Daichi Taguchi

activity

20132021

most citedOn the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients

24 citations · 41 across the 13 of their papers we have counts for

collaborators

Showing 2020Show all

2 papers · 1 filter

math.PR2020★ 1 cited

$L^{q}$ -error estimates for approximation of irregular functionals of random vectors

Dai Taguchi, Akihiro Tanaka, Tomooki Yuasa

Avikainen showed that, for any $p, q \in [1, \infty)$ , and any function $f$ of bounded variation in $R$ , it holds that $\mathbb{E}[|f(X)-f(\widehat{X})|^{q}] \leq C(p,q) \ma…

math.PR2020★ 5 cited

A generalized Avikainen's estimate and its applications

Dai Taguchi

Avikainen provided a sharp upper bound of the difference $E [∣ g (X) - g (X) ∣^{q}]$ by the moments of $∣ X - X ∣$ for any one-dimensional random variables $X$ wi…

Lq-error estimates for approximation of irregular functionals of random vectors

A generalized Avikainen's estimate and its applications

$L^{q}$ -error estimates for approximation of irregular functionals of random vectors