11 citations · 11 across the 4 of their papers we have counts for
6 papers
Consumption-investment under alternative stochastic-integral conventions
Mario Ayala, Benjamin Vallejo Jiménez
We study the Merton consumption-investment problem when risky asset dynamics are written under stochastic-integral conventions indexed by , interpolating between the Itô ()…
Group Dispersal Modelling Revisited
Mario Ayala, Jérôme Coville, Samuel Soubeyrand
In this paper we revisit the notion of grouped dispersal that have been introduced by Soubeyrand and co-authors \cite{soubeyrand2011patchy} to model the simultaneous (and hence dep…
A measure-valued stochastic model for vector-borne viruses
Mario Ayala, Jerome Coville, Raphael Forien
In this work we propose a measure-valued stochastic process representing the dynamics of a virus population, structured by phenotypic traits and geographical space, and where virus…
Higher order fluctuation fields and orthogonal duality polynomials
Mario Ayala, Gioia Carinci, Frank Redig
Inspired by the works in [1] and [8] we introduce what we call -th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle…
Condensation of SIP particles and sticky Brownian motion
Mario Ayala, Gioia Carinci, Frank Redig
We study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially starte…
Quantitative Boltzmann Gibbs principles via orthogonal polynomial duality
Mario Ayala, Gioia Carinci, Frank Redig
We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fi…