6 citations · 16 across the 14 of their papers we have counts for
17 papers
Consistency and Convergence of the Backward-Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion
Alexander Abreu, Lisandro Fermin, Ernesto Mordecki +1
We study the backward-Euler scheme for a class of stochastic functional differential equations (SFDEs) with memory driven by a fractional Brownian motion with Hurst parameter H > 1…
Least square estimators in linear regression models under negatively superadditive dependent random observations
Karine Bertin, Soledad Torres, Lauri Viitasaari
In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on t…
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
Tania Roa, Soledad Torres, Ciprian tudor
In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite () a…
Vector-valued Generalised Ornstein-Uhlenbeck Processes
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen +2
Generalisations of the Ornstein-Uhlenbeck process defined through Langevin equation such as fractional Ornstein-Uhlenbeck processes, have recently receiv…
Stochastic Differential Equations with Discontinuous Diffusions
Soledad Torres, Lauri Viitasaari
We study one-dimensional stochastic differential equations of form , where is a suitable Hölder continuous driver such as the fractional Brownian motion $B^H…
Oscillating Gaussian Processes
Pauliina Ilmonen, Soledad Torres, Lauri Viitasaari
In this article we introduce and study oscillating Gaussian processes defined by , where are free parameters an…