Shigeyoshi Ogawa

According to our database, Shigeyoshi Ogawa authored at least 11 papers between 1996 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2010

Real-time estimation scheme for the spot cross volatility of jump diffusion processes.

Shigeyoshi Ogawa, Hoang-Long Ngo

Math. Comput. Simul., 2010

2009

A central limit theorem for the functional estimation of the spot volatility.

Hoang-Long Ngo, Shigeyoshi Ogawa

Monte Carlo Methods Appl., 2009

2008

Real-time scheme for the volatility estimation in the presence of microstructure noise.

Shigeyoshi Ogawa

Monte Carlo Methods Appl., 2008

2007

On a real-time scheme for the estimation of volatility.

Shigeyoshi Ogawa, Koji Wakayama

Monte Carlo Methods Appl., 2007

2003

Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs.

Tomoaki Takemi, Shigeyoshi Ogawa

Math. Comput. Simul., 2003

A quasi-random walk method for one-dimensional reaction-diffusion equations.

Shigeyoshi Ogawa, Christian Lécot

Math. Comput. Simul., 2003

On a discrete stochastic approximation and its application to data analysis.

Shuhei Ogihara, Shigeyoshi Ogawa

Monte Carlo Methods Appl., 2003

2001

On a class of SPDEs called Brownian particle equation - Model for nonlinear diffusions.

Shigeyoshi Ogawa

Monte Carlo Methods Appl., 2001

1997

Erratum to the article "On a Robustness of The Random Particle Method".

Shigeyoshi Ogawa

Monte Carlo Methods Appl., 1997

Weak rate of convergence for an Euler scheme of nonlinear SDE's.

Arturo Kohatsu-Higa, Shigeyoshi Ogawa

Monte Carlo Methods Appl., 1997

1996

On a Robustness of The Random Particle Method.

Shigeyoshi Ogawa

Monte Carlo Methods Appl., 1996