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Author

Dai Taguchi

Observed name: Taguchi, Dai
Institution: Kansai University
ORCID: 0000-0002-3325-2242
Observed ORCID: 0000-0002-3325-2242
OpenAlex ID: A5017709365
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
2015 · Hoang-Long Ngo, Dai Taguchi · Mathematics of Computation · 86
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Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient
2016 · Olivier Menoukeu Pamen, Dai Taguchi · Stochastic Processes and their Applications · 56
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Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients
2017 · Hoang-Long Ngo, Dai Taguchi · Statistics & Probability Letters · 41
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OUP accepted manuscript
2016 · Hoang-Long Ngo, Dai Taguchi · IMA Journal of Numerical Analysis · 28
On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients
2015 · Ngo, Hoang-Long, Taguchi, Dai · arXiv (Cornell University) · 25
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On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
2019 · Libo Li, Dai Taguchi · BIT Numerical Mathematics · 14
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Approximation for non-smooth functionals of stochastic differential equations with irregular drift
2017 · Hoang-Long Ngo, Dai Taguchi · Journal of Mathematical Analysis and Applications · 13
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On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
2018 · Libo Li, Dai Taguchi · Statistics & Probability Letters · 11
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The Parametrix Method for Skew Diffusions
2016 · Arturo Kohatsu-Higa, Dai Taguchi, et al. · Potential Analysis · 10
Semi-implicit Euler–Maruyama approximation for noncolliding particle systems
2020 · Hoang-Long Ngo, Dai Taguchi · The Annals of Applied Probability · 7
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Probability density function of SDEs with unbounded and path-dependent drift coefficient
2020 · Dai Taguchi, Akihiro Tanaka · Stochastic Processes and their Applications · 6
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Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations
2022 · Yushi Hamaguchi, Dai Taguchi · ESAIM Probability and Statistics · 4
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On the strong convergence rate for the Euler–Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
2022 · Dai Taguchi · Journal of Complexity · 4
A generalized Avikainen's estimate and its applications
2020 · Taguchi, Dai · arXiv (Cornell University) · 4
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On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
2019 · Hoang-Long Ngo, Dai Taguchi · Mathematics and Computers in Simulation · 3
On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition
2019 · Dai Taguchi, Akihiro Tanaka · Lecture notes in mathematics · 3
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Malliavin calculus for non-colliding particle systems
2019 · Nobuaki Naganuma, Dai Taguchi · Stochastic Processes and their Applications · 2
Semi-implicit Euler–Maruyama scheme for polynomial diffusions on the unit ball
2022 · Takuya Nakagawa, Dai Taguchi, et al. · Journal of Mathematical Analysis and Applications · 1
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Lq-error estimates for approximation of irregular functionals of random vectors
2020 · Dai Taguchi, Akihiro Tanaka, et al. · IMA Journal of Numerical Analysis · 1
$L^{q}$-error estimates for approximation of irregular functionals of random vectors
2020 · Taguchi, Dai, Tanaka, Akihiro, et al. · arXiv (Cornell University) · 1
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Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift
2016 · Dai Taguchi · Lecture notes in mathematics · 1
A generalized coupling approach for the weak approximation of stochastic functional differential equations
2024 · Hamaguchi, Yushi, Taguchi, Dai · arXiv (Cornell University)
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Projection scheme for polynomial diffusions on the unit ball.
2021 · Takuya Nakagawa, Dai Taguchi, et al. · arXiv (Cornell University)
Multi-dimensional Avikainen's estimates -- irregular functionals of random variables
2020 · Dai Taguchi, Akihiro Tanaka, et al. · arXiv (Cornell University)
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with jumps and irregular drift coefficient
2016 · Mizuki Furusawa, Dai Taguchi · Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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Works count: 28
Citation count: 321
H-index: 9
I10-index: 9
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