## Browsing by Author Kawai, Reiichiro

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Issue Date | Title | Author(s) | Citation |
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2017 | Acceleration on adaptive importance sampling with sample average approximation | Kawai, Reiichiro; Mathematics & Statistics | Acceleration on adaptive importance sampling with sample average approximation, SIAM Journal on Scientific Computing, vol.39, 4, 2017,pp A1586-A1615 |

2017 | Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws | Kawai, Reiichiro; Mathematics & Statistics | Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws, Journal of Computational and Applied Mathematics, vol.319, N/A, 2017,pp 440-459 |

2016 | Anomalous spreading and misidentification of spatial random walk models | Kawai, Reiichiro; Mathematics & Statistics | Anomalous spreading and misidentification of spatial random walk models, Applied Mathematical Modelling, vol.40, 9-10, 2016,pp 5283-5291 |

2017 | Cusping, transport and variance of solutions to generalized Fokker-Planck equations | Carnaffan, Sean; Kawai, Reiichiro; Mathematics & Statistics; Mathematics & Statistics | Cusping, transport and variance of solutions to generalized Fokker-Planck equations, Journal of Physics A: Mathematical and Theoretical, vol.50, 24, 2017,pp 1-20 |

2015 | Explicit hard bounding functions for boundary value problems for elliptic partial differential equations | Kawai, Reiichiro; Mathematics & Statistics | Explicit hard bounding functions for boundary value problems for elliptic partial differential equations, Computers and Mathematics with Applications, vol.70, N/A, 2015,pp 2822-2837 |

2013 | Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling | Kawai, Reiichiro; Mathematics & Statistics | Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling, Communications in Statistics - Theory and Methods, vol.42, 1628, 2013,pp 1636-N/A |

2016 | Higher Order Fractional Stable Motion: Hyperdiffusion with Heavy Tails | Kawai, Reiichiro; Mathematics & Statistics | Higher Order Fractional Stable Motion: Hyperdiffusion
with Heavy Tails, Journal of Statistical Physics, vol.165, 1, 2016,pp 126-152 |

2013 | Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling | Kawai, Reiichiro; Masuda, Hiroki; Mathematics & Statistics | Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling, ESAIM: Probability and Statistics, vol.17, N/A, 2013,pp 13-32 |

2013 | Local Asymptotic Normality Property for Ornstein-Uhlenbeck Processes with Jumps Under Discrete Sampling | Kawai, Reiichiro; Mathematics & Statistics | Local Asymptotic Normality Property for Ornstein-Uhlenbeck Processes with Jumps
Under Discrete Sampling, Journal of Theoretical Probability, vol.26, 4, 2013,pp 932-967 |

2013 | Mathematical Programming Gives Hard Bounds of the Dirichlet Problem for Partial Differential Equations | Kawai, Reiichiro; Mathematics & Statistics | Mathematical Programming Gives Hard Bounds of the
Dirichlet Problem for Partial Differential Equations, Proceedings of ASOR13 - Adapting to Change: the multiple roles of modelling, vol.1, 2013, pp. 107-113 |

2015 | Measuring impact of random jumps without sample path generation | Kawai, Reiichiro; Mathematics & Statistics | Measuring impact of random jumps without sample path generation, SIAM Journal on Scientific Computing, vol.37, 6, 2015,pp A2558-A2582 |

2015 | Measuring impact of random jumps without sample path generation | Kawai, Reiichiro; Mathematics & Statistics | Measuring impact of random jumps without sample path generation, SIAM Journal on Scientific Computing, vol.37, 6, 2015,pp A2558-A2582 |

2013 | Numerical inverse Lévy measure method for infinite shot noise series representation | Kawai, Reiichiro; Imai, Junichi; Mathematics & Statistics | Numerical inverse Lévy measure method for infinite shot noise series representation, Journal of Computational and Applied Mathematics, vol.253, N/A, 2013,pp 264-283 |

2013 | On Singularity of Fisher Information Matrix for Stochastic Processes Under High Frequency Sampling | Kawai, Reiichiro; Mathematics & Statistics | On Singularity of Fisher Information Matrix for Stochastic Processes Under High Frequency Sampling in Numerical Mathematics and Advanced Applications 2011, Springer, 2013, pp. 841-849 |

2015 | On the likelihood function of small time variance Gamma Lévy processes | Kawai, Reiichiro; Mathematics & Statistics | On the likelihood function of small time variance Gamma Lévy processes, Statistics: A Journal of Theoretical and Applied Statistics, vol.49, 1, 2015,pp 63-83 |

2017 | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes | Kawai, Reiichiro; Mathematics & Statistics | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211 |

2017 | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes | Kawai, Reiichiro; Mathematics & Statistics | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211 |

2017 | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes | Kawai, Reiichiro; Mathematics & Statistics | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211 |

2017 | Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes | Kawai, Reiichiro; Mathematics & Statistics | |

2015 | Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation | Kawai, Reiichiro; Mathematics & Statistics | Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation, Stochastic Analysis and Applications, vol.33, 5, 2015,pp 844-862 |