| Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels Y Iguchi, T Yamada ESAIM: Mathematical Modelling and Numerical Analysis 55, S323-S367, 2021 | 24 | 2021 |
| Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions Y Iguchi, A Beskos, MM Graham Bernoulli 31 (1), 333-358, 2025 | 7* | 2025 |
| Deep asymptotic expansion: Application to financial mathematics Y Iguchi, R Naito, Y Okano, A Takahashi, T Yamada 2021 IEEE Asia-Pacific Conference on Computer Science and Data Engineering …, 2021 | 7 | 2021 |
| Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications Y Iguchi, A Jasra, M Maama, A Beskos arXiv preprint arXiv:2403.13489, 2024 | 5 | 2024 |
| A second-order discretization for degenerate systems of stochastic differential equations Y Iguchi, T Yamada IMA Journal of Numerical Analysis 41 (4), 2782-2829, 2021 | 5 | 2021 |
| Parameter Inference for Degenerate Diffusion Processes Y Iguchi, A Beskos, M Graham Stochastic Processes and their Applications 174, 2024 | 2 | 2024 |
| Parameter inference for hypo-elliptic diffusions under a weak design condition Y Iguchi, A Beskos arXiv preprint arXiv:2312.04444, 2023 | 2 | 2023 |
| Weak approximation of SDEs for tempered distributions and applications Y Iguchi, T Yamada Advances in Computational Mathematics 48 (5), 52, 2022 | 2 | 2022 |
| A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs Y Iguchi, A Beskos arXiv preprint arXiv:2502.07047, 2025 | | 2025 |
| An extended Milstein scheme for effective weak approximation of diffusions Y Iguchi, T Yamada arXiv preprint arXiv:2409.00524, 2024 | | 2024 |
Alexandros BeskosProfessor in Statistics, UCLEmail verificata su ucl.ac.uk