| 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, 43-66, 1997 | 63 | 1997 |
| Stable Row Type Weak Scheme for Stochastic Differential Equations Y Komori, T Mitsui Monte Carlo Methods and Applications. 1 (4), 279-300, 1995 | 57 | 1995 |
| 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 | 49 | 2007 |
| 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 | 46 | 1994 |
| A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems Y Komori, K Burrage BIT Numerical Mathematics 54, 1067-1085, 2014 | 41 | 2014 |
| 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 | 30 | 2007 |
| Strong first order S-ROCK methods for stochastic differential equations Y Komori, K Burrage Journal of Computational and Applied Mathematics 242, 261-274, 2013 | 29 | 2013 |
| 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 | 26 | 2012 |
| 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 | 21 | 2017 |
| Weak order stochastic Runge–Kutta methods for commutative stochastic differential equations Y Komori Journal of computational and applied mathematics 203 (1), 57-79, 2007 | 21 | 2007 |
| Properties of the Weibull cumulative exposure model Y Komori Journal of Applied Statistics 33 (1), 17-34, 2006 | 17 | 2006 |
| A class of new Magnus-type methods for semi-linear non-commutative Ito stochastic differential equations G Yang, K Burrage, Y Komori, P Burrage, X Ding Numerical Algorithms, 1-25, 2021 | 16 | 2021 |
| 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 | 13 | 2019 |
| 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 | 13 | 2008 |
| 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 | 10 | 2004 |
| 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 | 10 | 2002 |
| Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations Y Komori, E Buckwar BIT Numerical Mathematics 53 (3), 617-639, 2013 | 9 | 2013 |
| 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 | 4 | 2010 |
| 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 | 4 | 2000 |
kevin burrageProfessor Computational Mathematics, Queensland University of TechnologyVerified email at qut.edu.au
