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Taguchi, Dai

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Author ID: taguchi.dai Recent zbMATH articles by "Taguchi, Dai"
Published as: Taguchi, Dai
Documents Indexed: 15 Publications since 2016

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 72 times in 45 Documents Cited by Year
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients. Zbl 1334.60132
Ngo, Hoang-Long; Taguchi, Dai
29
2016
On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients. Zbl 1433.65012
Ngo, Hoang-Long; Taguchi, Dai
11
2017
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients. Zbl 1386.60242
Ngo, Hoang-Long; Taguchi, Dai
11
2017
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient. Zbl 1367.60090
Menoukeu Pamen, Olivier; Taguchi, Dai
10
2017
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case. Zbl 07106594
Li, Libo; Taguchi, Dai
3
2019
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients. Zbl 1418.60100
Li, Libo; Taguchi, Dai
3
2019
Approximation for non-smooth functionals of stochastic differential equations with irregular drift. Zbl 1378.60086
Ngo, Hoang-Long; Taguchi, Dai
2
2018
The parametrix method for skew diffusions. Zbl 1358.65009
Kohatsu-Higa, Arturo; Taguchi, Dai; Zhong, Jie
2
2016
Stability problem for one-dimensional stochastic differential equations with discontinuous drift. Zbl 1367.60085
Taguchi, Dai
1
2016
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case. Zbl 07106594
Li, Libo; Taguchi, Dai
3
2019
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients. Zbl 1418.60100
Li, Libo; Taguchi, Dai
3
2019
Approximation for non-smooth functionals of stochastic differential equations with irregular drift. Zbl 1378.60086
Ngo, Hoang-Long; Taguchi, Dai
2
2018
On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients. Zbl 1433.65012
Ngo, Hoang-Long; Taguchi, Dai
11
2017
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients. Zbl 1386.60242
Ngo, Hoang-Long; Taguchi, Dai
11
2017
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient. Zbl 1367.60090
Menoukeu Pamen, Olivier; Taguchi, Dai
10
2017
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients. Zbl 1334.60132
Ngo, Hoang-Long; Taguchi, Dai
29
2016
The parametrix method for skew diffusions. Zbl 1358.65009
Kohatsu-Higa, Arturo; Taguchi, Dai; Zhong, Jie
2
2016
Stability problem for one-dimensional stochastic differential equations with discontinuous drift. Zbl 1367.60085
Taguchi, Dai
1
2016

Citations by Year