Matsuda, Toyomu
- An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
2022/06/03 by Toyomu Matsuda, Nicolas Perkowski, Matsuda, Toyomu +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G22 #60H05 #60H10 #60J55 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Anderson Hamiltonians with singular potentials
2022/11/02 by Toyomu Matsuda, Willem van Zuijlen, Matsuda, Toyomu +1 · 2 citations
Mathematics · Computer Science · #Spectral Theory in Mathematical Physics #Advanced Mathematical Modeling in Engineering #Numerical methods in inverse problems
- Level crossings of fractional Brownian motion
2023/08/16 by Das, Purba, Łochowski, Rafał, Matsuda, Toyomu +1 · 1 citation
#60G22 #60J55 #FOS: Mathematics #Probability (math.PR)
- Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
2023/12/11 by Matsuda, Toyomu, Mayorcas, Avi · 1 citation
#60G22 #60H10 #60H50 #60L20 #FOS: Mathematics #Probability (math.PR)