Related papers: Solving Poisson's Equation: Existence, Uniqueness,…
We consider the problem of simultaneously inferring the heterogeneous coefficient field for a Robin boundary condition on an inaccessible part of the boundary along with the shape of the boundary for the Poisson problem. Such a problem…
The Yamada-Watanabe theory provides a robust framework for understanding stochastic equations driven by Wiener processes. Despite its comprehensive treatment in the literature, the applicability of the theory to SPDEs driven by Poisson…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
The non-linear Poisson-Boltzmann equation for a circular, uniformly charged platelet, confined together with co- and counter-ions to a cylindrical cell, is solved semi-analytically by transforming it into an integral equation and solving…
This article discusses the search procedure for the Poincar\'e recurrences to classify solutions on an attractor of a fourth-order nonlinear dynamical system using a previously developed high-precision numerical method. For the resulting…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
The density hypothesis on random times becomes now a standard in modeling of risks. One of the basic reasons to introduce the density hypothesis is the desire to have a computable credit risk model. However, recent work shows that merely an…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
This paper considers the existence of weak and strong solutions to the Poisson equation on a surface with a boundary condition in co-normal direction. We apply the Lax-Milgram theorem and some properties of $H^1$-functions to show the…
In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…
Motivated by Alain-Sol Sznitman's interlacement process, we consider the set of $\{0,1\}$-valued processes which can be constructed in an analogous way, namely as a union of sets coming from a Poisson process on a collection of sets. Our…
In a multidimensional infinite layer bounded by two hyperplanes, the Poisson equation with the polynomial right-hand side is considered. It is shown that the Dirichlet boundary value problem and the mixed Dirichlet-Neumann boundary value…
A method to construct Hamiltonian theories for systems of both ordinary and partial differential equations is presented. The knowledge of a Lagrangian is not at all necessary to achieve the result. The only ingredients required for the…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We consider a risk model with a counting process whose intensity is a Markovian shot-noise process, to resolve one of the disadvantages of the Cram\'er-Lundberg model, namely the constant jump intensity of the Poisson process. Due to this…
We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…