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Author ID: ogawa.shigeyoshi Recent zbMATH articles by "Ogawa, Shigeyoshi"
Published as: Ogawa, Shigeyoshi; Ogawa, Sigeyosi; Ogawa, S.
External Links: ResearchGate · dblp
Documents Indexed: 64 Publications since 1970, including 1 Book
8 Contributions as Editor
Reviewing Activity: 5 Reviews
Co-Authors: 18 Co-Authors with 25 Joint Publications
303 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 190 times in 86 Documents Cited by Year
Sur le produit direct du bruit blanc par lui-meme. Zbl 0397.60047
Ogawa, Shigeyoshi
16
1979
The stochastic integral of noncausal type as an extension of the symmetric integrals. Zbl 0616.60056
Ogawa, Shigeyoshi
14
1985
A partial differential equation with the white noise as a coefficient. Zbl 0258.60044
Ogawa, Shigeyoshi
12
1973
Weak rate of convergence for an Euler scheme of nonlinear SDE’s. Zbl 0890.65147
Kohatsu-Higa, Arturo; Ogawa, Shigeyoshi
9
1997
On a Riemann definition of the stochastic integral. I. Zbl 0209.48605
Ogawa, Sigeyosi
9
1970
Une remarque sur l’approximation de l’integrale stochastique du type noncausal par une suite des integrales de Stieltjes. Zbl 0551.60058
Ogawa, Shigeyoshi
9
1984
On a Riemann definition of the stochastic integral. II. Zbl 0209.48701
Ogawa, Sigeyosi
8
1970
Quelques propriétés de l’intégrale stochastique du type noncausal. (Some properties of the stochastic integral of noncausal type). Zbl 0633.60076
Ogawa, Shigeyoshi
7
1984
Monte Carlo simulation of nonlinear diffusion processes. Zbl 0748.60051
Ogawa, Shigeyoshi
7
1992
On the discrete approximation of occupation time of diffusion processes. Zbl 1271.60086
Ngo, Hoang-Long; Ogawa, Shigeyoshi
7
2011
On a stochastic Fourier transformation. Zbl 1292.60056
Ogawa, Shigeyoshi
7
2013
Real-time scheme for the volatility estimation in the presence of microstructure noise. Zbl 1151.91529
Ogawa, Shigeyoshi
6
2008
Quelques propriétés de l’intégrale stochastique du type noncausal. (Some properties of the stochastic integral of noncausal type). Zbl 0637.60070
Ogawa, Shigeyoshi
6
1984
Stochastic integral equations for the random fields. Zbl 0741.60056
Ogawa, Shigeyoshi
6
1991
Regularity of Gaussian processes on Dirichlet spaces. Zbl 1390.58022
Kerkyacharian, Gerard; Ogawa, Shigeyoshi; Petrushev, Pencho; Picard, Dominique
6
2018
On a stochastic Fourier coefficient: case of noncausal functions. Zbl 1296.60141
Ogawa, Shigeyoshi; Uemura, Hideaki
6
2014
A central limit theorem for the functional estimation of the spot volatility. Zbl 1182.62167
Ngo, Hoang-Long; Ogawa, Shigeyoshi
5
2009
On a real-time scheme for the estimation of volatility. Zbl 1219.91160
Ogawa, Shigeyoshi; Wakayama, Koji
5
2007
Identification of a noncausal Itô process from the stochastic Fourier coefficients. Zbl 1294.60079
Ogawa, Shigeyoshi; Uemura, Hideaki
5
2014
A direct inversion formula for SFT. Zbl 1321.60116
Ogawa, Shigeyoshi
4
2015
Some problems in the simulation of nonlinear diffusion processes. Zbl 0824.60064
Ogawa, Shigeyoshi
3
1995
Noncausal stochastic calculus. Zbl 1381.60003
Ogawa, Shigeyoshi
3
2017
Monte Carlo simulation of nonlinear diffusion processes. II. Zbl 0798.60060
Ogawa, Shigeyoshi
2
1994
Equation de Schrödinger et équation de particule brownienne. Zbl 0375.60046
Ogawa, Shigeyoshi
2
1976
Processus de Markov en interaction et système semi-linéaire d’équations d’évolution. Zbl 0401.60106
Ogawa, Shigeyoshi
2
1974
Sur la question d’existence de solutions d’une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type). Zbl 0603.60059
Ogawa, Shigeyoshi
2
1984
A quasi-random walk method for one-dimensional reaction-diffusion equations. Zbl 1018.65013
Ogawa, S.; Lécot, C.
