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09/05/2023
Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length
Multivariate Hawkes processes (MHPs) are versatile probabilistic tools u...
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06/27/2023
Network inference in a stochastic multi-population neural mass model via approximate Bayesian computation
In this article, we propose a 6N-dimensional stochastic differential equ...
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01/04/2021
Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model
In this article, we construct and analyse explicit numerical splitting m...
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03/24/2020
Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation
Oscillatory systems of interacting Hawkes processes with Erlang memory k...
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03/23/2020
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion
We introduce the inhomogeneous geometric Brownian motion (IGBM) as a tes...
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03/04/2019
