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Dai Taguchi (田口 大)

Assistant professor (助教)

Osaka University (大阪大学)

e-mail: dai.taguchi.dai[AT]gmail.com

Research interests:

Stochastic calculus

Stochastic differential equation (SDE)

Euler-Maruyama approximation

Numerical analysis of solution of SDEs

Density of stochastic processes

Mathematical finance, CIR process

Backward stochastic differential equations (BSDE)

Non-colliding particle systems, Dyson Brownian motions

Lévy process

Malliavin Calculus