Weak rate of convergence for an Euler scheme of nonlinear SDE's. - Arturo Kohatsu-Higa; Shigeyoshi Ogawa (Monte Carlo Methods Appl., 1997)

Weak approximations. A Malliavin calculus approach. - Arturo Kohatsu-Higa (Math. Comput., 2001)

Variance Reduction Methods for Simulation of Densities on Wiener Space. - Arturo Kohatsu-Higa; Roger Pettersson (SIAM J. Numer. Anal., 2002)

Additional utility of insiders with imperfect dynamical information. - José Manuel Corcuera; Peter Imkeller; Arturo Kohatsu-Higa; David Nualart (Finance Stochastics, 2004)

Estimating Multidimensional Density Functions Using the Malliavin-Thalmaier Formula. - Arturo Kohatsu-Higa; Kazuhiro Yasuda (SIAM J. Numer. Anal., 2009)

Weak Kyle-Back Equilibrium Models for Max and ArgMax. - Arturo Kohatsu-Higa; Salvador Ortiz-Latorre (SIAM J. Financial Math., 2010)

Optimal simulation schemes for Lévy driven stochastic differential equations. - Arturo Kohatsu-Higa; Salvador Ortiz-Latorre; Peter Tankov (Math. Comput., 2014)

Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift. - Arturo Kohatsu-Higa; Antoine Lejay; Kazuhiro Yasuda (J. Comput. Appl. Math., 2017)

Density estimates for jump diffusion processes. - Arturo Kohatsu-Higa; Eulalia Nualart; Ngoc Khue Tran (Appl. Math. Comput., 2022)