24 citations · 41 across the 13 of their papers we have counts for
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math.PR2017★ 2 cited
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
Libo Li, Dai Taguchi
We study in this article the strong rate of convergence of the Euler-Maruyama scheme and associated with the jump-type equation introduced in Li and Mytnik. We obtain the strong ra…
math.PR2017
Semi-implicit Euler-Maruyama approximation for non-colliding particle systems
Hoang-Long Ngo, Dai Taguchi
We introduce a semi-implicit Euler-Maruyama approximation which preservers the non-colliding property for some class of non-colliding particle systems such as Dyson Brownian motion…