Riu Naito
According to our database1,
Riu Naito
authored at least 5 papers
between 2019 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2024
Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space.
Entropy, February, 2024
2022
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022
2020
A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights.
CoRR, 2020
2019
A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus.
Monte Carlo Methods Appl., 2019
A third-order weak approximation of multidimensional Itô stochastic differential equations.
Monte Carlo Methods Appl., 2019