Dai Taguchi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations	2023-08-21	Paper
Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball	2022-11-28	Paper
On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time	2022-11-23	Paper
Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations	2022-08-30	Paper
Lq-error estimates for approximation of irregular functionals of random vectors	2022-01-27	Paper
Semi-implicit Euler--Maruyama scheme for polynomial diffusions on the unit ball	2021-04-07	Paper
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients	2021-03-02	Paper
On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition	2020-10-20	Paper
Probability density function of SDEs with unbounded and path-dependent drift coefficient	2020-09-02	Paper
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems	2020-08-17	Paper
Malliavin calculus for non-colliding particle systems	2020-04-07	Paper
A generalized Avikainen's estimate and its applications	2020-01-15	Paper
Convergence Implications via Dual Flow Method	2019-10-14	Paper
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case	2019-09-18	Paper
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients	2019-02-20	Paper
Probability density function of SDEs with unbounded and path--dependent drift coefficient	2018-11-17	Paper
OUP accepted manuscript	2018-09-26	Paper
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients	2017-10-06	Paper
Approximation for non-smooth functionals of stochastic differential equations with irregular drift	2017-09-25	Paper
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient	2017-06-30	Paper
Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift	2017-06-22	Paper
The parametrix method for skew diffusions	2016-09-06	Paper
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients	2016-03-23	Paper
Numerical schemes for radial Dunkl processes	N/A	Paper

Research outcomes over time

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