| Ergodic theory for SDEs with extrinsic memory M Hairer, A Ohashi | 86 | 2007 |
| A weak version of path-dependent functional Itô calculus D Leão, A Ohashi, AB Simas The Annals of Probability 46 (6), 3399-3441, 2018 | 30 | 2018 |
| Weak approximations for Wiener functionals D Leão, A Ohashi | 30 | 2013 |
| Fractional term structure models: no-arbitrage and consistency A Ohashi The Annals of Applied Probability, 1553-1580, 2009 | 27 | 2009 |
| Weak functional Itô calculus and applications D Leão, A Ohashi, AB Simas Preprint, 2014 | 21 | 2014 |
| A noisy principal component analysis for forward rate curves MP Laurini, A Ohashi European Journal of Operational Research 246 (1), 140-153, 2015 | 20 | 2015 |
| Discrete-type approximations for non-Markovian optimal stopping problems: Part II SC Bezerra, A Ohashi, F Russo, F de Souza Methodology and Computing in Applied Probability 22, 1221-1255, 2020 | 12 | 2020 |
| Discrete-type approximations for non-Markovian optimal stopping problems: Part I D Leão, A Ohashi, F Russo Journal of Applied Probability 56 (4), 981-1005, 2019 | 10 | 2019 |
| Rough paths and regularization A Gomes, A Ohashi, F Russo, A Teixeira arXiv preprint arXiv:2106.08054, 2021 | 8 | 2021 |
| Stochastic near-optimal controls for path-dependent systems D Leão, A Ohashi, F Souza arXiv preprint arXiv:1707.04976, 2017 | 7 | 2017 |
| A maximal inequality of the 2D Young integral based on bivariations A Ohashi, AB Simas arXiv preprint arXiv:1408.1428, 2014 | 7 | 2014 |
| Weak differentiability of Wiener functionals and occupation times D Leão, A Ohashi, AB Simas Bulletin des Sciences Mathématiques 149, 23-65, 2018 | 6 | 2018 |
| Path-dependent Itô formulas under (p, q)-variations A Ohashi, E Shamarova, NN Shamarov ALEA Lat. Am. J. Probab. Math. Stat 13, 1-31, 2016 | 6 | 2016 |
| A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time A Ohashi, AB Simas Statistics & Probability Letters 100, 137-141, 2015 | 6 | 2015 |
| The Efficient Market Hypothesis and the Dynamic Behavior of Sugar Future Prices RC Lima, A Ohashi Revista Econômica do Nordeste 30 (Suplemento Especial), 484-493, 1999 | 6 | 1999 |
| Solving non-markovian stochastic control problems driven by wiener functionals D Leão, A Ohashi, FA de Souza arXiv preprint arXiv:2003.06981, 2020 | 5 | 2020 |
| A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility. D Bonetti, D Leão, A Ohashi, V Siqueira International Journal of Stochastic Analysis 2015, 2015 | 5 | 2015 |
| Weak functional itô calculus and applications A Ohashi, D Leão, AB Simas arXiv e-prints, arXiv: 1408.1423, 2014 | 5 | 2014 |
| SDEs for Bessel processes in low dimension and path-dependent extensions (2020) A Ohashi, F Russo, A Teixeira Preprint, 0 | 4 | |
| Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes A Ohashi, F Russo Bernoulli 30 (2), 1197-1230, 2024 | 3 | 2024 |
