activity
19982023
most citedSpatial birth and death processes as solutions of stochastic equations

68 citations · 230 across the 19 of their papers we have counts for

collaborators

22 papers

math.PR2023

Looking forwards and backwards: dynamics and genealogies of locally regulated populations

Alison M. Etheridge, Thomas G. Kurtz, Ian Letter +2

We introduce a broad class of spatial models to describe how spatially heterogeneous populations live, die, and reproduce. Individuals are represented by points of a point measure,…

math.PR2022★ 2 cited

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

Cristina Costantini, Thomas G. Kurtz

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side",…

math.PR2021★ 4 cited

A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions

Cristina Costantini, Thomas G. Kurtz

Bass and Pardoux (1987) deduce from the Krein-Rutman theorem a reverse ergodic theorem for a sub-probability transition function, which turns out to be a key tool in proving unique…

math.PR2021

Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations

Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre

We introduce a weighted particle representation for the solution of the filtering problem based on a suitably chosen variation of the classical de Finetti theorem. This representat…

math.PR2021

Finite Markov chains coupled to general Markov processes and an application to metastability II

Thomas G. Kurtz, Jason Swanson

We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Frei…

math.PR2019

Finite Markov chains coupled to general Markov processes and an application to metastability I

Thomas G. Kurtz, Jason Swanson

We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Frei…