Yuga Iguchi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
Bernoulli
2024-11-05Paper
Parameter inference for degenerate diffusion processes
Stochastic Processes and their Applications
2024-07-10Paper
Weak approximation of SDEs for tempered distributions and applications
Advances in Computational Mathematics
2022-08-18Paper
A second-order discretization for degenerate systems of stochastic differential equations
IMA Journal of Numerical Analysis
2022-05-17Paper
Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels
ESAIM: Mathematical Modelling and Numerical Analysis
2021-09-15Paper
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications
(available as arXiv preprint)
N/APaper


Research outcomes over time


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