3 papers
math.PR2026
Multiple Poisson-Dirichlet diffusions on generalized Kingman simplices
Cristina Costantini, Matteo Ruggiero
We construct a new class of infinite-dimensional diffusions with values in a generalized Kingman simplex with finitely many marks. The model describes the temporal evolution of the…
math.PR2025
Obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth sharing queues
Cristina Costantini
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise cone, with radially c…
math.PR2024
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
Cristina Costantini, Thomas G. Kurtz
Bass and Pardoux (1987) deduce from the Krein-Rutman theorem a reverse ergodic theorem for a sub-probability transition function, which turns out to be a key tool in proving unique…