Jos'e R. Le'on

activity

20242026

collaborators

3 papers

math.PR2026

Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift

Paola Bermolen, Valeria Goicoechea, JosÃ© R. LeÃ³n

We consider a diffusion equation in $R^{d}$ with drift equal to the gradient of a homogeneous potential of degree $1 + I^^{3}$ , with $0 < I^^{3} < 1$ , and local variance equal to $\vareps…

math.PR2025

On a general Kac-Rice formula for the measure of a level set

Let $X (\cdot)$ be a random field $R^{D} \to R^{d}$ , $D \geq d$ . We first studied the level set $X^{- 1} (u)$ , $u \in R^{d}$ . In particular we gave a weak condi…

stat.ME2024

Small-time approximation of the transition density for diffusions with singularities. Application to the Wright-Fisher model

The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known tran…