4 papers
Occupation-Time Fluctuations of an Age-Dependent Branching System Driven by Poisson Immigration
Ekaterina T. Kolkovska, José Alfredo López-Mimbela, Maroussia Slavtchova-Bojkova
We study the occupation-time fluctuations of a critical age-dependent branching particle system with immigration in . Immigrants arrive according to a homogeneous Poi…
Convergence of a Critical Multitype Bellman--Harris Process with Finite-Mean Lifetimes
E. T. Kolkovska, J. A. López-Mimbela, J. H. Ramírez-González
We study a critical multitype Bellman--Harris branching particle system in \(\mathbb R^N\) with a finite type space \(\mathbf K=\{1,\dots,K\}\). Particles of type \(I\) move accord…
Large time behavior of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions
Marco Dozzi, Ekaterina T. Kolkovska, José A. López-Mimbela +1
We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, mod…
The distribution and asympotic behaviour of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps
Ekaterina T. Kolkovska, Ehyter M. Martín-González
We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jumps Lévy processes whose positive jumps have a rational Laplace transform. The positive Wien…