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Yoshio Komori
Yoshio Komori
Associate Professor of Systems Design and Informatics, Kyushu Institute of Technology
Verified email at phys.kyutech.ac.jp - Homepage
Title
Cited by
Cited by
Year
Rooted tree analysis of the order conditions of ROW-type scheme for stochastic differential equations
Y Komori, T Mitsui, H Sugiura
BIT Numerical Mathematics 37 (1), 43-66, 1997
591997
Stable Row Type Weak Scheme for Stochastic Differential Equations
Y Komori, T Mitsui
Monte Carlo Methods and Applications. 1 (4), 279-300, 1995
551995
Some issues in discrete approximate solution for stochastic differential equations
Y Komori, Y Saito, T Mitsui
Computers & Mathematics with Applications 28 (10-12), 269-278, 1994
441994
Weak second-order stochastic Runge–Kutta methods for non-commutative stochastic differential equations
Y Komori
Journal of computational and applied mathematics 206 (1), 158-173, 2007
422007
Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge–Kutta family
Y Komori
Applied numerical mathematics 57 (2), 147-165, 2007
262007
A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
Y Komori, K Burrage
BIT Numerical Mathematics 54 (4), 1067-1085, 2014
232014
Strong first order S-ROCK methods for stochastic differential equations
Y Komori, K Burrage
Journal of Computational and Applied Mathematics 242, 261-274, 2013
232013
Weak second order S-ROCK methods for Stratonovich stochastic differential equations
Y Komori, K Burrage
Journal of Computational and Applied Mathematics 236 (11), 2895-2908, 2012
202012
Weak order stochastic Runge–Kutta methods for commutative stochastic differential equations
Y Komori
Journal of computational and applied mathematics 203 (1), 57-79, 2007
192007
Properties of the Weibull cumulative exposure model
Y Komori
Journal of Applied Statistics 33 (1), 17-34, 2006
152006
Weak second order explicit exponential Runge--Kutta methods for stochastic differential equations
Y Komori, D Cohen, K Burrage
SIAM Journal on Scientific Computing 39 (6), A2857-A2878, 2017
132017
Weak first-or second-order implicit Runge–Kutta methods for stochastic differential equations with a scalar Wiener process
Y Komori
Journal of computational and applied mathematics 217 (1), 166-179, 2008
112008
S-ROCK methods for stochastic delay differential equations with one fixed delay
Y Komori, A Eremin, K Burrage
Journal of Computational and Applied Mathematics 353, 345-354, 2019
102019
Easy estimation by a new parameterization for the three-parameter lognormal distribution
Y Komori, H Hirose
Journal of Statistical Computation and Simulation 74 (1), 63-74, 2004
102004
Parameter estimation based on grouped or continuous data for truncated exponential distributions
Y Komori, H Hirose
Communications in Statistics-Theory and Methods 31 (6), 889-900, 2002
102002
Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations
Y Komori, E Buckwar
BIT Numerical Mathematics 53 (3), 617-639, 2013
92013
Supplement: Efficient weak second order stochastic Runge–Kutta methods for non-commutative Stratonovich stochastic differential equations
Y Komori, K Burrage
Journal of computational and applied mathematics 235 (17), 5326-5329, 2011
8*2011
Explicit Stochastic Runge‐Kutta Methods with Large Stability Regions
K Burrage, Y Komori
AIP Conference Proceedings 1281 (1), 2057-2060, 2010
42010
An easy parameter estimation by the EM algorithm in the new up-and-down method
Y Komori, H Hirose
IEEE Transactions on Dielectrics and Electrical Insulation 7 (6), 838-842, 2000
42000
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations
G Yang, K Burrage, Y Komori, P Burrage, X Ding
Numerical Algorithms 88 (4), 1641-1665, 2021
32021
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