2
2003
Real-time estimation scheme for the spot cross volatility of jump diffusion processes. Zbl 1192.62191
Ogawa, Shigeyoshi; Ngo, Hoang-Long
2
2010
Numerical solutions of stochastic differential equations and their applications. Zbl 1279.65013
Kanagawa, Shuya; Ogawa, Shigeyoshi
2
2005
Some aspects of strong inversion formulas of an SFT. Zbl 1390.60194
Ogawa, Shigeyoshi; Uemura, Hideaki
2
2018
Topics in the theory of noncausal stochastic integral equations. Zbl 0724.60075
Ogawa, Shigeyoshi
2
1990
Nonlinear feedback effects by hedging strategies. Zbl 1189.91211
Mancino, Maria Elvira; Ogawa, Shigeyoshi
2
2004
Some remarks on the real-time scheme for the estimation of spot volatility. Zbl 1390.91324
Ogawa, Shigeyoshi; Ngo, Hoang-Long
1
2008
Robustness of the random particle method in the numerical analysis of equations of Kolmogorov type. Zbl 0938.65555
Ogawa, Shigeyoshi
1
1995
Monte Carlo simulation of nonlinear diffusion. Zbl 0939.65507
Ogawa, Shigeyoshi
1
1993
On a deterministic approach to the numerical solution of the SDE. Zbl 0983.65009
Ogawa, Shigeyoshi
1
2001
On a class of SPDEs called Brownian particle equation model for nonlinear diffusions. Zbl 0979.60048
Ogawa, Shigeyoshi
1
2001
Sur des processus de Markov en interaction. Zbl 0308.60065
Ogawa, Shigeyoshi
1
1974
On a robustness of the random particle method. Zbl 0862.65073
Ogawa, Shigeyoshi
1
1996
On the Ito formula of noncausal type. Zbl 0563.60051
Ogawa, Shigeyoshi; Sekiguchi, Takeshi
1
1984
Pseudorandom functions whose asymptotic distributions are asymptotically Gaussian. Zbl 0731.60027
Ogawa, Shigeyoshi
1
1991
On the Brownian particle equations and the noncausal stochastic calculus. Zbl 0991.60514
Ogawa, Shigeyoshi
1
2001
Regularity of Gaussian processes on Dirichlet spaces. Zbl 1390.58022
Kerkyacharian, Gerard; Ogawa, Shigeyoshi; Petrushev, Pencho; Picard, Dominique
6
2018
Some aspects of strong inversion formulas of an SFT. Zbl 1390.60194
Ogawa, Shigeyoshi; Uemura, Hideaki
2
2018
Noncausal stochastic calculus. Zbl 1381.60003
Ogawa, Shigeyoshi
3
2017
A direct inversion formula for SFT. Zbl 1321.60116
Ogawa, Shigeyoshi
4
2015
On a stochastic Fourier coefficient: case of noncausal functions. Zbl 1296.60141
Ogawa, Shigeyoshi; Uemura, Hideaki
6
2014
Identification of a noncausal Itô process from the stochastic Fourier coefficients. Zbl 1294.60079
Ogawa, Shigeyoshi; Uemura, Hideaki
5
2014
On a stochastic Fourier transformation. Zbl 1292.60056
Ogawa, Shigeyoshi
7
2013
On the discrete approximation of occupation time of diffusion processes. Zbl 1271.60086
Ngo, Hoang-Long; Ogawa, Shigeyoshi
7
2011
Real-time estimation scheme for the spot cross volatility of jump diffusion processes. Zbl 1192.62191
Ogawa, Shigeyoshi; Ngo, Hoang-Long
2
2010
A central limit theorem for the functional estimation of the spot volatility. Zbl 1182.62167
Ngo, Hoang-Long; Ogawa, Shigeyoshi
5
2009
Real-time scheme for the volatility estimation in the presence of microstructure noise. Zbl 1151.91529
Ogawa, Shigeyoshi
6
2008
Some remarks on the real-time scheme for the estimation of spot volatility. Zbl 1390.91324
Ogawa, Shigeyoshi; Ngo, Hoang-Long
1
2008
On a real-time scheme for the estimation of volatility. Zbl 1219.91160
Ogawa, Shigeyoshi; Wakayama, Koji
5
2007
Numerical solutions of stochastic differential equations and their applications. Zbl 1279.65013
Kanagawa, Shuya; Ogawa, Shigeyoshi
2
2005
Nonlinear feedback effects by hedging strategies. Zbl 1189.91211
Mancino, Maria Elvira; Ogawa, Shigeyoshi
2
2004
A quasi-random walk method for one-dimensional reaction-diffusion equations. Zbl 1018.65013
Ogawa, S.; Lécot, C.
