1 citations · 1 across the 1 of their papers we have counts for
4 papers
Statistical inference for a stochastic generalized logistic differential equation
Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante +1
This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant bu…
Simulating diffusion bridges using the Wiener chaos expansion
Francisco Delgado-Vences, Gabriel Adrián Salcedo-Varela, Fernando Baltazar-Larios
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed,…
A Central Limit Theorem for the stochastic wave equation with fractional noise
Francisco Delgado-Vences, David Nualart, Guangqu Zheng
We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with H…
A proof of a support theorem for stochastic wave equations in Holder norm with some general noises
Francisco J. Delgado-Vences
In this paper, we characterize the topological support in Holder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. Thi…