most citedModelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process

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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…