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Publications by Tomoyuki Ichiba

Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2011English

Estimating the Effect of the Red Card in Soccer: When to Commit an Offense in Exchange for Preventing a Goal Opportunity

Journal of Quantitative Analysis in Sports
Decision SciencesSocial Sciences
2009English

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First Passage Time Densities Through Hölder Curves

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2018English

Reliability Estimation by Advanced Monte Carlo Simulation

Springer Series in Reliability Engineering
QualityReliabilitySafetyRisk
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Integrals, Jump-Diffusion Processes and Monte Carlo Simulation

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Efficient Monte Carlo Simulation of a Dissipative Ising Chain

AIP Advances
NanotechnologyAstronomyPhysicsNanoscience
2018English

First-Passage Time Estimation of Diffusion Processes Through Time-Varying Boundaries With an Application in Finance

International Journal of Statistics and Probability
2016English

Hybrid Asymptotic-Numerical Approach for Estimating First-Passage-Time Densities of the Two-Dimensional Narrow Capture Problem

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Collective Surface Diffusion: N-Fold Way Kinetic Monte Carlo Simulation

Physical Review E
1998English

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2014English

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