2
2003
On a deterministic approach to the numerical solution of the SDE. Zbl 0983.65009
Ogawa, Shigeyoshi
1
2001
On a class of SPDEs called Brownian particle equation model for nonlinear diffusions. Zbl 0979.60048
Ogawa, Shigeyoshi
1
2001
On the Brownian particle equations and the noncausal stochastic calculus. Zbl 0991.60514
Ogawa, Shigeyoshi
1
2001
Weak rate of convergence for an Euler scheme of nonlinear SDE’s. Zbl 0890.65147
Kohatsu-Higa, Arturo; Ogawa, Shigeyoshi
9
1997
On a robustness of the random particle method. Zbl 0862.65073
Ogawa, Shigeyoshi
1
1996
Some problems in the simulation of nonlinear diffusion processes. Zbl 0824.60064
Ogawa, Shigeyoshi
3
1995
Robustness of the random particle method in the numerical analysis of equations of Kolmogorov type. Zbl 0938.65555
Ogawa, Shigeyoshi
1
1995
Monte Carlo simulation of nonlinear diffusion processes. II. Zbl 0798.60060
Ogawa, Shigeyoshi
2
1994
Monte Carlo simulation of nonlinear diffusion. Zbl 0939.65507
Ogawa, Shigeyoshi
1
1993
Monte Carlo simulation of nonlinear diffusion processes. Zbl 0748.60051
Ogawa, Shigeyoshi
7
1992
Stochastic integral equations for the random fields. Zbl 0741.60056
Ogawa, Shigeyoshi
6
1991
Pseudorandom functions whose asymptotic distributions are asymptotically Gaussian. Zbl 0731.60027
Ogawa, Shigeyoshi
1
1991
Topics in the theory of noncausal stochastic integral equations. Zbl 0724.60075
Ogawa, Shigeyoshi
2
1990
The stochastic integral of noncausal type as an extension of the symmetric integrals. Zbl 0616.60056
Ogawa, Shigeyoshi
14
1985
Une remarque sur l’approximation de l’integrale stochastique du type noncausal par une suite des integrales de Stieltjes. Zbl 0551.60058
Ogawa, Shigeyoshi
9
1984
Quelques propriétés de l’intégrale stochastique du type noncausal. (Some properties of the stochastic integral of noncausal type). Zbl 0633.60076
Ogawa, Shigeyoshi
7
1984
Quelques propriétés de l’intégrale stochastique du type noncausal. (Some properties of the stochastic integral of noncausal type). Zbl 0637.60070
Ogawa, Shigeyoshi
6
1984
Sur la question d’existence de solutions d’une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type). Zbl 0603.60059
Ogawa, Shigeyoshi
2
1984
On the Ito formula of noncausal type. Zbl 0563.60051
Ogawa, Shigeyoshi; Sekiguchi, Takeshi
1
1984
Sur le produit direct du bruit blanc par lui-meme. Zbl 0397.60047
Ogawa, Shigeyoshi
16
1979
Equation de Schrödinger et équation de particule brownienne. Zbl 0375.60046
Ogawa, Shigeyoshi
2
1976
Processus de Markov en interaction et système semi-linéaire d’équations d’évolution. Zbl 0401.60106
Ogawa, Shigeyoshi
2
1974
Sur des processus de Markov en interaction. Zbl 0308.60065
Ogawa, Shigeyoshi
1
1974
A partial differential equation with the white noise as a coefficient. Zbl 0258.60044
Ogawa, Shigeyoshi
12
1973
On a Riemann definition of the stochastic integral. I. Zbl 0209.48605
Ogawa, Sigeyosi
9
1970
On a Riemann definition of the stochastic integral. II. Zbl 0209.48701
Ogawa, Sigeyosi
8
1970
all top 5

Cited by 106 Authors

