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stat.ME2026
Splitting schemes and estimators for stochastic differential equations with Hölder multiplicative noise
Bowen Fang, Dario Spanò, Massimiliano Tamborrino
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and Hölder continuous multiplicative diffusion, a class commonly arising…
stat.ME2025
Simulation-based inference using splitting schemes for partially observed diffusions in chemical reaction networks
Petar Jovanovski, Andrew Golightly, Umberto Picchini +1
We address the problem of simulation and parameter inference for chemical reaction networks described by the chemical Langevin equation, a stochastic differential equation (SDE) re…