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
Education/Academic qualification
PhD, Pontificia Universidad Católica de Valparaíso
Award Date: 26 Nov 2018
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):
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SDG 14 Life Below Water
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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
Projects
- 3 Finished
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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
- 28 Article
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Deep learning and surplus production models for multivariate autoregressive modeling and simulation of the jack mackerel fishery associated with environmental conditions
Plaza-Vega, F., Yáñez, E., Fréon, P., Araya, H. & Aranis, A., Jun 2026, In: Deep-Sea Research Part II: Topical Studies in Oceanography. 227, 105645.Research output: Contribution to journal › Article › peer-review
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Drift parameter estimation for the noisy Ornstein–Uhlenbeck process driven by a Rosenblatt process
Araya, H., Plaza-Vega, F. & Alvarado, E., Oct 2026, In: Statistics and Probability Letters. 237, 110803.Research output: Contribution to journal › Article › peer-review
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Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise
Araya, H., Plaza-Vega, F. & Alvarado, E., Jun 2026, In: Statistical Papers. 67, 3, 49.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
EULER SCHEME FOR SOME SDEs WITH FRACTIONAL NOISE AND MARKOV SWITCHING
Araya, H., Garzón, J. & Torres, S., 2026, In: Theory of Probability and its Applications. 71, 1, p. 73-87 15 p.Research output: Contribution to journal › Article › peer-review
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Spatio—Temporal Weighted Regression model with fractional-colored noise: Parameter estimation and consistency
Fermín, L. J., Gómez, S., Torres, S., Araya, H. & Roa, T., Dec 2026, In: Journal of Statistical Planning and Inference. 245, 106421.Research output: Contribution to journal › Article › peer-review