From the 1 of 668 papers with an AI index.
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6 papers · 2 filters
Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes
Ida Kruk, Francesco Russo
We develop a stochastic analysis for a Gaussian process with singular covariance by an intrinsic procedure focusing on several examples such as covariance measure structure pro…
Smaller population size at the MRCA time for stationary branching processes
Yu-Ting Chen, Jean-François Delmas
We present an elementary model of random size varying population given by a stationary continuous state branching process. For this model we compute the joint distribution of: the…
Pruning Galton-Watson Trees and Tree-valued Markov Processes
Romain Abraham, Jean-Francois Delmas, Hui He
We present a new pruning procedure on discrete trees by adding marks on the nodes of trees. This procedure allows us to construct and study a tree-valued Markov process $\{{\cal G}…
Convergence of a stochastic particle approximation for fractional scalar conservation laws
Benjamin Jourdain, Raphaël Roux
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equatio…
Clark-Ocone type formula for non-semimartingales with finite quadratic variation
Cristina Di Girolami, Francesco Russo
We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space using the language of stochastic calculus vi…
The Lent Particle Method, Application to Multiple Poisson Integrals
Nicolas Bouleau
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws…