Asymptotic error distribution of the Euler method for continuous-time nonlinear filtering
(5th Monash-Ritsumeikan Symposium on Probability and Related Fields 2015)
On the approximation of the nonlinear filtering equation
(偏微分方程式に付随する確率論的問題 2014)
On the error estimate for approximate nonlinear filters
(阪大確率論セミナー 2013)
Sparse grid techniques for pricing Bermudan-style options
(NUS-UTokyo workshop on Quantitative Finance 2013)