191 citations · 327 across the 22 of their papers we have counts for
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math.PR2007★ 69 cited
Nonlinear SDEs driven by Lévy processes and related PDEs
Benjamin Jourdain, Sylvie Méléard, Wojbor Woyczynski
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a Lévy process. We also suppose that the coefficient mult…
math.PR2007
Quasi-stationary distributions and diffusion models in population dynamics
Patrick Cattiaux, Pierre Collet, Amaury Lambert +3
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to at the origin, and the d…