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Dai Taguchi (田口 大)
Dai Taguchi (田口 大)
Associate professor (准教授)
e-mail:
dai.taguchi.dai[AT]gmail.com (Research)
taguchi[AT]kansai-u.ac.jp (University)
Research interests:
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
Malliavin Calculus
Hajłasz gradient