output
19952026
most citedBSDE with quadratic growth and unbounded terminal value

241 citations

Showing 2020 · math.PRShow all

6 papers · 2 filters

math.PR2020★ 3 cited

Limit shapes of large skew Young tableaux and a modification of the TASEP process

Anna Gordenko

We present a survey of points of view on the problem of the asymptotic shape of a path between two large Young diagrams, and introduce a modification of the TASEP process related t…

math.PR2020★ 4 cited

WARM percolation on a regular tree in the strong reinforcement regime

Christian Hirsch, Mark Holmes, Victor Kleptsyn

We consider a class of reinforcement processes, called WARMs, on tree graphs. These processes involve a parameter which governs the strength of the reinforcement, and a collect…

math.PR2020★ 1 cited

A Piecewise Deterministic Limit for a Multiscale Stochastic Spatial Gene Network

Arnaud Debussche, Mac Jugal Nguepedja Nankep

We consider multiscale stochastic spatial gene networks involving chemical reactions and diffusions. The model is Markovian and the transitions are driven by Poisson random clocks.…

math.PR2020

Existence of martingale solutions for stochastic flocking models with local alignment

Arnaud Debussche, Angelo Rosello

We establish the existence of martingale solutions to a class of stochastic conservation equations. The underlying models correspond to random perturbations of kinetic models for c…

math.PR2020

Asymptotic behaviour for a time-inhomogeneous Kolmogorov type diffusion

Mihai Gradinaru, Emeline Luirard

We study a kinetic stochastic model with a non-linear time-inhomogeneous drag force and a Brownian-type random force. More precisely, the Kolmogorov type diffusion is consi…

math.PR2020★ 2 cited

Spatial birth-death-move processes : basic properties and estimation of their intensity functions

Frédéric Lavancier, Ronan Le Guével

Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observatio…