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Arturo Kohatsu-Higa

Identifiers

  • name variant Arturo Kohatsu-Higa 0.60 · backfill

Papers (11)

  1. On the first hitting times of one dimensional elliptic diffusions math.PR · 2016 · author #2
  2. A probabilistic interpretation of the parametrix method math.PR · 2015 · author #2
  3. LAN property for an ergodic diffusion with jumps math.PR · 2015 · author #1
  4. Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme math.PR · 2014 · author #5
  5. LAN property for a linear model with jumps math.PR · 2014 · author #1
  6. Local H\"{o}lder continuity property of the Densities of Solutions of SDEs with Singular Coefficients math.PR · 2012 · author #2
  7. Optimal simulation schemes for L\'evy driven stochastic differential equations math.PR · 2012 · author #1
  8. An operator approach for Markov chain weak approximations with an application to infinite activity L\'{e}vy driven SDEs math.PR · 2009 · author #2
  9. A duality approach for the weak approximation of stochastic differential equations math.PR · 2006 · author #2
  10. Hints for an extension of the early exercise premium formula for American options cond-mat.other · 2004 · author #2
  11. An application of Malliavin Calculus to Finance cond-mat.stat-mech · 2001 · author #1

Mentions

  • 1510.06909 #2 · backfill · confidence 0.70 Arturo Kohatsu-Higa
  • 1506.00776 #1 · backfill · confidence 0.70 Arturo Kohatsu-Higa
  • 1405.7007 #5 · backfill · confidence 0.70 Arturo Kohatsu-Higa
  • 1402.4956 #1 · backfill · confidence 0.70 Arturo Kohatsu-Higa
  • 1206.1117 #2 · backfill · confidence 0.70 Arturo Kohatsu-Higa
  • 1204.4877 #1 · backfill · confidence 0.70 Arturo Kohatsu-Higa
  • 0908.1021 #2 · backfill · confidence 0.70 Arturo Kohatsu-Higa

Frequent Coauthors