-
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations
Assuming that a threshold Ornstein-Uhlenbeck process is observed at disc...
read it
-
Functional central limit theorems for stick-breaking priors
We obtain the empirical strong law of large numbers, empirical Glivenko-...
read it
-
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
In this paper, we propose a class of explicit positivity preserving nume...
read it
-
Estimation of all parameters in the reflected Orntein-Uhlenbeck process from discrete observations
Assuming that a reflected Ornstein-Uhlenbeck state process is observed a...
read it
-
Estimation Of all parameters in the Fractional Ornstein-Uhlenbeck model under discrete observations
Let the Ornstein-Uhlenbeck process (X_t)_t>0 driven by a fractional Brow...
read it
-
Numerical methods for stochastic Volterra integral equations with weakly singular kernels
In this paper, we first establish the existence, uniqueness and Hölder c...
read it

Yaozhong Hu
is this you? claim profile