Displaying similar documents to “A resummed branching process representation for a class of nonlinear ODEs.”

Alpha-stable branching and beta-coalescents.

Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)

Electronic Journal of Probability [electronic only]

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A Donsker theorem to simulate one-dimensional processes with measurable coefficients

Pierre Étoré, Antoine Lejay (2007)

ESAIM: Probability and Statistics

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In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator with measurable coefficients. We construct a random walk on any grid on the state space, using the transition probabilities of the approximated process, and the conditional average times it spends on each cell of the grid. Indeed we can compute these quantities by solving some suitable elliptic PDE problems.

Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

Benjamin Jourdain, Tony Lelièvre, Raphaël Roux (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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We study a free energy computation procedure, introduced in [Darve and Pohorille, (2001) 9169–9183; Hénin and Chipot, (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre , (2008)...