Related papers: Rescaled Levy-Loewner hulls and random growth
In the Heliosphere, power-law particle distributions are observed e.g. upstream of interplanetary shocks, which can result from superdiffusive transport. This non-Gaussian transport regime may result from intermittent magnetic field…
In the spirit of Bj\"ork-DiMasi-Kabanov-Runggaldier, we investigate term structure models driven by Wiener process and Poisson measures with forward curve dependent volatilities. This includes a full existence and uniqueness proof for the…
The convex hull peeling of a point set consists in taking the convex hull, then removing the extreme points and iterating that procedure until no point remains. The boundary of each hull is called a layer. Following on from [15], we study…
In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…
The rampant phenomenon of overpopulation and the remarkable increase of human movements over the last decade have caused an aggressive re-emergence of dengue fever, which made it the subject of several research fields. In this regard,…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
We introduce a broad class of spatial models to describe how spatially heterogeneous populations live, die, and reproduce. Individuals are represented by points of a point measure, whose birth and death rates can depend both on spatial…
We study the existence and uniqueness of Lp-bounded mild solutions for a class ofsemilinear stochastic evolutions equations driven by a real L\'evy processes withoutGaussian component not square integrable for instance the stable process…
In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition.…
We study Turing pattern formation in a system undergoing radial growth in two dimensions. The Lengyel-Epstein two variable model is implemented in COMSOL Multiphysics and solved on domains growing at different speeds while sweeping other…
The Bouncy Particle Sampler is a Markov chain Monte Carlo method based on a nonreversible piecewise deterministic Markov process. In this scheme, a particle explores the state space of interest by evolving according to a linear dynamics…
We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…
Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…
Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…
Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also…
The Loewner equation provides a correspondence between continuous real-valued functions $\lambda_t$ and certain increasing families of half-plane hulls $K_t$. In this paper we study the deterministic relationship between specific analytic…
We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of beneficial mutations that might compensate for this change.…
Growth-fragmentation processes describe systems of particles in which each particle may grow larger or smaller, and divide into smaller ones as time proceeds. Unlike previous studies, which have focused mainly on the self-similar case, we…
Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the…
We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter {\epsilon} tends to zero more quickly than the homogenization's one…