11 citations · 11 across the 2 of their papers we have counts for
3 papers
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion
Irene Tubikanec, Massimiliano Tamborrino, Petr Lansky +1
We provide a comparative analysis of qualitative features of different numerical methods for the inhomogeneous geometric Brownian motion (IGBM). The conditional and asymptotic mean…
Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec
Approximate Bayesian Computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differe…
Laws of large numbers and Langevin approximations for stochastic neural field equations
Evelyn Buckwar, Martin G. Riedler
In this study we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson-Cowan equation can be obtained as the limit in probability on c…