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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Displaying similar documents to “The Virgin Island model.”
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.
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)
Electronic Journal of Probability [electronic only]
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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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