This article establishes cutoff stability also known as abrupt thermalization for generic
multidimensional Hurwitz stable Ornstein–Uhlenbeck systems with (possibly degenerate) …

We study the problem of the first passage time through a constant boundary for a jump
diffusion process whose infinitesimal generator is a nonlocal Jacobi operator. Due to the …

We develop a data-driven methodology based on parametric Itô's Stochastic Differential
Equations (SDEs) to capture the real asymmetric dynamics of forecast errors, including the …

To overcome some limits of classical neuronal models, we propose a Markovian
generalization of the classical model based on Jacobi processes by introducing downwards …

The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing
genetic drift, mutation, and natural selection. Suppose you want to infer the parameters …

Estimation of parameters in stochastic processes has been thoroughly investigated for
decades and the asymptotic properties of the estimators are known. However, reaching the …

The output signal is examined for the Jacobi neuronal model which is characterized by input-
dependent multiplicative noise. The dependence of the noise on the rate of inhibition turns …

For continuous-time ergodic Markov processes, the Kemeny time τ∗ is the characteristic
time needed to converge towards the steady state P∗(x): in real-space, the Kemeny time τ∗ …

The time of a stochastic process first passing through a boundary is important to many
diverse applications. However, we can rarely compute the analytical distribution of these first …

The principal goal of this article is to establish a methodological approach to computational
statistical analysis for a new in-homogeneous stochastic diffusion process with mean …