Related papers: Interacting diffusions and trees of excursions: co…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…
We consider a class of Crump-Mode-Jagers processes with interaction, constructed by removing a newly born offspring with a probability that depends on the age structure of the population at its birth time. We prove a law of large numbers…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Models of many-species ecosystems, such as the Lotka-Volterra and replicator equations, suggest that these systems generically exhibit near-extinction processes, where population sizes go very close to zero for some time before rebounding,…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
Flocking is a paradigmatic example of collective animal behaviour, where decentralized interaction rules give rise to a globally ordered state. In the emergence of order out of self-organization we find similarities between biological…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
Aging is a universal consequence of life, yet researchers have identified no universal theme. This manuscript considers aging from the perspective of entropy, wherein things fall apart. We first examine biological information change as a…
A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
We develop an excursion theory for Brownian motion indexed by the Brownian tree, which in many respects is analogous to the classical It\^o theory for linear Brownian motion. Each excursion is associated with a connected component of the…
We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied in detail. Letting the parameter of the exponential time tend…
We study two models of population with migration. We assume that we are given infinitely many islands with the same number r of resources, each individual consuming one unit of resources. On an island lives an individual whose genealogy is…
This paper is concerned with an age-structured model in population dynamics. We investigate the uniqueness of solution for this type of nonlinear reaction-diffusion problem when the source term depends on the density, indicating the…