Rchr
J-GLOBAL ID：201801012301995837
Update date: Jan. 30, 2024
Taguchi Dai
タグチ ダイ | Taguchi Dai
Affiliation and department：
Homepage URL (1)：
https://sites.google.com/view/daitaguchi/home
Research field (1)：
Applied mathematics and statistics
Research theme for competitive and other funds (3)：
- 2021 - 2026 Equations with renormalization and stochastic analysis
- 2019 - 2023 非有界係数を持つ経路依存型・非衝突型の確率微分方程式の数値解析と密度関数の研究
- 2017 - 2019 Numerical analysis for SDE and non-colliding stochastic processes
Papers (20)：
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Takuya Nakagawa, Dai Taguchi, Tomooki Yuasa. Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball. Journal of Mathematical Analysis and Applications. 2023. 519. 2. 126829-126829
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Dai Taguchi. On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time. Journal of Complexity. 2023. 74
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Yushi Hamaguchi, Dai Taguchi. Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. ESAIM: Probability and Statistics. 2022
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Dai Taguchi, Akihiro Tanaka, Tomooki Yuasa. $L^{q}$-error estimates for approximation of irregular functionals of random vectors. IMA Journal of Numerical Analysis. 2022. 42. 1. 840-873
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Dai Taguchi, Takahiro Tsuchiya. Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations. Electronic Journal of Differential Equations. 2021. 2021. 98. 1-16
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Lectures and oral presentations (65)：
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CIR過程の数値解析について
(2022年度中之島ワークショップ 金融工学・数理計量ファイナンスの諸問題 2022 2022)
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Avikainen の不等式と確率数値解析
(関西大学 確率論研究会 2022 2022)
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Approximation for Lévy driven SDEs with irregular coefficient
(MATRIX conference 2022)
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Avikainen’s estimate and its application to numerical analysis for SDEs
(Seminar on Probability and Mathematical Statistics at Vietnam Academy of Science and Technology Institute of Mathematics 2022)
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Numerical schemes for Dyson’s Brownian motions and radial Dunkl processes
(Theory of Markov Semigroups and Schrödinger Operators seminar 2022)
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Professional career (1)：
Association Membership(s) (2)：
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