4 papers · 1 filter
Continuous Branching Processes with Settlement in Cancer Metastasis: Stochastic Modelling and the Feller Property
Ivan Biočić, Bruno Toaldo, Lena Zuspann
Motivated by models of cancer metastasis, this paper introduces a type of (multi-type) branching process that records the positions of particles, representing tumor cells or cluste…
Harmonic problems arising from continuous time random walks limit processes
Ivan Biočić, Bruno Toaldo
In this paper, we develop a universal method that identifies the (non-local) governing evolution equations for Continuous Time Random Walks' (CTRWs) limit processes. Given one of t…
Sampling inverse subordinators and subdiffusions
Ivan Biočić, Daniel E. Cedeño-Girón, Bruno Toaldo
In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or oversh…
Representation of harmonic functions with respect to subordinate Brownian motion
Ivan Biočić
In this article we prove a representation formula for non-negative generalized harmonic functions with respect to a subordinate Brownian motion in a general open set $D\subset \mat…