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6 papers · 2 filters
Gaussian and non-Gaussian processes of zero power variation
Francesco Russo, Frederi Viens
This paper considers the class of stochastic processes which are Volterra convolutions of a martingale . When is Brownian motion, is Gaussian, and the class includes…
Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
Viorel Barbu, Michael Roeckner, Francesco Russo
We consider a possibly degenerate porous media type equation over all of with , with monotone discontinuous coefficients with linear growth and prove a probabilistic…
Environmental Noise Variability in Population Dynamics Matrix Models
Michel De Lara
The impact of environmental variability on population size growth rate in dynamic models is a recurrent issue in the theoretical ecology literature. In the scalar case, R. Lande po…
Application of the lent particle method to Poisson driven SDE's
Nicolas Bouleau, Laurent Denis
We apply the Dirichlet forms version of Malliavin calculus to stochastic differential equations with jumps. As in the continuous case this weakens significantly the assumptions on…
A continuum-tree-valued Markov process
Romain Abraham, Jean-François Delmas
We present a construction of a Lévy continuum random tree (CRT) associated with a super-critical continuous state branching process using the so-called exploration process and a Gi…
Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process
Benjamin Jourdain, Tony Lelievre, Raphaël Roux
We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We a…