most citedAdaptive Dantzig density estimation

2 citations

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2 papers

math.NA2026

Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques

Alexander Abreu, Héctor Araya, Lisandro Fermin +2

We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is…

math.ST2009★ 2 cited

Adaptive Dantzig density estimation

Karine Bertin, Erwan Le Pennec, Vincent Rivoirard

This paper deals with the problem of density estimation. We aim at building an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Cand…