Francisco Delgado‐Vences

1. Drift Estimation for Discretely Sampled SPDEs
   2019/04/24 by Igor Cialenco, Cialenco, Igor, Francisco Delgado‐Vences +3 · 2 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #60H15 #62M99 #65L09 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical methods in inverse problems #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications
2. Modelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process
   2019/01/03 by Francisco Delgado‐Vences, Arelly Ornelas, Delgado-Vences, Francisco +1 · 2 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis #Market Dynamics and Volatility
3. A spectral-based numerical method for Kolmogorov equations in Hilbert\n spaces
   2016/01/07 by Francisco Delgado‐Vences, Delgado-Vences, Francisco J., Franco Flandoli +1 · 1 citation
   Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications