Identifiability analysis for stochastic differential equation models in systems biology. [PDF]
J R Soc Interface, 2020 Mathematical models are routinely calibrated to experimental data, with goals ranging from building predictive models to quantifying parameters that cannot be measured.
Browning AP +4 more
europepmc +2 more sources
Image Restoration with Mean-Reverting Stochastic Differential Equations [PDF]
International Conference on Machine Learning, 2023 This paper presents a stochastic differential equation (SDE) approach for general-purpose image restoration. The key construction consists in a mean-reverting SDE that transforms a high-quality image into a degraded counterpart as a mean state with fixed
Ziwei Luo +4 more
semanticscholar +1 more source
Stochastic Interpolants: A Unifying Framework for Flows and Diffusions [PDF]
arXiv.org, 2023 A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo&Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `
M. S. Albergo +2 more
semanticscholar +1 more source
Model identification using stochastic differential equation grey-box models in diabetes. [PDF]
J Diabetes Sci Technol, 2013 Duun-Henriksen AK +6 more
europepmc +2 more sources
Data‐driven performance metrics for neural network learning
International Journal of Adaptive Control and Signal Processing, EarlyView., 2023 Summary Effectiveness of data‐driven neural learning in terms of both local mimima trapping and convergence rate is addressed. Such issues are investigated in a case study involving the training of one‐hidden‐layer feedforward neural networks with the extended Kalman filter, which reduces the search for the optimal network parameters to a state ...
Angelo Alessandri +2 more
wiley +1 more source
A stochastic differential equation with a sticky point [PDF]
, 2012 We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution exist.
R. Bass
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Stochastic differential equations with jumps [PDF]
Probability Surveys, 2004 This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Richard F. Bass, Storrs
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L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension [PDF]
Arab Journal of Mathematical SciencesPurpose – The main motivation of this paper is to present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established.
Hani Abidi +3 more
doaj +1 more source
STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS [PDF]
Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Jonathan C. Mattingly +3 more
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Boundary Value Problems, 2019 This paper deals with the existence of solution for an impulsive Riemann–Liouville fractional neutral functional stochastic differential equation with infinite delay of order ...
Yuchen Guo, X. Shu, Yongjin Li, Fei Xu
semanticscholar +1 more source