (2022) - [i5]Qinjing Qiu, Reiichiro Kawai:
Iterative weak approximation and hard bounds for switching diffusion. CoRR abs/2202.11242 (2022) - 2021
- [i4]Jared Chessari, Reiichiro Kawai:
Numerical Methods for Backward Stochastic Differential Equations: A Survey. CoRR abs/2101.08936 (2021) - [i3]Sida Yuan, Reiichiro Kawai:
Numerical aspects of shot noise representation of infinitely divisible laws and related processes. CoRR abs/2101.10533 (2021) - [i2]Reiichiro Kawai:
A general approach to sample path generation of infinitely divisible processes via shot noise representation. CoRR abs/2103.01414 (2021) - [i1]Qinjing Qiu, Reiichiro Kawai:
Weak approximation for stochastic differential equations with jumps by iteration and hard bounds. CoRR abs/2105.13015 (2021) - 2020
- [j18]Chunxi Jiao, Reiichiro Kawai:
Computable Primal and Dual Bounds for Stochastic Control. SIAM J. Control. Optim. 58(6): 3709-3733 (2020)
2010 – 2019
- 2018
- [j17]Reiichiro Kawai:
Optimizing Adaptive Importance Sampling by Stochastic Approximation. SIAM J. Sci. Comput. 40(4): A2774-A2800 (2018) - 2017
- [j16]Reiichiro Kawai:
Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws. J. Comput. Appl. Math. 319: 440-459 (2017) - [j15]Reiichiro Kawai:
Acceleration on Adaptive Importance Sampling with Sample Average Approximation. SIAM J. Sci. Comput. 39(4) (2017) - [j14]Sean Carnaffan, Reiichiro Kawai:
Solving Multidimensional Fractional Fokker-Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes. SIAM J. Sci. Comput. 39(5) (2017) - 2015
- [j13]Reiichiro Kawai:
Explicit hard bounding functions for boundary value problems for elliptic partial differential equations. Comput. Math. Appl. 70(12): 2822-2837 (2015) - [j12]Reiichiro Kawai:
Measuring Impact of Random Jumps Without Sample Path Generation. SIAM J. Sci. Comput. 37(6) (2015) - 2013
- [j11]Junichi Imai, Reiichiro Kawai:
Numerical inverse Lévy measure method for infinite shot noise series representation. J. Comput. Appl. Math. 253: 264-283 (2013) - [j10]Kenji Kashima, Reiichiro Kawai:
On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming. SIAM J. Sci. Comput. 35(1) (2013) - 2012
- [j9]Reiichiro Kawai, Hiroki Masuda:
Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations. Commun. Stat. Simul. Comput. 41(1): 125-139 (2012) - [j8]Reiichiro Kawai:
Likelihood ratio gradient estimation for Meixner distribution and Lévy processes. Comput. Stat. 27(4): 739-755 (2012) - 2011
- [j7]Reiichiro Kawai, Hiroki Masuda:
On simulation of tempered stable random variates. J. Comput. Appl. Math. 235(8): 2873-2887 (2011) - [j6]Reiichiro Kawai, Hiroki Masuda:
Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes. Monte Carlo Methods Appl. 17(3): 279-300 (2011) - 2010
- [j5]Junichi Imai, Reiichiro Kawai:
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations. SIAM J. Sci. Comput. 32(4): 1879-1897 (2010) - [j4]Reiichiro Kawai:
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. ACM Trans. Model. Comput. Simul. 20(2): 9:1-9:17 (2010)
2000 – 2009
- 2009
- [c1]Kenji Kashima, Reiichiro Kawai:
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing. CDC 2009: 3673-3678 - 2008
- [j3]Reiichiro Kawai:
Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation. SIAM J. Numer. Anal. 47(1): 293-307 (2008) - 2007
- [j2]Reiichiro Kawai:
Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation. Monte Carlo Methods Appl. 13(3): 197-217 (2007) - 2006
- [j1]Reiichiro Kawai:
An importance sampling method based on the density transformation of Lévy processes. Monte Carlo Methods Appl. 12(2): 171-186 (2006)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-11-25 23:41 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
