Taguchi Dai 田口大

Researcher Number	70804657
Other IDs
Affiliation (Current)	2025: 関西大学, システム理工学部, 准教授
Affiliation (based on the past Project Information) *help	2023 – 2024: 関西大学, システム理工学部, 准教授 2019 – 2022: 岡山大学, 異分野基礎科学研究所, 准教授 2017 – 2018: 大阪大学, 基礎工学研究科, 助教
Review Section/Research Field	Principal Investigator Basic Section 12010:Basic analysis-related / Basic analysis Except Principal Investigator Basic Section 12010:Basic analysis-related
Keywords	Principal Investigator Dyson Brownian motion / 非衝突確率過程 / Euler-Maruyama近似 / CIR過程 / 確率微分方程式 / Cox-Ingersoll-Ross 過程 / Radial Dunkl 過程 / Bessel 過程 / Euler--Maruyama近似 / Radial Dunkl過程 … More / Bessel過程 / 確率密度関数 / 経路依存型確率微分方程式 / Monte Carlo法 / Euler--Maruyama 近似 / α安定過程 / Polynomial diffusions / 後退確率Volterra積分方程式 / Avikainenの不等式 / Multilevel Monte Carlo法 / 数値解析 / Malliavin calculus / Jump型CIR過程 / Levy process / Levy過程 … More Except Principal Investigator 確率偏微分方程式 / ラフパス理論 / マルコフ過程 / 確率量子化 / 構成的場の理論 / ディリクレ形式 / マリアヴァン解析 / 確率量子場モデル / 確率微分方程式 / 特異確率偏微分方程式 Less

Bessel過程の一般化とその数値解析Principal Investigator
- Principal Investigator
  
  田口大
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  Kansai University
Equations with renormalization and stochastic analysis
- Principal Investigator
  
  楠岡誠一郎
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  Kyoto University
Numerical analysis and density functions path-dependent/non-colliding stochastic differential equations with non-bounded coefficientsPrincipal Investigator
- Principal Investigator
  
  Taguchi Dai
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  Okayama University
Numerical analysis for SDE and non-colliding stochastic processesPrincipal Investigator
- Principal Investigator
  
  Taguchi Dai
- Project Period (FY)
  2017 – 2018
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Basic analysis
- Research Institution
  Osaka University

All 2023 2022 2021 2020 2019 2018 2017

All Journal Article Presentation

[Journal Article] On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time2023
- Author(s)
  Dai Taguchi
- Journal Title
  
  Journal of Complexity
  
  Volume: 74
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14552
[Journal Article] Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations2023
- Author(s)
  Yushi Hamaguchi and Dai Taguchi
- Journal Title
  
  ESAIM: Probability and Statistics
  
  Volume: 27 Pages: 19-79
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14552
[Journal Article] Semi-implicit Euler--Maruyama scheme for polynomial diffusions on the unit ball2023
- Author(s)
  Takuya Nakagawa, Dai Taguchi and Tomooki Yuasa
- Journal Title
  
  Journal of Mathematical Analysis and Applications
  
  Volume: 519
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14552
[Journal Article] Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations2021
- Author(s)
  Dai Taguchi and Takahiro Tsuchiya
- Journal Title
  
  Electronic Journal of Differential Equations
  
  Volume: 98 Pages: 1-16
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14552
[Journal Article] $L^{q}$-error estimates for approximation of irregular functionals of random vectors2021
- Author(s)
  Dai Taguchi, Akihiro Tanaka and Tomooki Yuasa
- Journal Title
  
  IMA Journal of Numerical Analysis
  
  Volume: - Issue: 1 Pages: 840-873
- DOI
  10.1093/imanum/draa096
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14552
[Journal Article] Probability density function of SDEs with unbounded and path-dependent drift coefficient2020
- Author(s)
  Taguchi Dai、Tanaka Akihiro
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: - Issue: 9 Pages: 5243-5289
- DOI
  10.1016/j.spa.2020.03.006
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14552
[Journal Article] On the Euler-Maruyama scheme for spectrally one-sided L\'evy driven SDEs with H\"older continuous coefficients2019
- Author(s)
  Libo Li and Dai Taguchi
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 146 Pages: 15-26
- DOI
  10.1016/j.spl.2018.10.017
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Journal Article] On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case2019
- Author(s)
  Libo Li and Dai Taguchi
- Journal Title
  
  BIT Numerical Mathematics
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Journal Article] Approximation for non-smooth functionals of stochastic differential equations with irregular drift2018
- Author(s)
  Hoang-Long Ngo and Dai Taguchi
- Journal Title
  
