31 citations · 43 across the 10 of their papers we have counts for
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Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect
Myriam Fradon, Julian Kern, Sylvie Roelly +1
We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in , its reversible probability measure, and its projec…
Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients
Olga Aryasova, Andrey Pilipenko, Sylvie Roelly
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two traject…
Exact simulation of Brownian diffusions with drift admitting jumps
David Dereudre, Sara Mazzonetto, Sylvie Roelly
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We…
Stationary measures and phase transition for a class of probabilistic cellular automata
Paolo Dai Pra, Pierre-Yves Louis, Sylvie Roelly
We discuss various properties of Probabilistic Cellular Automata, such as the structure of the set of stationary measures and multiplicity of stationary measures (or phase transiti…
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
David Dereudre, Sara Mazzonetto, Sylvie Roelly
In this paper, we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Mo…
Path-dependent infinite-dimensional SDE with non-regular drift: an existence result
David Dereudre, Sylvie Roelly
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function i…