From the 1 of 8 linked papers with an AI index.
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Diffusion bridge with misspecification: theory construction and application to high-resolution fish count data
Hidekazu Yoshioka
Stochastic processes of bridge types having pinned initial and terminal conditions have been widely used in applied research areas, but they all have a common drawback in that the…
Non-negative diffusion bridge of the McKean-Vlasov type: analysis of singular diffusion and application to fish migration
Hidekazu Yoshioka
The objective of this paper is to provide a new mathematical tool for fish migration that has not been studied well. McKean-Vlasov stochastic differential equations (MVSDEs) have b…
Theoretical and computational investigations of superposed interacting affine and more complex processes
Hidekazu Yoshioka
We theoretically and computationally investigate long-memory processes based on the Markovian lifts of affine jump-diffusion processes. A nominal superposition process consisting o…
Superposition of interacting stochastic processes with memory and its application to migrating fish counts
Hidekazu Yoshioka
Stochastic processes with long memories, known as long memory processes, are ubiquitous in various science and engineering problems. Superposing Markovian stochastic processes gene…