  Journal of Mathematical Analysis and Applications
  
  Volume: 457 Issue: 1 Pages: 361-388
- DOI
  10.1016/j.jmaa.2017.08.006
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Besov regularity of the density function for SDEs2023
- Author(s)
  田口大
- Organizer
  Stochastic Analysis
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12988
[Presentation] Besov Regularity of the Density Function for SDEs with Super-linearly Growing Coefficients and its Application2023
- Author(s)
  田口大
- Organizer
  Stochastics around Finance
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12988
[Presentation] Besov regularity of the density function for a class of SDEs with superlinearly growing coefficients and its application2023
- Author(s)
  田口大
- Organizer
  九州確率論セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-23K12988
[Presentation] Regularity of the density function for SDEs with BV drift2023
- Author(s)
  田口大
- Organizer
  確率解析とその周辺
- Data Source
  KAKENHI-PROJECT-23K12988
[Presentation] Besov regularity of the density function for a class of SDEs with superlinearly growing coefficients and its application2023
- Author(s)
  田口大
- Organizer
  大阪大学確率論セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-23K12988
[Presentation] Numerical schemes for radial Dunkl processes2022
- Author(s)
  Dai Taguchi
- Organizer
  MFO-RIMS Tandem Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] CIR過程の数値解析について2022
- Author(s)
  田口大
- Organizer
  2022年度中之島ワークショップ金融工学・数理計量ファイナンスの諸問題 2022
- Invited
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Avikainen’s estimate and its application to numerical analysis for SDEs2022
- Author(s)
  Dai Taguchi
- Organizer
  Seminar on Probability and Mathematical Statistics at Vietnam Academy of Science and Technology Institute of Mathematics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Approximation for Levy driven SDEs with irregular coefficient2022
- Author(s)
  Dai Taguchi
- Organizer
  MATRIX conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Avikainen の不等式と確率数値解析2022
- Author(s)
  田口大
- Organizer
  関西大学確率論研究会 2022
- Invited
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Numerical schemes for Dyson’s Brownian motions and radial Dunkl processes2022
- Author(s)
  Dai Taguchi
- Organizer
  Theory of Markov Semigroups and Schrodinger Operators seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Backward and truncated Euler--Maruyama schemes for radial Dunkl processes2021
- Author(s)
  Dai Taguchi
- Organizer
  International Conference on Monte Carlo Methods and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Numerical schemes for radial Dunkl processes2021
- Author(s)
  Dai Taguchi
- Organizer
  AIMS Ghana's Online Research Seminar Series
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Numerical schemes for radial Dunkl processes2021
- Author(s)
  田口大
- Organizer
  確率解析とその周辺
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] 確率微分方程式の数値解析, Euler--Maruyama 近似の近年の話題2021
- Author(s)
  田口大
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Multi-dimensional Avikainen's estimates2020
- Author(s)
  Dai Taguchi
- Organizer
  Probability Seminar of Toulouse
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Multi-dimensional Avikainen's estimates2020
- Author(s)
  Dai Taguchi
- Organizer
  大阪大学確率論セミナー
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Multi-dimensional Avikainen's estimates2020
- Author(s)
  Dai Taguchi
- Organizer
  立命館大学ファイナンスセミナー
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Multi-dimensional Avikainen's estimates2020
- Author(s)
  Dai Taguchi
- Organizer
  確率解析とその周辺
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Multi-dimensional Avikainen's estimates2020
- Author(s)
  Dai Taguchi
- Organizer
  14th International Conference on Monte Carlo and Quasi-Monte Carlo
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Multi-dimensional Avikainen's estimates2020
- Author(s)
  Dai Taguchi
- Organizer
  Monash Probability and Statistics Seminar
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] 確率微分方程式の数値解析, Euler-Maruyama 近似の近年の話題2020
- Author(s)
  Dai Taguchi
- Organizer
  日本数学会2021年度年会
- Invited
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] 確率微分方程式の数値解析2020
- Author(s)
  田口大
- Organizer
  日本数学会2020年度年会
- Invited
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Implicit Euler--Maruyama scheme for radial Dunkl processes2019
- Author(s)
  田口大
- Organizer
  九州確率論セミナー
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] On the Euler-Maruyama scheme for degenerate SDEs with non-sticky boundary condition2019
- Author(s)
  Dai Taguchi
- Organizer
  Stochastic processes and related topics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Probability density function of SDEs with unbounded and path--dependent drift coefficient2019
- Author(s)
  Dai Taguchi
- Organizer
  ICIAM Congress (the international Congress of Industrial and Applied Mathematics)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] A generalized Avikainen’s estimate and its applications2019
- Author(s)
  田口大
- Organizer
  第七回数理ファイナンス合宿型セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Implicit Euler--Maruyama scheme for radial Dunkl processes2019
- Author(s)
  田口大
- Organizer
  確率解析とその周辺
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Probability density function of SDEs with unbounded and path--dependent drift coefficient2019
- Author(s)
  田口大
- Organizer
  関西大学確率論セミナー
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Implicit Euler--Maruyama scheme for radial Dunkl processes2019
- Author(s)
  田口大
- Organizer
  確率論ヤングサマーセミナー 2019
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] A generalized Avikainen’s estimate and its applications2019
- Author(s)
  田口大
- Organizer
  確率論シンポジウム
- Data Source
  KAKENHI-PROJECT-19K14552
[Presentation] Implicit Euler-Maruyama scheme for non-colliding particle systems2018
- Author(s)
  Dai Taguchi
- Organizer
  Workshop on "Mathematical finance and related issues"
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Semi-implicit Euler-Maruyama scheme for non-colliding particle systems2018
- Author(s)
  Dai Taguchi
- Organizer
  13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Implicit Euler-Maruyama scheme for non-colliding particle systems2018
- Author(s)
  Dai Taguchi
- Organizer
  Workshop on Mathematical finance and related issues
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] On a positivity preserving scheme for the alpha-CIR process2018
- Author(s)
  Dai Taguchi
- Organizer
  Ritsumeikan Workshop on Probability Theory and its Applications to Insurance and Finance
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Semi-implicit Euler-Maruyama scheme for non-colliding particle systems2018
- Author(s)
  Dai Taguchi
- Organizer
  The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Jump型CIR過程の離散近似について2018
- Author(s)
  Dai Taguchi
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2018
- Invited
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] 確率微分方程式の解の一意性について2017
- Author(s)
  Dai Taguchi
- Organizer
  確率論ヤングサマーセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] On the Euler-Maruyama scheme for SDEs with discontinuous diffusion coefficient2017
- Author(s)
  Dai Taguchi
- Organizer
  International Conference on Monte Carlo Methods and Applications
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Discrete approximations for non-colliding SDEs2017
- Author(s)
  Dai Taguchi
- Organizer
  確率論シンポジウム(ショートコミュニケーション)
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Semi-implicit Euler-Maruyama scheme for non-colliding particle systems2017
- Author(s)
  Dai Taguchi
- Organizer
  九州確率論セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-17H06833
[Presentation] Discrete approximations for non-colliding SDEs2017
- Author(s)
  Dai Taguchi
- Organizer
  確率解析シンポジウム
- Data Source
  KAKENHI-PROJECT-17H06833

