Projects per year
Personal profile
Research Interests
Currently my research area is stochastic analysis. Specifically, in numerical methods for stochastic differential equations, modeling in mathematical-statistics, Malliavin calculus and process inference. In terms of applied problems my area is fisheries.
Key Words
Stochastic Analysis, Stochastic Differential Equations, Stochastic Differential Equations, Modeling, Malliavin Calculus, Inference, Fishery.
Profession
Professor of Mathematics and Computer Science, Universidad de Playa Ancha 2010
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
PhD, Pontificia Universidad Católica de Valparaíso
Award Date: 26 Nov 2018
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Dive into the research topics where Héctor Araya is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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11230051: Stochastic differential equations driven by fractional Brownian motion with Markov switching: Existence, uniqueness, approximations and inference
Araya, H. (Principal Investigator)
Agencia Nacional de Investigación y Desarrollo
15/03/23 → 14/03/26
Project: Research
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3190465: ECUACIONES DIFERENCIALES ESTOCÁSTICAS DIRIGIDAS POR EL MOVIMIENTO BROWNIANO FRACCIONARIO: ESTUDIO TEÓRICO Y NUMÉRICO
Araya, H. (Principal Investigator)
Comisión Nacional de Investigación Científica y Tecnológica
15/03/19 → 15/03/22
Project: Research
Research output
- 11 Article
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Generalized Hermite process: Tempering, properties and applications
Araya, H., 1 Mar 2025, In: Monte Carlo Methods and Applications. 31, 1, p. 75-90 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Anchovy (Engraulis ringens) and Pacific sardine (Sardinops sagax) variability changes in northern Chile associated with the environment and inter species synchronicity: GARCH model with exogenous variable and hybrid Bayesian deep learning estimation approach
Plaza-Vega, F. & Araya, H., Feb 2024, In: Progress in Oceanography. 221, 103190.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Gamma mixed fractional Lévy Ornstein–Uhlenbeck process
Araya, H., Garzón, J. & Rubilar-Torrealba, R., Jan 2024, In: Modern Stochastics: Theory and Applications. 11, 1, p. 63-83 21 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach
Araya, H. & Plaza-Vega, F., 2024, In: Communications in Statistics - Theory and Methods. 53, 22, p. 8234-8254 21 p.Research output: Contribution to journal › Article › peer-review
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Environmental effect on the variability of anchovy (Engraulis ringens) in northern Chile: Autoregressive conditional heteroskedastic approach with exogenonus variable and missing values
Plaza, F., Araya, H. & Yáñez, E., Apr 2023, In: Fisheries Research. 260, 106607.Research output: Contribution to journal › Article › peer-review
1 Scopus citations