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5 papers · 2 filters
Polymorphic evolution sequence and evolutionary branching
Nicolas Champagnat, Sylvie Méléard
We are interested in the study of models describing the evolution of a polymorphic population with mutation and selection in the specific scales of the biological framework of adap…
Interacting multi-class transmissions in large stochastic networks
Carl Graham, Philippe Robert
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adapti…
Numerical simulation of BSDEs using empirical regression methods: theory and practice
Emmanuel Gobet, Jean-Philippe Lemor
This article deals with the numerical resolution of backward stochastic differential equations. Firstly, we consider a rather general case where the filtration is generated by a Br…
A matrix interpolation between classical and free max operations: I. The univariate case
Florent Benaych-Georges, Thierry Cabanal-Duvillard
Recently, Ben Arous and Voiculescu considered taking the maximum of two free random variables and brought to light a deep analogy with the operation of taking the maximum of two in…
Semigroup inequalities, stochastic domination, Hardy's inequality, and strong ergodicity
Carl Graham
There is a mathematical error in the first version of this paper. A new corrected version will be posted when the error is fixed, possibly with a modified title.