4 papers
Shot noise, weak convergence and diffusion approximations
Massimiliano Tamborrino, Petr Lansky
Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise proces…
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…
Inhibition enhances the coherence in the Jacobi neuronal model
Giuseppe D'Onofrio, Petr Lansky, Massimiliano Tamborrino
The output signal is examined for the Jacobi neuronal model which is characterized by input-dependent multiplicative noise. The dependence of the noise on the rate of inhibition tu…
Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec
Approximate Bayesian Computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differe…