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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

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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…

math.PR2026

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…