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Items where Author is "Iguchi, Yuga"

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Journal Article

Iguchi, Yuga and Yamada, Toshihiro (2021) A second-order discretization for degenerate systems of stochastic differential equations. IMA Journal of Numerical Analysis, 41 (4). pp. 2782-2829. ISSN 0272-4979

Iguchi, Yuga and Yamada, Toshihiro (2020) Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels. ESAIM: Mathematical Modelling and Numerical Analysis. pp. 323-367. ISSN 0764-583X

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