2 papers
stat.ME2026
Inference in stochastic differential equations using the Laplace approximation: Demonstration and examples
Uffe Høgsbro Thygesen, Kasper Kristensen
Stochastic differential equations are a natural framework for dynamic systems and time series in ecology, because they allow for non-linear first-principle knowledge and uncertaint…
math.PR2025
Transition probabilities for stochastic differential equations using the Laplace approximation: Analysis of the continuous-time limit
Uffe Høgsbro Thygesen
We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used th…