3 citations · 4 across the 5 of their papers we have counts for
5 papers
Strong Galerkin Approximation, Malliavin Regularity, and Blow-Up for a Mixed Local--Nonlocal Stochastic Wave Equation
Francisco Delgado-Vences, Jose Julian Pavon-Español
We investigate the dynamical behavior of a class of semilinear stochastic wave equations on a bounded smooth domain $\Ocal\subset\R^d$ driven by additive trace-class noise, where t…
Stochastic Analysis of Fade Duration Using Wiener Chaos Expansion and Malliavin Calculus: Optimal Importance Sampling via Adaptive SGD
Francisco Delgado-Vences
Characterizing fade duration in wireless channels is fundamental for designing robust communication systems. Classical approaches -- Rice's level-crossing theory and Monte Carlo si…
Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent
Francisco Delgado-Vences, José Julián Pavón-Español, Arelly Ornelas
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Grad…
Statistical inference for a stochastic wave equation with Malliavin calculus
F. Delgado-Vences, J. J. Pavon-Español
In this paper we study asymptotic properties of the maximum likelihood estimator (MLE) for the speed of a stochastic wave equation. We follow a well-known spectral approach to writ…
Drift Estimation for Discretely Sampled SPDEs
Igor Cialenco, Francisco Delgado-Vences, Hyun-Jung Kim
The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an…