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20072026
most citedFredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions

5 citations · 23 across the 28 of their papers we have counts for

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stat.ME2026

Parameter Estimation for the Mixed Fractional Merton Jump Diffusion Model with EM Algorithm

Chidiogo Joy Agboeke, Hamidreza Maleki Almani, Dario Gasbarra +2

This paper proposes an Expectation--Maximization algorithm with Metropolis--Hastings sampling for parameter estimation in a Mixed Fractional Merton Jump Diffusion model. The model…

math.NA2026

Walk-on-Cubes Monte Carlo Simulation for nonisotropic fractional Laplace, Helmholtz, and Yukawa equations

Antti Rasila, Tommi Sottinen, Yaotong Yuan

We study the nonisotropic fractional analogs of Laplace, Helmholtz and Yukawa equations. We provide a Duffin correspondence for the Yukawa equation and a Feynman--Kac reconstructio…