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20192026
most citedNetwork inference via approximate Bayesian computation. Illustration on a stochastic multi-population neural mass model

5 citations · 10 across the 9 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

math.NA2020★ 3 cited

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…

math.NA2020★ 1 cited

Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion

Irene Tubikanec, Massimiliano Tamborrino, Petr Lansky +1

We provide a comparative analysis of qualitative features of different numerical methods for the inhomogeneous geometric Brownian motion (IGBM). The conditional and asymptotic mean…