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Kei Kobayashi · Study

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Kei Kobayashi

3 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0002-4913-7185

h-index3

i103

Citations178

Works here3

10

19

21

Most cited in this library

Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations2010 · 114 citations
Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients2019 · 44 citations
Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators2021 · 20 citations

Works

3 shown

Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators

BIT Numerical Mathematics·2021·2 authors·Open access

20citations

Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients

Journal of Mathematical Analysis and Applications·2019·2 authors·Open access

44citations

Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations

Journal of Theoretical Probability·2010·1 author·Open access

114citations