5 citations · 6 across the 3 of their papers we have counts for
3 papers
Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent
Francisco Delgado-Vences, José Julián Pavón-Español, Arelly Ornelas
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Grad…
Parameter estimation and model selection for stochastic differential equations for biological growth
F. Baltazar-Larios, F. J. Delgado-Vences, A. Ornelas Vargas
In this paper, we consider stochastic versions of three classical growth models given by ordinary differential equations (ODEs). Indeed we use stochastic versions of Von Bertalanff…
Modelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process
Francisco Delgado-Vences, Arelly Ornelas
We propose to model mortality hazard rates for human population using the exponential of the solution of a stochastic differential equation (SDE). The noise in the SDE is a fractio…