3 citations · 3 across the 3 of their papers we have counts for
3 papers
Strong Galerkin Approximation, Malliavin Regularity, and Blow-Up for a Mixed Local--Nonlocal Stochastic Wave Equation
Francisco Delgado-Vences, Jose Julian Pavon-Español
We investigate the dynamical behavior of a class of semilinear stochastic wave equations on a bounded smooth domain $\Ocal\subset\R^d$ driven by additive trace-class noise, where t…
Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent
Francisco Delgado-Vences, José Julián Pavón-Español, Arelly Ornelas
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Grad…
Statistical inference for a stochastic wave equation with Malliavin calculus
F. Delgado-Vences, J. J. Pavon-Español
In this paper we study asymptotic properties of the maximum likelihood estimator (MLE) for the speed of a stochastic wave equation. We follow a well-known spectral approach to writ…