Related papers: L\'{e}vy-based growth models
In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…
In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.
We consider solutions of L\'evy-driven stochastic differential equations of the form $\mathrm{d} X_t=\sigma(X_{t-})\mathrm{d} L_t$, $X_0=x$ where the function $\sigma$ is twice continuously differentiable and maximal of linear growth and…
Diffusion models have been widely used in time series and spatio-temporal data, enhancing generative, inferential, and downstream capabilities. These models are applied across diverse fields such as healthcare, recommendation, climate,…
We investigate the dynamics of a nonlinear model for tumor growth within a cellular medium. In this setting the "tumor" is viewed as a multiphase flow consisting of cancerous cells in either proliferating phase or quiescent phase and a…
We propose a new stochastic epidemiological model defined in a continuous space of arbitrary dimension, based on SIS dynamics implemented in a spatial $\Lambda$-Fleming-Viot (SLFV) process. The model can be described by as little as three…
Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…
We study a spatially inhomogeneous model of cancer growth based on Michaelis--Menten kinetics, subjected to additive Gaussian noise and multiplicative dichotomous noise. In presence of the latter, we can observe a transition between two…
We consider the problem of modelling noisy but highly symmetric shapes that can be viewed as hierarchies of whole-part relationships in which higher level objects are composed of transformed collections of lower level objects. To this end,…
We consider radial Loewner evolution driven by unimodular L\'evy processes. We rescale the hulls of the evolution by capacity, and prove that the weak limit of the rescaled hulls exists. We then study a random growth model obtained by…
In this work, we present a comprehensive theory of stochastic integration with respect to arbitrary cylindrical L\'evy processes in Hilbert spaces. Since cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
In this paper we explore a covariance spectral modelling strategy for spatial-temporal processes which involves a spectral approach for time but a covariance approach for space.It facilitates the analysis of coherence between the temporal…
We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend…
We propose an extension of a standard stochastic individual-based model in population dynamics which broadens the range of biological applications. Our primary motivation is modelling of immunotherapy of malignant tumours. In this context…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
The majority of solid tumours arise in epithelia and therefore much research effort has gone into investigating the growth, renewal and regulation of these tissues. Here we review different mathematical and computational approaches that…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
Providing diagnostic feedback about growth is crucial to formative decisions such as targeted remedial instructions or interventions. This paper proposed a longitudinal higher-order diagnostic classification modeling approach for measuring…