Associate professor (准教授)
e-mail : taguchi[AT]kansai-u.ac.jp
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, Sewing lemma, Stochastic sewing lemma