Degenerate stochastic differential equations arising from catalytic branching networks.
Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
Similarity:
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.
Superprocesses with dependent spatial motion and general branching densities.
Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
Similarity:
A criterium for the strict positivity of the density of the law of a Poisson process.
Léandre, Rémi (2011)
Advances in Difference Equations [electronic only]
Similarity:
Characterization of the marginal distributions of Markov processes used in dynamic reliability.
Cocozza-Thivent, Christiane, Eymard, Robert, Mercier, Sophie, Roussignol, Michel (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Renormalizations of branching random walks in equilibrium.
Zähle, Iljana (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Collision local times, historical stochastic calculus, and competing superprocesses.
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
Similarity:
On the parabolic generator of a general one-dimensional Lev́y process.
Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
Electronic Communications in Probability [electronic only]
Similarity:
Stability properties of constrained jump-diffusion processes.
Atar, Rami, Budhiraja, Amarjit (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Transience and non-explosion of certain stochastic Newtonian systems.
Kolokol'tsov, V.N., Schilling, R.L., Tyukov, A.E. (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Competing super-Brownian motions as limits of interacting particle systems.
Durrett, Richard, Mytnik, Leonid, Perkins, Edwin (2005)
Electronic Journal of Probability [electronic only]
Similarity:
A Stroock formula for a certain class of Lévy processes and applications to finance.
Eddahbi, M., Solé, J.L., Vives, J. (2005)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
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
Similarity:
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
Masao Nagasawa, Hiroshi Tanaka (2000)
Séminaire de probabilités de Strasbourg
Similarity: