In this paper, we introduce a new simple approach to developing and establishing the
convergence of splitting methods for a large class of stochastic differential equations (SDEs) …

In this article, we construct and analyse an explicit numerical splitting method for a class of
semi-linear stochastic differential equations (SDEs) with additive noise, where the drift is …

We discuss parametric estimation of a degenerate diffusion system from time-discrete
observations. The first component of the degenerate diffusion system has a parameter 𝜃 1 in …

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion
processes is naturally occurring in many applications. However, because of the noise …

A theoretical and computational study on the estimation of the parameters of a single
Fitzhugh–Nagumo model is presented. The difference of this work from a conventional …

“Supplementary Material”(Iguchi, Beskos and Graham, 2025) provides the proofs of the main
results and related technical proofs, and also contains an additional numerical experiment of …

We consider the quasi-likelihood analysis for a linear regression model driven by a Student-t
Lévy process with constant scale and arbitrary degrees of freedom. The model is observed …

Background In this work, we propose to catch the complexity of the membrane potential's
dynamic of a motoneuron between its spikes, taking into account the spikes from other …

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of
stochastic differential equations under Lyapunov conditions on the coefficients, which can …

This article is part of the Physical Review Research collection titled Physics of
Neuroscience. The spatiotemporal stochastic dynamics of the voltage, as well as the …