English
Related papers

Related papers: Density Approximation of Affine Jump Diffusions vi…

200 papers

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…

Statistics Theory · Mathematics 2016-01-07 Damir Filipović , Eberhard Mayerhofer , Paul Schneider

Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…

Mathematical Finance · Quantitative Finance 2018-11-02 Xiaowei Zhang , Peter W. Glynn

We introduce ajdmom, a Python package designed for automatically deriving moment formulae for the well-established affine jump diffusion processes with state-independent jump intensities. ajdmom can produce explicit closed-form expressions…

Mathematical Finance · Quantitative Finance 2025-04-08 Yan-Feng Wu , Jian-Qiang Hu

Guided diffusion sampling relies on approximating often intractable likelihood scores, which introduces significant noise into the sampling dynamics. We propose using adaptive moment estimation to stabilize these noisy likelihood scores…

Machine Learning · Computer Science 2026-04-24 Christian Belardi , Justin Lovelace , Kilian Q. Weinberger , Carla P. Gomes

We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

Numerical Analysis · Mathematics 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

We establish existence of exponential moments and the validity of the affine transform formula for affine jump-diffusions with a general closed convex state space. This extends known results for affine jump-diffusions with a canonical state…

Probability · Mathematics 2010-10-13 Peter Spreij , Enno Veerman

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

Methodology · Statistics 2016-02-10 Murray Pollock , Adam M. Johansen , Gareth O. Roberts

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

Analysis of PDEs · Mathematics 2026-04-01 Hideki Murakawa , Florian Salin

We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…

Probability · Mathematics 2024-09-04 Qinjing Qiu , Reiichiro Kawai

A direct numerical solution of the radiative transfer equation or any kinetic equation is typically expensive, since the radiative intensity depends on time, space and direction. An expansion in the direction variables yields an equivalent…

Mathematical Physics · Physics 2023-10-10 Benjamin Seibold , Martin Frank

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione

An integro-differential equation for the probability density of the generalized stochastic Ornstein-Uhlenbeck process with jump diffusion is considered. It is shown that for a certain ratio between the intensity of jumps and the speed of…

Mathematical Physics · Physics 2024-04-15 Olga S. Rozanova , Nikolai A. Krutov

We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…

Statistical Mechanics · Physics 2018-09-28 Christopher E. Miles , James P. Keener

We evaluate the significance of a recently proposed bivariate jump-diffusion model for a data-driven characterization of interactions between complex dynamical systems. For various coupled and non-coupled jump-diffusion processes, we find…

Data Analysis, Statistics and Probability · Physics 2021-05-26 Esra Aslim , Thorsten Rings , Lina Zabawa , Klaus Lehnertz

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…

Computational Physics · Physics 2023-08-09 Fabian Mies , Mohsen Sadr , Manuel Torrilhon

To close the moment model deduced from kinetic equations, the canonical approach is to provide an approximation to the flux function not able to be depicted by the moments in the reduced model. In this paper, we propose a brand new closure…

Computational Physics · Physics 2021-02-16 Ruo Li , Weiming Li , Lingchao Zheng

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Statistical Finance · Quantitative Finance 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu
‹ Prev 1 2 3 10 Next ›