341 citations
- Courant Institute of Mathematical SciencesUS4 papers
- Bharathidasan UniversityIN2 papers
- Cornell UniversityUS2 papers
- Laboratory for Atmospheric and Space PhysicsUS2 papers
- New York UniversityUS2 papers
- The University of TokyoJP2 papers
- University of California, DavisUS2 papers
- University of Illinois Urbana-ChampaignUS2 papers
- University of New BrunswickCA2 papers
- University of PisaIT2 papers
- University of TorontoCA2 papers
- University of WaterlooCA2 papers
Showing math.PRShow all
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math.PR2008★ 1 cited
A new family of Markov branching trees: the alpha-gamma model
Bo Chen, Daniel Ford, Matthias Winkel
We introduce a simple tree growth process that gives rise to a new two-parameter family of discrete fragmentation trees that extends Ford's alpha model to multifurcating trees and…
math.PR2007★ 25 cited
Cubature on Wiener space in infinite dimension
Christian Bayer, Josef Teichmann
We prove a stochastic Taylor expansion for SPDEs and apply this result to obtain cubature methods, i. e. high order weak approximation schemes for SPDEs, in the spirit of T. Lyons…