3 papers
math.NA2020
Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation
Julien Chevallier, Anna Melnykova, Irene Tubikanec
Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can…
q-bio.PE2019
Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches
Vincent Calvez, Susely Figueroa Iglesias, Hélène Hivert +3
Horizontal gene Transfer (HT) denotes the transmission of genetic material between two living organisms, while the vertical transmission refers to a DNA transfer from parents to th…
math.PR2018
Parametric inference for hypoelliptic ergodic diffusions with full observations
Anna Melnykova
Multidimensional hypoelliptic diffusions arise naturally in different fields, for example to model neuronal activity. Estimation in those models is complex because of the degenerat…