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5 papers · 2 filters
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
Clément Foucart, Víctor Rivero, Anita Winter
The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-ext…
Branching diffusion processes and spectral properties of Feynman-Kac semigroup
Pierre Collet, Sylvie Méléard, Jaime San MARTIN
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral proper…
High order weak approximation of Stochastic Differential Equations for bounded and measurable test functions
Clément Rey
We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test func…
Renewal theorems in a periodic environment
Quentin Cormier
We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-ar…
Hörmander properties of discrete time Markov processes
Clément Rey
We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as…