21 citations · 40 across the 17 of their papers we have counts for
9 papers · 1 filter
On mean-field super-Brownian motions
Yaozhong Hu, Michael A. Kouritzin, Panqiu Xia +1
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branch…
Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients
Yaozhong Hu, Michael A. Kouritzin, Jiayu Zheng
In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak Hö…
Replication and Its Application to Weak Convergence
Chi Dong, Michael A. Kouritzin
Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica object…
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
Michael A. Kouritzin, Sounak Paul
Marcinkiewicz strong law of large numbers, almost surely with , are developed for products $d_k=\prod_{r=1}^s x_…
Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates
Michael A. Kouritzin, Khoa Lê
A class of Fleming-Viot processes with decaying sampling rates and -stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost…
On explicit solutions to Ito diffusions
Michael A. Kouritzin, Bruno Remillard
Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence…