3 papers
q-bio.PE2018
Probabilistic reconstruction of genealogies for polyploid plant species
Frédéric Proïa, Fabien Panloup, Chiraz Trabelsi +1
A probabilistic reconstruction of genealogies in a polyploid population (from 2x to 4x) is investigated, by considering genetic data analyzed as the probability of allele presence…
math.PR2015
Exponential ergodicity of the jump-diffusion CIR process
Peng Jin, Barbara Rüdiger, Chiraz Trabelsi
In this paper we study the jump-diffusion CIR process (shorted as JCIR), which is an extension of the classical CIR model. The jumps of the JCIR are introduced with the help of a p…
math.PR2015
Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion
Peng Jin, Barbara Rüdiger, Chiraz Trabelsi
In this paper we find the transition densities of the basic affine jump-diffusion (BAJD), which is introduced by Duffie and Garleanu [D. Duffie and N. Garleanu, Risk and valuation…