5 citations · 5 across the 2 of their papers we have counts for
2 papers
stat.ML2026
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…
math.PR2019★ 5 cited
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…