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 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