7 citations · 7 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 7 cited
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various param…
math.NA2021
A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model
Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino +1
In this article, we construct and analyse an explicit numerical splitting method for a class of semi-linear stochastic differential equations (SDEs) with additive noise, where the…