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math.PR2011★ 14 cited
A Jump Type SDE Approach to Positive Self-Similar Markov Processes
Leif Doering, Matyas Barczy
We present a new approach to positive self-similar Markov processes (pssMps) by reformulating Lamperti's transformation via jump type SDEs. As applications, we give direct construc…
math.PR2011
Longtime Behavior for Mutually Catalytic Branching with Negative Correlations
Leif Doering, Leonid Mytnik
In several examples, dualities for interacting diffusion and particle systems permit the study of the longtime behavior of solutions. A particularly difficult model in which many t…