• 49 Citations
  • 3 h-Index
20162019

Research output per year

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Research Output

  • 49 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

  • 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

  • 1 Citation (Scopus)

    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

  • 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

  • 1 Citation (Scopus)