4 papers · 1 filter
General diffusions on metric graphs as limits of time-space Markov Chains
Alexis Anagnostakis
We introduce the Space-Time Markov Chain Approximation (STMCA) for a general diffusion process on a finite metric graph . The STMCA is a doubly asymmetric (in both time and spac…
General diffusions on the star graph as time-changed Walsh Brownian motion
Alexis Anagnostakis
We establish the representation of general regular diffusions on star-shaped graphs as time-changed Walsh Brownian motions. These are regular continuous Markov processes described…
On the number of crossings and bouncings of a diffusion at a sticky threshold
Alexis Anagnostakis, Sara Mazzonetto
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three…
Sticky-threshold diffusions, local time approximation and parameter estimation
Alexis Anagnostakis, Sara Mazzonetto
We study a class of high-frequency path functionals for one-dimensional diffusions with singular thresholds or boundaries, allowing for skewness, discontinuities in the diffusion c…