Related papers: The Feller diffusion conditioned on a single ances…
For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…
For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…
In a (two-type) Wright-Fisher diffusion with directional selection and two-way mutation, let $x$ denote today's frequency of the beneficial type, and given $x$, let $h(x)$ be the probability that, among all individuals of today's…
We consider a Feller diffusion (Zs, s $\ge$ 0) (with diffusion coefficient $\sqrt$ 2$\beta$ and drift $\theta$ $\in$ R) that we condition on {Zt = at}, where at is a deterministic function, and we study the limit in distribution of the…
A forward diffusion equation describing the evolution of the allele frequency spectrum is presented. The influx of mutations is accounted for by imposing a suitable boundary condition. For a Wright-Fisher diffusion with or without selection…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
{\bf Abstract} The trajectory of the frequency of an allele which begins at $x$ at time $0$ and is known to have frequency $z$ at time $T$ can be modelled by the bridge process of the Wright-Fisher diffusion. Bridges when $x=z=0$ are…
We consider a supercritical branching population, where individuals have i.i.d. lifetime durations (which are not necessarily exponentially distributed) and give birth (singly) at constant rate. We assume that individuals independently…
We obtain a representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. As…
We study the following model for a diploid population of constant size $N$: Every individual carries a random number of (genetic) elements. Upon a reproduction event each of the two parents passes each element independently with probability…
Wright-Fisher diffusions and their dual ancestral graphs occupy a central role in the study of allele frequency change and genealogical structure, and they provide expressions, explicit in some special cases but generally implicit, for the…
Ancestral inference for branching processes in random environments involves determining the ancestor distribution parameters using the population sizes of descendant generations. In this paper, we introduce a new methodology for ancestral…
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…
The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
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…
We investigate the one-dimensional Keller-Segel model where the diffusion is replaced by a non-local operator, namely the fractional diffusion with exponent $0<\alpha\leq 2$. We prove some features related to the classical two-dimensional…
Consider a haploid population which has evolved through an exchangeable reproduction dynamics, and in which all individuals alive at time $t$ have a most recent common ancestor (MRCA) who lived at time $A_t$, say. As time goes on, not only…
A controlled branching process (CBP) is a modification of the standard Bienaym\'e-Galton-Watson process in which the number of progenitors in each generation is determined by a random mechanism. We consider a CBP starting from a random…