• 46 Citations
  • 3 h-Index
20162019
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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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Research Output 2016 2019

  • 46 Citations
  • 3 h-Index
  • 11 Article
  • 1 Chapter

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

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 journalArticle

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 proceedingChapter

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 journalArticle

Bounded variation
Diffusion Coefficient
Coefficient
Stochastic Equations
Rate of Convergence
1 Citation (Scopus)
Jump
Rate of Convergence
Pathwise Uniqueness
Existence-uniqueness
Coefficient