Yuga Iguchi

According to our database, Yuga Iguchi authored at least 6 papers between 2022 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs.

Yuga Iguchi, Alexandros Beskos

CoRR, February, 2025

Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications.

Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos

SIAM/ASA J. Uncertain. Quantification, 2025

2024

An extended Milstein scheme for effective weak approximation of diffusions.

Yuga Iguchi, Toshihiro Yamada

CoRR, 2024

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications.

Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos

CoRR, 2024

2022

Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions.

Yuga Iguchi, Alexandros Beskos, Matthew M. Graham

CoRR, 2022

Weak approximation of SDEs for tempered distributions and applications.

Yuga Iguchi, Toshihiro Yamada

Adv. Comput. Math., 2022