Degenerate stochastic differential equations arising from catalytic branching networks.
Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump.”
Degenerate stochastic differential equations arising from catalytic branching networks.
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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)...
Time dependent subordination and Markov processes with jumps
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Séminaire de probabilités de Strasbourg
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