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HECTOR ARAYA

affiliation not provided to SSRN

  • affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Euler Type Scheme for the Numericalapproximation of Non-Lipschitz Diffusioncoefficient Sdes Driven by Fractionalbrownian Motion

Number of pages: 13 Posted: 31 May 2022
HECTOR ARAYA
affiliation not provided to SSRN
Downloads 64 (933,592)

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fractional Brownian motion, Euler type scheme, Young integral, non-lipschitz diffusion, positive scheme.

2.

Drift parameter estimation for the  noisy Ornstein-Uhlenbeck process driven by a Rosenblatt process

Number of pages: 15 Posted: 13 Dec 2025
HECTOR ARAYA, Francisco Plaza and Eloy Alvarado
affiliation not provided to SSRN, affiliation not provided to SSRN and Universidad Técnica Federico Santa María
Downloads 52 (1,074,648)

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noisy Ornstein Uhlenbeck, least squares estimator, drift parameter estimation, Rosenblatt process, Malliavin calculus