24 Ogawa, Shigeyoshi
6 Ngo, Hoang-Long
4 Kohatsu-Higa, Arturo
4 Uemura, Hideaki
3 Bossy, Mireille
3 Hoshino, Kiyoiki
2 Akahori, Jirô
2 Altmeyer, Randolf
2 Cleanthous, Galatia
2 Dembo, Amir
2 Kanagawa, Shuya
2 Kazumi, Tetsuya
2 Nualart, David
2 Pardoux, Etienne
2 Porcu, Emilio
2 Russo, Francesco
2 Sanfelici, Simona
2 Sekiguchi, Takeshi
2 Talay, Denis
2 Zeitouni, Ofer
1 Aboulalaâ, Adnan
1 Acebrón, Juan A.
1 Aihara, Shin’ichi
1 Alegria, Alfredo
1 Amaba, Takafumi
1 Antonelli, Fabio
1 Arimoto, Akio
1 Bachmayr, Markus
1 Bagchi, Arunabha
1 Bellingeri, Carlo
1 Berger, Marc A.
1 Bingham, Nicholas Hugh
1 Bissiri, Pier Giovanni
1 Boswijk, H. Peter
1 Busico, Maria Pia
1 Chorowski, Jakub
1 Cohen, Albert
1 Crisan, Dan O.
1 Cruzeiro, Ana-Bela
1 Dehghan Takht Fooladi, Mehdi
1 Djurdjevac, Ana
1 El Maroufy, Hamid
1 Fakhar-Izadi, Farhad
1 Fang, Shizan
1 Friz, Peter Karl
1 Fuchs, Christiane
1 Georgiadis, Athanasios G.
1 Gurevich, B. M.
1 Hibbah, El Houcine
1 Ivanovs, Jevgeņijs
1 Karniadakis, George Em
1 Kinuya, Masahiro
1 Komori, Yoshio
1 Kyriazis, George C.
1 Lanucara, Piero
1 Lazakovich, Mikalaĭ Viktaravich
1 Le Cavil, Anthony
1 Le Guével, Ronan
1 Lécot, Christian
1 Lejay, Antoine
1 Liu, Nien-Lin
1 Mackevičius, Vigirdas
1 Makhlouf, Azmi
1 Malliavin, Paul
1 Mancini, Cecilia
1 Mattiussi, Vanessa
1 McMurray, Eamon
1 Migliorati, Giovanni
1 Mizel, Victor J.
1 Murayama, Taro
1 Naito, Riu
1 Neves, Wladimir
1 Okazawa, Noboru
1 Okuma, Kaori
1 Olivera, Christian
1 Oseledets, Valeriĭ Iustinovich
1 Oudjane, Nadia
1 Palacio, J. Sebastian
1 Pigato, Paolo
1 Podolskij, Mark
1 Protter, Philip Elliott
1 Radchenko, Vadym Mykolaĭovych
1 Renò, Roberto
1 Rosiński, Jan
1 Rozovskii, Boris L.
1 Saisho, Yasumasa
1 Sánchez, Freddy H. Marín
1 Sawai, Takashi
1 Shiota, Yasunobu
1 Spigler, Renato
1 Stashulenok, S. P.
1 Symons, Tasmin L.
1 Taib, Ziad
1 Tapia, Nikolas
1 Thalmaier, Anton
1 Turo, Jan
1 Uboldi, Adamo
1 Vallois, Pierre
1 Yablonski, Aleh Leonidovich
1 Yamada, Toshihiro
...and 6 more Authors
all top 5

Cited in 52 Serials

6 Mathematics and Computers in Simulation
6 Japan Journal of Industrial and Applied Mathematics
4 Probability Theory and Related Fields
4 Electronic Journal of Statistics
3 Japan Journal of Applied Mathematics
3 Journal of Theoretical Probability
3 The Annals of Applied Probability
3 Bernoulli
3 Stochastics
2 Lithuanian Mathematical Journal
2 Mathematics of Computation
2 Journal of Multivariate Analysis
2 Tôhoku Mathematical Journal. Second Series
2 Stochastic Processes and their Applications
2 Monte Carlo Methods and Applications
2 Sankhyā. Series A
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Journal of Computational Physics
1 Letters in Mathematical Physics
1 Applied Mathematics and Optimization
1 BIT
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Journal of Functional Analysis
1 Journal of Soviet Mathematics
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Osaka Journal of Mathematics
1 Proceedings of the Japan Academy. Series A
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 Transactions of the American Mathematical Society
1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1 Zeitschrift für Analysis und ihre Anwendungen
1 Constructive Approximation
1 Journal of Economic Dynamics & Control
1 Sugaku Expositions
1 Test
1 Theory of Probability and Mathematical Statistics
1 Bulletin des Sciences Mathématiques
1 The Journal of Fourier Analysis and Applications
1 Journal of Nonparametric Statistics
1 Finance and Stochastics
1 Studies in Nonlinear Dynamics and Econometrics
1 Journal of Applied Statistics
1 Decisions in Economics and Finance
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Proceedings of the Japan Academy
1 International Journal for Numerical Methods in Biomedical Engineering
1 Journal of Probability and Statistics
1 Analysis and Geometry in Metric Spaces
1 Nonlinear Analysis. Theory, Methods & Applications
1 SN Partial Differential Equations and Applications

Citations by Year