Yoshio Komori

According to our database, Yoshio Komori authored at least 14 papers between 1995 and 2026.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2026

Efficient numerical computations for solving high-dimensional stochastic differential equations.

Yoshio Komori, Kevin Burrage

J. Comput. Appl. Math., 2026

2025

Stochastic conformal integrators for linearly damped stochastic Poisson systems.

Charles-Edouard Bréhier, David Cohen, Yoshio Komori

CoRR, March, 2025

2023

Split S-ROCK Methods for High-Dimensional Stochastic Differential Equations.

Yoshio Komori, Kevin Burrage

J. Sci. Comput., December, 2023

Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral.

Yoshio Komori, Guoguo Yang, Kevin Burrage

SIAM J. Numer. Anal., August, 2023

2022

Integration of the stochastic underdamped harmonic oscillator by the θ-method.

Angel Tocino, Yoshio Komori, T. Mitsui

Math. Comput. Simul., 2022

2021

A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations.

Guoguo Yang, Kevin Burrage, Yoshio Komori, Pamela M. Burrage, Xiaohua Ding

Numer. Algorithms, 2021

2019

S-ROCK methods for stochastic delay differential equations with one fixed delay.

Yoshio Komori, Alexey S. Eremin, Kevin Burrage

J. Comput. Appl. Math., 2019

2017

Weak Second Order Explicit Exponential Runge-Kutta Methods for Stochastic Differential Equations.

Yoshio Komori, David Cohen, Kevin Burrage

SIAM J. Sci. Comput., 2017

2015

Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution.

Yoshio Komori

Commun. Stat. Simul. Comput., 2015

2013

Strong first order S-ROCK methods for stochastic differential equations.

Yoshio Komori, Kevin Burrage

J. Comput. Appl. Math., 2013

2012

Weak second order S-ROCK methods for Stratonovich stochastic differential equations.

Yoshio Komori, Kevin Burrage

J. Comput. Appl. Math., 2012

2011

Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations.

Yoshio Komori, Kevin Burrage

J. Comput. Appl. Math., 2011

2003

Maximum Likelihood Estimation in a Mixture Regression Model Using the Continuation Method.

Hideo Hirose, Yoshio Komori

IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2003

1995

Stahle ROW-Type Weak Scheme for Stochastic Differential Equations.

Yoshio Komori

Monte Carlo Methods Appl., 1995