71 citations · 178 across the 32 of their papers we have counts for
36 papers
On the local well-posedness of randomly forced reaction-diffusion equations with initial data and a superlinear reaction term
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
We consider a parabolic stochastic partial differential equation (SPDE) on that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusio…
Differential Machine Learning for Time Series Prediction
Akash Yadav, Eulalia Nualart
Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network pred…
Multivariate Poisson approximation of joint subgraph counts in random graphs via size-biased couplings
Eulalia Nualart, Rui-Ray Zhang
Using Chen-Stein method in combination with size-biased couplings, we obtain the multivariate Poisson approximation in terms of the Wasserstein distance. As applications, we study…
On the well-posedness of SPDEs with locally Lipschitz coefficients
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
We consider the stochastic partial differential equation, where is defined for $(t\,,x)\in(0\,,\infty)\…
Convergence of continuous-time stochastic gradient descent with applications to deep neural networks
Gabor Lugosi, Eulalia Nualart
We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish gen…
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
Chiara Amorino, Eulalia Nualart, Fabien Panloup +1
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter . We first focus on continuous observati…