40 citations · 62 across the 7 of their papers we have counts for
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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,…
Statistical inference for a stochastic partial differential equation related to an ecological niche
Fernando Baltazar-Larios, Francisco Delgado-Vences, Liliana Peralta
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by th…
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…
A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
Francisco J. Delgado-Vences, Franco Flandoli
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The me…
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: The non-stationary case
Francisco J. Delgado-Vences, Marta Sanz-Solé
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of the support in Hölder norm of the law of the solution to a stochastic wave equa…
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
Francisco J. Delgado-Vences, Marta Sanz-Solé
A characterization of the support in Hölder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. The result is a consequen…