diffusion processes 1drift transformations 1poisson resetting 1stochastic differential equations 1stochastic ordering 1transition densities 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.PR2026
On Analytically Tractable Multidimensional Diffusions via Doob h-Transforms, with Resetting and Applications to Wiener and Ornstein--Uhlenbeck Processes
Antonio DiCrescenzo, Verdiana Mustaro, Serena Spina
The paper develops a class of drift-based transformations for multidimensional diffusion processes that yield analytically tractable models with explicit product-form transition de…
math.PR2025
On a finite quasi birth-death process with catastrophes and its diffusion approximation
Giulia Di Nunno, Barbara Martinucci, Serena Spina
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same…