2 papers
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…
math.ST2026
Subordinated Wright-Fisher Priors
Nathan A. Judd, Dario Spanò
A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markov…