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math.PR2022
It{ô}'s formula for the flow of measures of Poisson stochastic integrals and applications
Thomas Cavallazzi
We prove It{ô}'s formula for the flow of measures associated with a jump process defined by a drift, an integral with respect to a Poisson random measure and with respect to the as…
math.PR2022
Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
Thomas Cavallazzi, Emeline Luirard
We consider a particle evolving in the quadratic potential and subject to a time-inhomogeneous frictional force and to a random force. The couple of its velocity and position is so…