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Dai Taguchi

Identifiers

  • name variant Dai Taguchi 0.60 · backfill

Papers (13)

  1. On the Euler--Maruyama scheme for degenerate stochastic differential equations with non-sticky condition math.PR · 2019 · author #1
  2. Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations math.PR · 2018 · author #1
  3. On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case math.PR · 2018 · author #2
  4. Malliavin Calculus for Non-colliding Particle Systems math.PR · 2018 · author #2
  5. On the Euler-Maruyama scheme for spectrally one-sided L\'evy driven SDEs with H\"older continuous coefficients math.PR · 2017 · author #2
  6. Semi-implicit Euler-Maruyama approximation for non-colliding particle systems math.PR · 2017 · author #2
  7. Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients math.PR · 2016 · author #2
  8. On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients math.PR · 2015 · author #2
  9. Strong rate of convergence for the Euler-Maruyama approximation of SDEs with H\"older continuous drift coefficient math.PR · 2015 · author #2
  10. Convergence Implications via Dual Flow Method math.PR · 2015 · author #2
  11. Approximation for non-smooth functionals of stochastic differential equations with irregular drift math.PR · 2015 · author #2
  12. $L^p(\Omega)$-Difference of One-Dimensional Stochastic Differential Equations with Discontinuous Drift math.PR · 2014 · author #1
  13. Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations with Irregular Coefficients math.PR · 2013 · author #2

Mentions

  • 1404.2358 #1 · backfill · confidence 0.70 Dai Taguchi
  • 1311.2725 #2 · backfill · confidence 0.70 Dai Taguchi

Frequent Coauthors