Ortiz-Latorre, Salvador
- Intersection local time for two independent fractional Brownian motions
2007/04/10 by David Nualart, Nualart, David, Salvador Ortiz-Latorre +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Change of measure in a Heston-Hawkes stochastic volatility model
2022/10/27 by David Baños, Salvador Ortiz-Latorre, Baños, David R. +3 · 2 citations
Mathematics · Biochemistry, Genetics and Molecular Biology · #Point processes and geometric inequalities #Diffusion and Search Dynamics
- SPDE bridges with observation noise and their spatial approximation
2021/12/21 by Giulia Di Nunno, Salvador Ortiz-Latorre, Di Nunno, Giulia +3 · 1 citation
Decision Sciences · Engineering · #35R60 (Secondary) #60H35 (Primary) 60H15 #60J60 #65M12 #65M60 #FOS: Mathematics #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Structural Health Monitoring Techniques
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations
2022/01/10 by Crisan, Dan, Lobbe, Alexander, Ortiz-Latorre, Salvador · 1 citation
#60C30 #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Probability (math.PR)
- A high order time discretization of the solution of the non-linear filtering problem
2017/11/21 by Dan Crisan, Crisan, Dan, Salvador Ortiz-Latorre +1 · 1 citation
Decision Sciences · Engineering · Mathematics · #60F05 #60F25 #60G35 #60H07 #60H35 #93E11 #Elasticity and Wave Propagation #FOS: Mathematics #Numerical methods in inverse problems #Probabilistic and Robust Engineering Design #Probability (math.PR)