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Publications by Nobuaki Naganuma
Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion
Journal of Theoretical Probability
Mathematics
Statistics
Uncertainty
Probability
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A Characteristic Difference Scheme for Time-Fractional Heat Equations Based on the Crank-Nicholson Difference Schemes
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Convergence of Delay Differential Equations Driven by Fractional Brownian Motion
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Option Pricing for Processes Driven by Mixed Fractional Brownian Motion With Superimposed Jumps
Probability in the Engineering and Informational Sciences
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Parametric Estimation for Linear Stochastic Delay Differential Equations Driven by Fractional Brownian Motion
Random Operators and Stochastic Equations
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Probability
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Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion
Journal of Partial Differential Equations
Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion
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P-Th Moment Exponential Convergence Analysis for Stochastic Networked Systems Driven by Fractional Brownian Motion
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Estimates for the Solution to Stochastic Differential Equations Driven by a Fractional Brownian Motion With Hurst Parameter H ∈ (⅓, ½)
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Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes