2 papers
math.PR2025
Threshold Diffusions
Lina Ji, Chuyang Li, Xiaowen Zhou
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the condition…
math.PR2025
Boundary behavior at infinity for simple exchangeable fragmentation-coagulation process in critical slow regime
Lina Ji, Xiaowen Zhou
For a critical simple exchangeable fragmentation-coagulation process in slow regime where the coagulation rate and fragmentation rate are of the same order, we show that there exis…