4 papers
Mean-field branching SDEs: propagation of chaos, scaling limits and phase transitions
Shukai Chen, Lina Ji, Xiaowen Zhou
We study branching SDEs with law-dependent immigration and their mean-field particle approximations. Under a dissipativity condition and sufficiently weak interaction, a uniform pr…
Threshold Diffusions
Lina Ji, Chuyang Li, Xiaowen Zhou
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the condition…
Boundary behavior at infinity for simple exchangeable fragmentation-coagulation process in critical slow regime
Lina Ji, Xiaowen Zhou
For a critical simple exchangeable fragmentation-coagulation process in slow regime where the coagulation rate and fragmentation rate are of the same order, we show that there exis…
Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes
Shukai Chen, Rongjuan Fang, Lina Ji +1
We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competitio…