| Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients HL Ngo, D Taguchi Mathematics of Computation 85 (300), 1793-1819, 2016 | 96 | 2016 |
| On the Euler–Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients HL Ngo, D Taguchi IMA Journal of Numerical Analysis 37 (4), 1864-1883, 2017 | 58 | 2017 |
| Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient OM Pamen, D Taguchi Stochastic Processes and their Applications 127 (8), 2542-2559, 2017 | 48 | 2017 |
| Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients HL Ngo, D Taguchi Statistics & Probability Letters 125, 55-63, 2017 | 48 | 2017 |
| The parametrix method for skew diffusions A Kohatsu-Higa, D Taguchi, J Zhong Potential Analysis 45, 299-329, 2016 | 14 | 2016 |
| Approximation for non-smooth functionals of stochastic differential equations with irregular drift HL Ngo, D Taguchi Journal of Mathematical Analysis and Applications 457 (1), 361-388, 2018 | 13 | 2018 |
| On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case L Li, D Taguchi BIT Numerical Mathematics 59, 747-774, 2019 | 11 | 2019 |
| On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients L Li, D Taguchi Statistics & Probability Letters 146, 15-26, 2019 | 9 | 2019 |
| Semi-implicit Euler–Maruyama approximation for noncolliding particle systems HL Ngo, D Taguchi The Annals of Applied Probability 30 (2), 673-705, 2020 | 7 | 2020 |
| Probability density function of SDEs with unbounded and path-dependent drift coefficient D Taguchi, A Tanaka Stochastic Processes and their Applications 130 (9), 5243-5289, 2020 | 5 | 2020 |
| On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients HL Ngo, D Taguchi Mathematics and Computers in Simulation 161, 102-112, 2019 | 5 | 2019 |
| Malliavin calculus for non-colliding particle systems N Naganuma, D Taguchi Stochastic Processes and their Applications 130 (4), 2384-2406, 2020 | 3 | 2020 |
| A generalized Avikainen's estimate and its applications D Taguchi arXiv preprint arXiv:2001.05608, 2020 | 3 | 2020 |
| Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations D Taguchi, T Tsuchiya arXiv preprint arXiv:1806.01493, 2018 | 3 | 2018 |
| Convergence implications via dual flow method T Amaba, D Taguchi, G Yuki arXiv preprint arXiv:1508.07399, 2015 | 3 | 2015 |
| Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations Y Hamaguchi, D Taguchi ESAIM: Probability and Statistics 27, 19-79, 2023 | 2 | 2023 |
| L q -error estimates for approximation of irregular functionals of random vectors D Taguchi, A Tanaka, T Yuasa IMA Journal of Numerical Analysis 42 (1), 840-873, 2022 | 2 | 2022 |
| On the Euler–Maruyama scheme for degenerate stochastic differential equations with non-sticky condition D Taguchi, A Tanaka Séminaire de Probabilités L, 165-185, 2019 | 1 | 2019 |
| Stability problem for one-dimensional stochastic differential equations with discontinuous drift D Taguchi Séminaire de Probabilités XLVIII, 97-121, 2016 | 1 | 2016 |
| Multi-dimensional Avikainen’s estimates–irregular functionals of random variables D Taguchi, A Tanaka, T Yuasa arXiv preprint arXiv:2005.03219, 0 | 1 | |
