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Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations
Assuming that a threshold Ornstein-Uhlenbeck process is observed at disc...
11/21/2020 ∙ by Yaozhong Hu, et al. ∙
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Functional central limit theorems for stick-breaking priors
We obtain the empirical strong law of large numbers, empirical Glivenko-...
11/19/2020 ∙ by Yaozhong Hu, et al. ∙
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Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
In this paper, we propose a class of explicit positivity preserving nume...
10/30/2020 ∙ by Yulian Yi, et al. ∙
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Estimation of all parameters in the reflected Orntein-Uhlenbeck process from discrete observations
Assuming that a reflected Ornstein-Uhlenbeck state process is observed a...
09/10/2020 ∙ by Yaozhong Hu, et al. ∙
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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...
04/10/2020 ∙ by El Mehdi Haress, et al. ∙
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Numerical methods for stochastic Volterra integral equations with weakly singular kernels
In this paper, we first establish the existence, uniqueness and Hölder c...
04/10/2020 ∙ by Min Li, et al. ∙
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