FONDECYT Postdoctoral Grant Nº 3180777: “Theoretical and Numerical Analysis of some Applied Stochastic Models” (2018-2020) with the sponsoring of Gregorio Moreno.
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs. Bossy, Mireille; Olivero, Héctor. Bernoulli 24 (2018), no. 3, 1995--2042. doi:10.3150/16-BEJ918. Also available in Arxiv.
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. Bossy, Mireille; Fontbona, Joaquín; Olivero, Héctor. Journal of Mathematical Biology, 78(6), 1771-1820. doi:10.1007/s00285-019-01326-7. Also available in Arxiv.
A hypothesis test for the domain of attraction of a random variable. Olivero, Héctor; Talay Denis. ESAIM: PS, 28 (2024) 292-328. doi: https://doi.org/10.1051/ps/2024010. Available also in Arxiv.
Wright--Fisher kernels: from linear to non-linear dynamics, ergodicity and McKean--Vlasov scaling limits. Cordero, Fernando; Jorquera, Christian; Olivero, Héctor; Videla, Leonardo. Available on Arxiv.
Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable''. Olivero, Héctor; Talay Denis.
Available in HAL.
Advisor: Joaquín Fontbona T.
Universidad de Chile. Santiago, Chile.