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Alberto Ohashi

Identifiers

  • name variant Alberto Ohashi 0.60 · backfill

Papers (18)

  1. Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version stat.ML · 2026 · author #2
  2. Sequential Regression Learning with Randomized Algorithms stat.ML · 2025 · author #3
  3. Weak differentiability of Wiener functionals and occupation times math.PR · 2017 · author #2
  4. Discrete-type approximations for non-Markovian optimal stopping problems: Part I math.PR · 2017 · author #2
  5. Stochastic Near-Optimal Controls for Path-Dependent Systems math.PR · 2017 · author #2
  6. A weak version of path-dependent functional It\^o calculus math.PR · 2017 · author #2
  7. Classical solution to a multidimensional stochastic Burgers equation via forward-backward SDEs math.PR · 2016 · author #1
  8. Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691 math.PR · 2015 · author #2
  9. Path-dependent It\^o formulas under finite $(p,q)$-variation regularity math.PR · 2015 · author #1
  10. Principal Components Analysis for Semimartingales and Stochastic PDE math.ST · 2015 · author #1
  11. A Noisy Principal Component Analysis for Forward Rate Curves q-fin.ST · 2014 · author #2
  12. A Maximal Inequality of the 2D Young Integral based on Bivariations math.FA · 2014 · author #1
  13. A Note on the sharp $L^p$-Covergence rate of Upcrossings to the Brownian local time math.PR · 2014 · author #1
  14. Weak Functional It\^o Calculus and Applications math.PR · 2014 · author #1
  15. A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility q-fin.PR · 2013 · author #2
  16. On the Discrete Cram\'er-von Mises Statistics under Random Censorship math.ST · 2012 · author #2
  17. Weak approximations for Wiener functionals math.PR · 2009 · author #2
  18. Fractional term structure models: No-arbitrage and consistency q-fin.PR · 2008 · author #1

Mentions

  • 1201.2377 #2 · backfill · confidence 0.70 Alberto Ohashi
  • 0909.1823 #2 · backfill · confidence 0.70 Alberto Ohashi
  • 0802.1288 #1 · backfill · confidence 0.70 Alberto Ohashi

Frequent Coauthors