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stat.ME2026
Kriging Beyond Gaussianity: Fixed-Domain Asymptotic Optimality
Moreno Bevilacqua, Hector Araya
Under squared-error loss, the optimal predictor of a non-Gaussian random field is its conditional mean, which may be difficult to compute. We consider a broad class of non-Gaussian…
math.NA2026
Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques
Alexander Abreu, Héctor Araya, Lisandro Fermin +2
We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is…