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The molecular evolution in a gene regulatory network is classically modeled by Markov jump processes. However, the direct simulation of such models is extremely time consuming. Indeed, even the simplest Markovian model, such as the…

Probability · Mathematics 2012-11-30 Aurélie Muller-Gueudin

A new multi-factor short rate model is presented which is bounded from below by a real-valued function of time. The mean-reverting short rate process is modeled by a sum of pure-jump Ornstein--Uhlenbeck processes such that the related bond…

Mathematical Finance · Quantitative Finance 2020-06-29 Markus Hess

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule…

Populations and Evolution · Quantitative Biology 2014-08-18 Willem H. Mulder , Forrest W. Crawford

In this article, we consider a set of trial wave-functions denoted by $| Q \right>$ and an associated set of operators $A_\alpha$ which generate transformations connecting those trial states. Using variational principles, we show that we…

Quantum Physics · Physics 2016-09-08 Denis Lacroix

For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of the drift parameter is totally different in the stable, unstable, and explosive cases. Notwithstanding of this trichotomy, we investigate…

Probability · Mathematics 2011-11-28 Bernard Bercu , Laure Coutin , Nicolas Savy

We study the adaptive dynamics of predator-prey systems modeled by a dynamical system in which the traits of predators and prey are allowed to evolve by small mutations. When only the prey are allowed to evolve, and the size of the…

Probability · Mathematics 2015-03-13 Rick Durrett , John Mayberry

Evolution occurs in populations of reproducing individuals. The structure of a biological population affects which traits evolve. Understanding evolutionary game dynamics in structured populations is difficult. Precise results have been…

Populations and Evolution · Quantitative Biology 2017-08-16 Benjamin Allen , Gabor Lippner , Yu-Ting Chen , Babak Fotouhi , Naghmeh Momeni , Martin A. Nowak , Shing-Tung Yau

In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochastic equations, under different (sufficient) conditions.…

Probability · Mathematics 2020-02-06 Huijie Qiao , Jiang-Lun Wu

A branching process in varying environment with generation-dependent immigration is a modification of the standard branching process in which immigration is allowed and the reproduction and immigration laws may vary over the generations.…

Probability · Mathematics 2024-01-31 Miguel González , Goetz Kersting , Carmen Minuesa , Inés del Puerto

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…

Dynamical Systems · Mathematics 2019-10-29 C. Manga , A. Aman , A. Coulibaly , A. Diédhiou

Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poisson processes, we establish the existence of a successful…

Probability · Mathematics 2011-05-18 René L. Schilling , Jian Wang

What features characterise complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena[1-3]. Here we argue that slow,…

Statistical Mechanics · Physics 2007-05-23 Paul Anderson , Henrik Jeldtoft Jensen , L. P. Oliveira , Paolo Sibani

We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…

Probability · Mathematics 2012-02-07 Andrej Depperschmidt , Sophia Götz

Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…

Probability · Mathematics 2007-05-23 Jan M. Swart

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Statistical Mechanics · Physics 2018-08-01 Rajesh Singh , Dipanjan Ghosh , R. Adhikari

The evolution of several physical and biological systems, ranging from neutron transport in multiplying media to epidemics or population dynamics, can be described in terms of branching exponential flights, a stochastic process which…

Statistical Mechanics · Physics 2012-10-10 Andrea Zoia , Eric Dumonteil , Alain Mazzolo , Sameh Mohamed

Many biological characteristics of evolutionary interest are not scalar variables but continuous functions. Here we use phylogenetic Gaussian process regression to model the evolution of simulated function-valued traits. Given…

We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…

Probability · Mathematics 2022-05-13 Sigurd Assing , Franco Flandoli , Umberto Pappalettera

By using absolutely continuous lower bounds of the L\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\'evy process with a linear drift. A derivative formula is presented for the conditional…

Probability · Mathematics 2011-03-16 Feng-Yu Wang

Horizontal gene transfer consists in exchanging genetic materials between microorganisms during their lives. This is a major mechanism of bacterial evolution and is believed to be of main importance in antibiotics resistance. We consider a…

Probability · Mathematics 2019-12-18 Nicolas Champagnat , Sylvie Méléard , Viet Chi Tran