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20052026
most citedWhat are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis

999 citations

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20 papers · 1 filter

math.PR2023★ 1 cited

Weaves, webs and flows

Nic Freeman, Jan Swart

We introduce weaves, which are random sets of non-crossing càdlàg paths that cover space-time . The Brownian web is one example of…

math.PR2018★ 3 cited

Uniqueness of the nonlinear Schrödinger Equation driven by jump processes

Erika Hausenblas, Anne de Bouard, Martin Ondrejat

In a recent paper by the first two named authors, existence of martingale solutions to a stochastic nonlinear Schrödinger equation driven by a Lévy noise was proved. In this paper,…

math.PR2018★ 7 cited

A new characterization of endogeny

Tibor Mach, Anja Sturm, Jan M. Swart

Aldous and Bandyopadhyay have shown that each solution to a recursive distributional equation (RDE) gives rise to recursive tree process (RTP), which is a sort of Markov chain in w…

math.PR2017

Necessary and sufficient conditions for a nonnegative matrix to be strongly R-positive

Jan M. Swart

Using the Perron-Frobenius eigenfunction and eigenvalue, each finite irreducible nonnegative matrix can be transformed into a probability kernel . This was generalized by Da…

math.PR2017★ 25 cited

-valued stochastic convolution integral driven by Volterra noise

Petr Čoupek, Bohdan Maslowski, Martin Ondreját

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space . The corresponding regulari…

math.PR2016

Ergodic maximum principle for stochastic systems

Carlo Orrieri, Gianmario Tessitore, Petr Veverka

We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controll…

math.PR2015

The limiting shape of a full mailbox

M. Formentin, J. M. Swart

We study a model for email communication due to Gabrielli and Caldarelli, where someone receives and answers emails at the times of independent Poisson processes with intensities $…

math.PR2015

Pathwise duals of monotone and additive Markov processes

Anja Sturm, Jan M. Swart

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process…

math.PR2015

The Brownian web, the Brownian net, and their universality

Emmanuel Schertzer, Rongfeng Sun, Jan M. Swart

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allow…

math.PR2013

Example of a Non-standard Extreme Value Law

Nicolai Haydn, Michal Kupsa

It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributio…

math.PR2012

Noninvadability implies noncoexistence for a class of cancellative systems

Jan M. Swart

There exist a number of results proving that for certain classes of interacting particle systems in population genetics, mutual invadability of types implies coexistence. In this p…

math.PR2012

Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions

Martin Ondrejat, Mark Veraar

In this paper we consider stochastic integration with respect to cylindrical Brownian motion in infinite dimensional spaces. We study weak characterizations of stochastic integrabi…

math.PR2012★ 17 cited

Systems of branching, annihilating, and coalescing particles

Siva Athreya, Jan Swart

This paper studies systems of particles following independent random walks and subject to annihilation, binary branching, coalescence, and deaths. In the case without annihilation,…

math.PR2011★ 1 cited

Subcritical contact processes seen from a typical infected site

Anja Sturm, Jan M. Swart

What is the long-time behavior of the law of a contact process started with a single infected site, distributed according to counting measure on the lattice? This question is relat…

math.PR2011

Attractivity, invariance and ergodicity for SDEs on Riemannian manifolds

Lubomir Banas, Zdzislaw Brzezniak, Martin Ondrejat +1

We give a sufficient condition on nonlinearities of an SDE on a compact connected Riemannian manifold which implies that laws of all solutions converge weakly to the normalized…

math.PR2009★ 7 cited

Numerical analysis of the rebellious voter model

Jan M. Swart, Karel Vrbensky

The rebellious voter model, introduced by Sturm and Swart (2008), is a variation of the standard, one-dimensional voter model, in which types that are locally in the minority have…

math.PR2008★ 1 cited

Survival of contact processes on the hierarchical group

Siva R. Athreya, Jan M. Swart

We consider contact processes on the hierarchical group, where sites infect other sites at a rate depending on their hierarchical distance, and sites become healthy with a constant…

math.PR2008

Special points of the Brownian net

Emmanuel Schertzer, Rongfeng Sun, Jan M. Swart

The Brownian net, which has recently been introduced by Sun and Swart [SS08], and independently by Newman, Ravishankar and Schertzer [NRS08], generalizes the Brownian web by allowi…

math.PR2005

The contact process seen from a typical infected site

Jan M. Swart

This paper studies contact processes on general countable groups. It is shown that any such contact process has a well-defined exponential growth rate, and this quantity is used to…

math.PR2005★ 37 cited

Closures of exponential families

Imre Csiszar, Frantisek Matus

The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of con…