4. Mathematics
  5. Probability

Tomoyuki Ichiba

Mathematics – Probability

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Diffusions with Rank-Based Characteristics and Values in the Nonnegative Quadrant

Mathematics – Probability
Scientific paper

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Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation

Mathematics – Probability
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On collisions of Brownian particles

Mathematics – Probability
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Planar Diffusions with Rank-Based Characteristics: Transition Probabilities, Time Reversal, Maximality and Perturbed Tanaka equations

Mathematics – Probability
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Strong solutions of stochastic equations with rank-based coefficients

Mathematics – Probability
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