The following pages link to Dai Taguchi (Q309002):
Displaying 21 items.
- The parametrix method for skew diffusions (Q309004) (← links)
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Malliavin calculus for non-colliding particle systems (Q1986030) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- OUP accepted manuscript (Q4683810) (← links)
- <i>L</i><i>q</i>-error estimates for approximation of irregular functionals of random vectors (Q5024898) (← links)
- Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496) (← links)
- On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (Q5126527) (← links)
- Convergence Implications via Dual Flow Method (Q5235958) (← links)
- Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift (Q5270096) (← links)
- Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations (Q6175909) (← links)
- Numerical schemes for radial Dunkl processes (Q6529586) (← links)
