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math.PR2012★ 4 cited
Uniform tightness for time-inhomogeneous particle systems and for conditional distributions of time-inhomogeneous diffusion processes
Villemonais Denis
In this article, we consider time-inhomogeneous diffusive particle systems, whose particles jump from the boundary of a bounded open subset of , . We give a sufficie…
math.PR2010
Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift
Denis Villemonais
We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an ope…