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Research

Yuga Iguchi

Senior Research Associate

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  1. 2025
  2. Published

    Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions

    Iguchi, Y., Beskos, A. & Graham, M., 1/02/2025, In: Bernoulli. 31, 1, p. 333-358 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2024
  4. Published

    Parameter inference for degenerate diffusion processes

    Iguchi, Y., Beskos, A. & Graham, M., 31/08/2024, In: Stochastic Processes and their Applications. 174, 104384.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. 2022
  6. Published

    Weak approximation of SDEs for tempered distributions and applications

    Iguchi, Y. & Yamada, T., 1/08/2022, In: Advances in Computational Mathematics. 48, 52.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. 2021
  8. Published

    A second-order discretization for degenerate systems of stochastic differential equations

    Iguchi, Y. & Yamada, T., 31/10/2021, In: IMA Journal of Numerical Analysis. 41, 4, p. 2782-2829 48 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. 2020
  10. Published

    Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels

    Iguchi, Y. & Yamada, T., 1/07/2020, In: ESAIM: Mathematical Modelling and Numerical Analysis. p. 323-367 44 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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