Related papers: Stochastic Functional Kolmogorov Equations II: Ext…
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
We study nonlinear stationary Kolmogorov equations with degenerate diffusion matrices and discontinuous coefficients. The existence of a solution is proved. We propose a new approach based on an integral condition with Lyapunov functions…
We consider a critical branching particle system in $\R^d$, composed of individuals of a finite number of types $i\in\{1,...,K\}$. Each individual of type $i$ moves independently according to a symmetric $\alpha_i$-stable motion. We assume…
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…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
We study the asymptotics of a two-dimensional stochastic differential system with a degenerate diffusion matrix. This system describes the dynamics of a population where individuals contribute to the degradation of their environment through…
Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
In a complex community, species continuously adapt to each other. On rare occasions, the adaptation of a species can lead to the extinction of others, and even its own. "Adaptive dynamics" is the standard mathematical framework to describe…
Deriving emergent patterns from models of biological processes is a core concern of mathematical biology. In the context of partial differential equations (PDEs), these emergent patterns sometimes appear as local minimisers of a…
Macroevolution is considered as a problem of stochastic dynamics in a system with many competing agents. Evolutionary events (speciations and extinctions) are triggered by fitness records found by random exploration of the agents' fitness…
We investigate the properties of a Kolmogorov equation governing the time evolution of the probability distribution defined in phase space. Energy is strictly conserved along a trajectory in phase space, meaning the equation is appropriate…
According to the competitive exclusion principle, in a finite ecosystem, extinction occurs naturally when two or more species compete for the same resources. An important question that arises is: when coexistence is not possible, which…
In this work, we propose a stochastic version of the Rosenzweig-MacArthur model solely driven by internal demographic noise, extending classical Lotka-Volterra-type systems focused on external noise. We give a criterion for the existence…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
Frequency dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency dependent selection, the average fitness of the population may increase or decrease based on…
There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…
This paper deals with extinction of an isolated population caused by intrinsic noise. We model the population dynamics in a "refuge" as a Markov process which involves births and deaths on discrete lattice sites and random migrations…
A new energy-based stochastic extension of the Schrodinger equation for which the wave function collapses after the passage of a finite amount of time is proposed. An exact closed-form solution to the dynamical equation, valid for all…