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math.PR2026
Multiple Poisson-Dirichlet diffusions on generalized Kingman simplices
Cristina Costantini, Matteo Ruggiero
We construct a new class of infinite-dimensional diffusions with values in a generalized Kingman simplex with finitely many marks. The model describes the temporal evolution of the…
math.PR2019
Markov selection for constrained martingale problems
Cristina Costantini, Thomas G. Kurtz
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some wa…