191 citations · 256 across the 29 of their papers we have counts for
3 papers · 1 filter
Transcritical bifurcation for the conditional distribution of a diffusion process
Michel Benaïm, Nicolas Champagnat, William Oçafrain +1
In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are bas…
Fluctuations of balanced urns with infinitely many colours
Svante Janson, Cécile Mailler, Denis Villemonais
In this paper, we prove convergence and fluctuation results for measure-valued Pólya processes (MVPPs, also known as Pólya urns with infinitely-many colours). Our convergence resul…
Degenerate processes killed at the boundary of a domain
Michel Benaïm, Nicolas Champagnat, William Oçafrain +1
We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that su…