1 citations · 1 across the 3 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2023
Excursion theory for the Wright-Fisher diffusion
Paul A. Jenkins, Jere Koskela, Victor M. Rivero +3
In this work, we develop excursion theory for the Wright--Fisher diffusion with mutation. Our construction is intermediate between the classical excursion theory where all excursio…
math.PR2021
A CLT for degenerate diffusions with periodic coefficients, and application to homogenisation of linear PDEs
Nikola Sandrić, Ivana Valentić
In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context…
math.PR2019★ 1 cited
Periodic Homogenization of a Lévy-Type Process with Small Jumps
Nikola Sandrić, Ivana Valentić, Jian Wang
In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called Lévy-type process. Under the assu…