Akihiko Takahashi | DeepAI

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Featured Co-authors

Toshihiro Yamada
3 publications
Yoshifumi Tsuchida
1 publication

research

∙ 06/23/2023

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion

This paper presents a novel generic asymptotic expansion formula of expe...

0 Akihiko Takahashi, et al. ∙

research

∙ 01/25/2021

A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver

This paper introduces a new approximation scheme for solving high-dimens...

0 Akihiko Takahashi, et al. ∙