Research field (4)：
Basic mathematics
, Applied mathematics and statistics
, Money and finance
, Statistical science
Research keywords (5)：
Probability theory
, Stochastic process
, Stochastic calculus
, Malliavin calculus
, Numerical analysis
Research theme for competitive and other funds (2)：
2022 - 2027 複雑な金融モデルに対応する数値計算手法の開発
2017 - 2019 確率微分方程式に関する数値計算手法の開発
Papers (7)：
Dorje C. Brody, Tomooki Yuasa. Three-candidate election strategy. Royal Society Open Science. 2023. 10. 9
Takuya Nakagawa, Dai Taguchi, Tomooki Yuasa. Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball. Journal of Mathematical Analysis and Applications. 2023. 519. 2. 126829-126847
Tsubasa Nishimura, Kenji Yasutomi, Tomooki Yuasa. Higher-Order Error Estimates of the Discrete-Time Clark-Ocone Formula. Journal of Theoretical Probability. 2022. 35. 4. 2518-2539
Dai Taguchi, Akihiro Tanaka, Tomooki Yuasa. $L^{q}$-error estimates for approximation of irregular functionals of random vectors. IMA Journal of Numerical Analysis. 2022. 42. 1. 840-873
Jirô Akahori, Masahiro Kinuya, Takashi Sawai, Tomooki Yuasa. An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables. Mathematics and Computers in Simulation. 2021. 187. 540-565
Second order unbiased simulation methods for Bally-Kohatsu's backward type and Henry-Tan-Touzi type
(Winter Workshop on Operations Research, Finance and Mathematics, 2024 2024)
2024/04 - 現在 Tokyo Metropolitan University Faculty of Economics and Business Administration Associate Professor
2023/04 - 2024/03 Shibaura Institute of Technology Department of Mathematical Sciences, College of Systems Engineering and Science Part-time Lecturer
2022/04 - 2024/03 Tokyo Metropolitan University Faculty of Economics and Business Administration Assistant Professor
2020/04 - 2022/03 Ritsumeikan University Department of Mathematical Sciences, College of Science and Engineering Assistant Professor
2017/04 - 2019/03 A Japan Society for the Promotion of Science DC2, Research Fellow
Association Membership(s) (3)：
The Japan Society for Industrial and Applied Mathematics
, The Japanese Society for Mathematical Economics
, Japanese Association of Financial Econometrics and Engineering
