7.7k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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7 papers · 2 filters
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
Anselm Hudde, Martin Hutzenthaler, Arnulf Jentzen +1
In this article we establish a new formula for the difference of a test function of the solution of a stochastic differential equation and of the test function of an Itô process. T…
Randomly switched vector fields sharing a zero on a common invariant face
Edouard Strickler
We consider a Piecewise Deterministic Markov Process given by random switching between finitely many vector fields vanishing at . It has been shown recently that the behaviour o…
Percolation and first-passage percolation on oriented graphs
Olivier Garet, Régine Marchand
We give the first properties of independent Bernoulli percolation, for oriented graphs on the set of vertices that are translation-invariant and may contain loops. We exhibi…
Integration with respect to the non-commutative fractional Brownian motion
Aurélien Deya, René Schott
We study the issue of integration with respect to the non-commutative fractional Brownian motion, that is the analog of the standard fractional Brownian in a non-commutative probab…
Loynes construction for the extended bipartite matching
Pascal Moyal, Ana Busic, Jean Mairesse
We propose an explicit construction of the stationary state of Extended Bipartite Matching (EBM) models, as defined in (Busic et. al., 2013). We use a Loynes-type backwards scheme…
On Bernstein processes generated by hierarchies of linear parabolic systems in Rd
Pierre-A. Vuillermot, Jean-C. Zambrini
In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic parti…
Markovian tricks for non-Markovian trees: contour process, extinction and scaling limits
Bertrand Cloez, Benoît Henry
In this work, we study a family of non-Markovian trees modeling populations where individuals live and reproduce independently with possibly time-dependent birth-rate and lifetime…