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Showing 2021 · math.PRShow all
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math.PR2021★ 1 cited
Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switched environment
Adrien Prodhomme, Édouard Strickler
We consider an epidemic SIS model described by a multitype birth-and-death process in a randomly switched environment. That is, the infection and cure rates of the process depend o…
math.PR2021
A full discretization of the rough fractional linear heat equation
Aurélien Deya, Renaud Marty
We study a full discretization scheme for the stochastic linear heat equation \begin{equation*}\begin{cases}\partial_t \langleΨ\rangle = Δ\langleΨ\rangle +\dot{B}\, , \quad t\in [0…
math.PR2021
On a first hit distribution of the running maximum of Brownian motion
Julien Randon-Furling, Paavo Salminen, Pierre Vallois
Let be the running maximum of a standard Brownian motion and . In this note we calculate the joint distributio…