Related papers: On multitype Branching Processes with Interaction
The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of…
We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…
We study a continuous time Mutually Catalytic Branching model on the $\mathbb{Z}^{d}$. The model describes the behavior of two different populations of particles, performing random walk on the lattice in the presence of branching, that is,…
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…
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…
We study multidimensional stochastic volatility models in which the volatility process is a positive continuous function of a continuous multidimensional Volterra process that can be not self-similar. The main results obtained in this paper…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
We introduce a Poissonization method to study the coalescent structure of uniform samples from branching processes. This method relies on the simple observation that a uniform sample of size $k$ taken from a random set with positive…
The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In…
We use generating functionals to derive a dynamic mean-field description for generalised Lotka-Volterra systems with higher-order quenched random interactions. We use the resulting single effective species process to determine the stability…
We prove the existence and pathwise uniqueness of the solution to a stochastic integral equation driven by Poisson random measures based on Kuznetsov measures for a continuous-state branching process. That gives a direct construction of the…
In this paper, for $\alpha\in (1, 2}$ we show that the $\alpha$-stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
We propose a change in focus from the prevalent paradigm based on the branching property as a tool to analyze the structure of population models, to one based on the self-similarity property, which we also introduce for the first time in…
Complex biological processes involve collective behavior of entities (bacteria, cells, animals) over many length and time scales and can be described by discrete models that track individuals or by continuum models involving densities and…
We prove a scaling limit theorem for two-type Galton-Waston branching processes with interaction. The limit theorem gives rise to a class of mixed state branching processes with interaction using to simulate the evolution for cell division…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
The classification of the long-term behavior of dynamical systems is a fundamental problem in mathematics. For both deterministic and stochastic dynamics specific classes of models verify Palis' conjecture: the long-term behavior is…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…