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07/03/2023
Asymptotic properties of maximum likelihood estimators for determinantal point processes
We obtain the almost sure consistency and the Berry-Esseen type bound of...
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07/07/2022
Posterior consistency and characteristic functional of normalized random measures with independent increments
In this paper, we obtain explicit form of the posterior moments and char...
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05/26/2022
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients
We study the traditional backward Euler method for m-dimensional stochas...
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11/18/2021
Ergodic Estimators of double exponential Ornstein-Ulenbeck process
The goal of this paper is to construct ergodic estimators for the parame...
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11/16/2021
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise
The aim of this study is the weak convergence rate of a temporal and spa...
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09/18/2021
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion
In this paper, we study the mean-square stability of the solution and it...
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08/25/2021
Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation
In this paper, we extend the logarithmic Euler-Maruyama scheme for stoch...
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11/21/2020
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations
Assuming that a threshold Ornstein-Uhlenbeck process is observed at disc...
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11/19/2020
Functional central limit theorems for stick-breaking priors
We obtain the empirical strong law of large numbers, empirical Glivenko-...
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10/30/2020
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
In this paper, we propose a class of explicit positivity preserving nume...
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09/10/2020
Estimation of all parameters in the reflected Orntein-Uhlenbeck process from discrete observations
Assuming that a reflected Ornstein-Uhlenbeck state process is observed a...
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04/10/2020
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...
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04/10/2020
