Search Results - "OLIVERO, HÉCTOR"
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Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-08-2018)“…In this paper, we study the rate of convergence of a symmetrized version of the Milstein scheme applied to the solution of the one dimensional SDE…”
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2
Synchronization of stochastic mean field networks of Hodgkin–Huxley neurons with noisy channels
Published in Journal of mathematical biology (01-05-2019)“…In this work we are interested in a mathematical model of the collective behavior of a fully connected network of finitely many neurons, when their number and…”
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3
A hypothesis test for the domain of attraction of a random variable
Published 15-07-2024“…In this work we address the problem of detecting whether a sampled probability distribution of a random variable $V$ has infinite first moment. This issue is…”
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4
Wright--Fisher kernels: from linear to non-linear dynamics, ergodicity and McKean--Vlasov scaling limits
Published 16-10-2024“…We consider a population of hosts infected by a pathogen that exists in two strains. We use a two-parameter family of Markov kernels on $[0,1]$ to describe the…”
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5
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs
Published 19-08-2016“…Bernoulli Volume 24, Number 3 (August 2018), 1995-2042 In this paper we study the rate of convergence of a symmetrized version of the Milstein scheme applied…”
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6
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels
Published 28-12-2018“…In this work we are interested in a mathematical model of the collective behavior of a fully connected network of finitely many neurons, when their number and…”
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Journal Article