17 citations · 17 across the 5 of their papers we have counts for
5 papers
Expectation-Maximization algorithm to estimate the forcing parameter of a nonlinear McKean-Vlasov diffusion
Eduardo Gutierrez-Turner, Kerlyns Martinez, Hector Olivero
In this article, we address the problem of estimating a forcing parameter in a stochastic differential equation inspired by a model that describes instantaneous turbulent kinetic e…
Error analysis for learning fractional stochastic differential equations with applications in neural approximations
Mahdi Dehshiri, Kerlyns Martinez, Lauri Viitasaari
This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify an…
Age-structured stochastic populations under dynamic harvesters' behavior: well-posedness, asymptotic stability and numerically-amenable approximations
M. Isidora Ávila-Thieme, Kerlyns Martínez, Héctor Olivero +2
In this paper we study a model of age-structured ecological populations in continuous interaction with a community of harvesters. We propose an individual-based model for this feed…
Weak rough kernel comparison via PPDEs for integrated Volterra processes
Mireille Bossy, Kerlyns Martinez, Paul Maurer
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volt…
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth
Mireille Bossy, Jean Francois Jabir, Kerlyns Martinez
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as , with . We…