Probability limit identification functions on separable metrizable spaces
Problème des martingales et équations différentielles stochastiques associées à un opérateur intégro-différentiel
Progrès récents en calcul stochastique quantique
Propagation of chaos and fluctuations for a moderate model with smooth initial data
Propagation of chaos for the 2D viscous vortex model
We consider a stochastic system of particles, usually called vortices in that setting, approximating the 2D Navier-Stokes equation written in vorticity. Assuming that the initial distribution of the position and circulation of the vortices has finite (partial) entropy and a finite moment of positive order, we show that the empirical measure of the particle system converges in law to the unique (under suitable a priori estimates) solution of the 2D Navier-Stokes equation. We actually prove a slightly...
Propagation of Growth Uncertainty in a Physiologically Structured Population
In this review paper we consider physiologically structured population models that have been widely studied and employed in the literature to model the dynamics of a wide variety of populations. However in a number of cases these have been found inadequate to describe some phenomena arising in certain real-world applications such as dispersion in the structure variables due to growth uncertainty/variability. Prompted by this, we described two recent...
Properties of generalized set-valued stochastic integrals
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung...