30 citations · 30 across the 4 of their papers we have counts for
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stat.ML2022★ 30 cited
One-Shot Learning of Stochastic Differential Equations with Data Adapted Kernels
Matthieu Darcy, Boumediene Hamzi, Giulia Livieri +2
We consider the problem of learning Stochastic Differential Equations of the form from one sample trajectory. This problem is more challenging than le…
math.PR2022
Affine Volterra processes with jumps
Alessandro Bondi, Giulia Livieri, Sergio Pulido
The theory of affine processes has been recently extended to the framework of stochastic Volterra equations with continuous trajectories. These so-called affine Volterra processes…