• 72 Citations
  • 4 h-Index
20162020

Research output per year

If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Dai Taguchi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output

  • 72 Citations
  • 4 h-Index
  • 13 Article
  • 1 Chapter

Probability density function of SDEs with unbounded and path-dependent drift coefficient

Taguchi, D. & Tanaka, A., Sep 2020, In : Stochastic Processes and their Applications. 130, 9, p. 5243-5289 47 p.

Research output: Contribution to journalArticle

  • Semi-implicit Eulera-Maruyama approximation for noncolliding particle systems

    Ngo, H. L. & Taguchi, D., Apr 2020, In : Annals of Applied Probability. 30, 2, p. 673-705 33 p.

    Research output: Contribution to journalArticle

  • Malliavin calculus for non-colliding particle systems

    Naganuma, N. & Taguchi, D., Jan 1 2019, (Accepted/In press) In : Stochastic Processes and their Applications.

    Research output: Contribution to journalArticle

  • On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case

    Li, L. & Taguchi, D., Sep 1 2019, In : BIT Numerical Mathematics. 59, 3, p. 747-774 28 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition

    Taguchi, D. & Tanaka, A., 2019, Lecture Notes in Mathematics. Springer, p. 165-185 21 p. (Lecture Notes in Mathematics; vol. 2252).

    Research output: Chapter in Book/Report/Conference proceedingChapter