activity
20112023
most citedA variational approach to path estimation and parameter inference of hidden diffusion processes

11 citations · 13 across the 10 of their papers we have counts for

collaborators
Showing 2014Show all

2 papers · 1 filter

q-bio.QM2014

Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error bounds and Algorithms

Arnab Ganguly, Derya Altintan, Heinz Koeppl

Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as…

math.PR2014

Moderate Deviation Principles for Stochastic Differential Equations with Jumps

Amarjit Budhiraja, Paul Dupuis, Arnab Ganguly

Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a v…