7 citations · 11 across the 5 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2026
Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem
Pierre Étoré, Anna Melnykova, Irene Tubikanec
Existing fundamental theorems for mean-square convergence of numerical methods for stochastic differential equations (SDEs) require globally or one-sided Lipschitz continuous coeff…
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…