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6 papers · 2 filters
Stochastic Homogenization of Reflected Diffusion Processes
Remi Rhodes
We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to anal…
From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality
Ivan Gentil
We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Prékopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality ad…
Strong Approximations of BSDEs in a domain
Bruno Bouchard, Stephane Menozzi
We study the strong approximation of a Backward SDE with finite stopping time horizon, namely the first exit time of a forward SDE from a cylindrical domain. We use the Euler schem…
Large deviations for symmetrised empirical measures
José Trashorras
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures where is a random…
Spinal partitions and invariance under re-rooting of continuum random trees
Bénédicte Haas, Jim Pitman, Matthias Winkel
We develop some theory of spinal decompositions of discrete and continuous fragmentation trees. Specifically, we consider a coarse and a fine spinal integer partition derived from…
Front propagation in an exclusion one-dimensional reactive dynamics
Milton Jara, Gregorio Moreno, Alejandro F. Ramirez
We consider an exclusion process representing a reactive dynamics of a pulled front on the integer lattice, describing the dynamics of first class particles moving as a simple…