2 papers
math.PR2025
Simulating diffusion bridges using the Wiener chaos expansion
Francisco Delgado-Vences, Gabriel Adrián Salcedo-Varela, Fernando Baltazar-Larios
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed,…
stat.ME2024
Statistical inference for a stochastic generalized logistic differential equation
Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante +1
This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant bu…