4 citations · 4 across the 10 of their papers we have counts for
12 papers
Coloured Epidemic Models: Functional Law of Large Numbers and Propagation of Chaos
Kushankur Dutta, Olga Izyumtseva, Wasiur R. KhudaBukhsh +1
In this paper, we study a stochastic Susceptible-Infected-Removed (SIR) model where the infection and the recovery rates depend on individual covariates for susceptibility and infe…
From Individual-Based Stochastic Epidemics to Heterogeneous SIR Equations
Olga Izyumtseva, Wasiur R. KhudaBukhsh, M. Gabriela M. Gomes +1
We develop a stochastic framework for a broad class of heterogeneous SIR epidemic models. In the finite-population construction, each initially susceptible individual is assigned a…
Self-intersection local times for Volterra Gaussian processes in stochastic flows with interaction
Olga Izyumtseva, Wasiur R. KhudaBukhsh
In this paper, we study self-intersection local times for a stochastic process , where is a Gaussian process of the form , $…
Stochastic Analysis of Entanglement-assisted Quantum Communication Channels
Karim S. Elsayed, Olga Izyumtseva, Wasiur R. KhudaBukhsh +1
We present a queueing model for a quantum communication network consisting of a primary queue and a service queue in which Bell pairs are formed and stored. The Bell pairs are inhe…
Local times of self-intersection and sample path properties of Volterra Gaussian processes
Olga Izyumtseva, Wasiur R. KhudaBukhsh
We study a Volterra Gaussian process of the form where is a Wiener process and is a continuous kernel. In dimension one, we prove a law of the…
Self-intersection local times of random fields in stochastic flows
Andrey Dorogovtsev, Alexander Gnedin, Olga Izyumtseva
In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depe…
Clark representation for self-intersection local times of Gaussian integrators
A. A. Dorogovtsev, O. L. Izyumtseva, N. Salhi
In present article we prove the existence of multiple self-intersection local times, describe its Ito-Wiener expansion and establish Clark representation for the class of Gaussian…
Clark formula for local time for one class of Gaussian processes
Andrey Dorogovtsev, Olga Izyumtseva, Georgii Riabov +1
In the article we present chaotic decomposition and analog of the Clark formula for the local time of Gaussian integrators. Since the integral with respect to Gaussian integrator i…
On local time for the solution to a white noise driven heat equation
Olga Izyumtseva
In this article we discuss the existence of local time for a class of Gaussian processes which appears as the solutions to some stochastic evolution equations. We show that on smal…
Moments estimates for local times of one class of Gaussian processes
Olga Izyumtseva
In present paper we prove an existence and give a moments estimate for the local time of Gaussian integrators. Every Gaussian integrator is associated with a continuous linear oper…
On self-intersection local times for generalized Brownian bridges and the distance between step functions
A. A. Dorogovtsev, O. L. Izyumtseva
In the paper -multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singu…
Properties of Gaussian local times
Andrey Dorogovtsev, Olga Iziumtseva
In the paper we investigate the local times for Gaussian integrators. Every Gaussian integrator can be associated with the continuous linear operator in the space of square integra…