Displaying similar documents to “Likely path to extinction in simple branching models with large initial population.”

Approximation of solutions to second order nonlinear Picard problems with Carathéodory right-hand side

Jacek Gulgowski (2014)

Open Mathematics

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We present an approximation method for Picard second order boundary value problems with Carathéodory righthand side. The method is based on the idea of replacing a measurable function in the right-hand side of the problem with its Kantorovich polynomial. We will show that this approximation scheme recovers essential solutions to the original BVP. We also consider the corresponding finite dimensional problem. We suggest a suitable mapping of solutions to finite dimensional problems to...

Stability of solutions of BSDEs with random terminal time

Sandrine Toldo (2006)

ESAIM: Probability and Statistics

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In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precisely, we are going to show that if () is a sequence of scaled random walks or a sequence of martingales that converges to a Brownian motion and if ( τ n ) is a sequence of stopping times that converges to a stopping time , then the solution of the BSDE driven by with random terminal time τ n converges to the solution...