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math.PR2025
Age-structured stochastic populations under dynamic harvesters' behavior: well-posedness, asymptotic stability and numerically-amenable approximations
M. Isidora Ávila-Thieme, Kerlyns Martínez, Héctor Olivero +2
In this paper we study a model of age-structured ecological populations in continuous interaction with a community of harvesters. We propose an individual-based model for this feed…
math.PR2025
Weak rough kernel comparison via PPDEs for integrated Volterra processes
Mireille Bossy, Kerlyns Martinez, Paul Maurer
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volt…