The Virgin Island model.

Hutzenthaler, Martin

Displaying similar documents to “The Virgin Island model.”

An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.

Hoepfner, Reinhard (2009)

Electronic Communications in Probability [electronic only]

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On mean numbers of passage times in small balls of discretized Itô processes.

Bernardin, Frédéric, Bossy, Mireille, Martinez, Miguel, Talay, Denis (2009)

Electronic Communications in Probability [electronic only]

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Reflected backward stochastic differential equation with jumps and random obstacle.

Hamadéne, S., Ouknine, Y. (2003)

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Large population limit and time behaviour of a stochastic particle model describing an age-structured population

Viet Chi Tran (2008)

ESAIM: Probability and Statistics

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 We study a continuous-time discrete population structured by a vector of ages. Individuals reproduce asexually, age and die. The death rate takes interactions into account. Adapting the approach of Fournier and Méléard, we show that in a large population limit, the microscopic process converges to the measure-valued solution of an equation that generalizes the McKendrick-Von Foerster and Gurtin-McCamy PDEs in demography. The large deviations associated with this convergence are studied....

Exponential convergence for a periodically driven semilinear heat equation

Nikos Zygouras (2009)

Annales de l'I.H.P. Analyse non linéaire

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Backward stochastic differential equations with stochastic monotone coefficients.

Bahlali, K., Elouaflin, A., N'zi, M. (2004)

Journal of Applied Mathematics and Stochastic Analysis

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