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I. Naskinova

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Open access Sep 2026

A Hierarchical Stochastic Differential Equation Framework with Particle-Filter Inference for Latent-State Dynamics around Life-Event Mentions on Reddit

We develop a hierarchical Ornstein–Uhlenbeck stochastic differential equation with event-conditional drift for latent-state dynamics around life events detected in text. Three formal results are established: existence and uniqueness of strong solutions; identifiability of the population-level parameters under sparse pa...

I. Naskinova, Mariyan Milev, Nikolay Netov et al. · 0 citations

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