activity
20192026
most citedOn the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth

17 citations · 17 across the 5 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2026

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…