1. 永沼伸顕 (60750669)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. 楠岡誠一郎 (20646814)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 星野壮登 (20823206)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 伊藤悠 (70779214)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 河備浩司 (80432904)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. Tanaka Akihiro

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. Li Libo

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
8. Ngo Hoang-Long

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

Taguchi Dai 田口 大

Research Projects

Research Products

Co-Researchers

Bessel過程の一般化とその数値解析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Equations with renormalization and stochastic analysis

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Numerical analysis and density functions path-dependent/non-colliding stochastic differential equations with non-bounded coefficientsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Numerical analysis for SDE and non-colliding stochastic processesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time2023

Author(s)

Journal Title

Data Source

[Journal Article] Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations2023

Author(s)

Journal Title

Data Source

[Journal Article] Semi-implicit Euler--Maruyama scheme for polynomial diffusions on the unit ball2023

Author(s)

Journal Title

Data Source

[Journal Article] Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations2021

Author(s)

Journal Title

Data Source

[Journal Article] $L^{q}$-error estimates for approximation of irregular functionals of random vectors2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Probability density function of SDEs with unbounded and path-dependent drift coefficient2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the Euler-Maruyama scheme for spectrally one-sided L\'evy driven SDEs with H\"older continuous coefficients2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case2019

Author(s)

Journal Title

Data Source

[Journal Article] Approximation for non-smooth functionals of stochastic differential equations with irregular drift2018

Author(s)

Journal Title

DOI

Data Source

[Presentation] Besov regularity of the density function for SDEs2023

Author(s)

Organizer

Data Source

[Presentation] Besov Regularity of the Density Function for SDEs with Super-linearly Growing Coefficients and its Application2023

Author(s)

Organizer

Data Source

[Presentation] Besov regularity of the density function for a class of SDEs with superlinearly growing coefficients and its application2023

Author(s)

Organizer

Data Source

Taguchi Dai 田口大