Research Output per year

## 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.

Stochastic Equations
Mathematics

Differential equation
Mathematics

Rate of Convergence
Mathematics

Diffusion Coefficient
Mathematics

Coefficient
Mathematics

Irregular
Mathematics

Approximation
Mathematics

Euler
Mathematics

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

## Research Output 2016 2019

## 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 journal › Article

Malliavin Calculus

Brownian movement

Particle System

Probability density function

Hyperbolic Systems

1
Citation
(Scopus)

## 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 journal › Article

Positivity

Numerical Scheme

Jump

Interest Rate Models

Financial Mathematics

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

Taguchi, D. & Tanaka, A., Jan 1 2019,*Lecture Notes in Mathematics.*Springer, p. 165-185 21 p. (Lecture Notes in Mathematics; vol. 2252).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Stochastic Equations

Differential equation

Weak and Strong Convergence

Mathematical Finance

Boundary conditions

## On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients

Ngo, H. L. & Taguchi, D., Jul 2019, In : Mathematics and Computers in Simulation. 161, p. 102-112 11 p.Research output: Contribution to journal › Article

Bounded variation

Diffusion Coefficient

Coefficient

Stochastic Equations

Rate of Convergence

1
Citation
(Scopus)

## On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients

Li, L. & Taguchi, D., Mar 2019, In : Statistics and Probability Letters. 146, p. 15-26 12 p.Research output: Contribution to journal › Article

Jump

Rate of Convergence

Pathwise Uniqueness

Existence-uniqueness

Coefficient