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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 processes

Mathematical finance, CIR process, Polynomial diffusion

Backward stochastic differential equation (BSDE)

Backward stochastic Volterra integral equations (BSVIE)

Radial Dunkl processes, Dyson Brownian motions, Bessel process

Lévy processes

Generalized coupling

Hajłasz gradient