Weak approximation of SDEs for tempered distributions and applications. - Yuga Iguchi; Toshihiro Yamada (Adv. Comput. Math., 2022)

Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions. - Yuga Iguchi; Alexandros Beskos; Matthew M. Graham (CoRR, 2022)

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. - Yuga Iguchi; Ajay Jasra; Mohamed Maama; Alexandros Beskos (CoRR, 2024)

An extended Milstein scheme for effective weak approximation of diffusions. - Yuga Iguchi; Toshihiro Yamada (CoRR, 2024)

Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications. - Yuga Iguchi; Ajay Jasra; Mohamed Maama; Alexandros Beskos (SIAM/ASA J. Uncertain. Quantification, 2025)

A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs. - Yuga Iguchi; Alexandros Beskos (CoRR, 2025)