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Dai Taguchi (田口 大)

Kansai University (関西大学)

Associate professor (准教授)

e-mail : taguchi[AT]kansai-u.ac.jp

Google scholar

Research interests:

Stochastic calculus

Numerical analysis

Stochastic differential equation (SDE)

Euler-Maruyama scheme

Multilevel Monte Carlo method

Probability density function of stochastic process

Mathematical finance, CIR process, Polynomial diffusion

Backward stochastic differential equation (BSDE)

Backward stochastic Volterra integral equation (BSVIE)

Radial Dunkl process, Dyson Brownian motion, Bessel process

Lévy process

Hajłasz gradient, Generalized coupling, Nazarov’s inequality