Related papers: Averaging principle for jump processes depending o…
We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…
Motivated by the Einstein classical description of the matter-radiation dynamics we revise a dynamical system producing spikes of the photon emission. Then we study the corresponding stochastic model, which takes into account the randomness…
We are interested in the biased random walk on a supercritical Galton--Watson tree in the sense of Lyons, Pemantle and Peres, and study a phenomenon of slow movement. In order to observe such a slow movement, the bias needs to be random;…
The velocity-jump model is a specific type of piecewise deterministic Markov process in which an individual's velocity is constant except at times that form the events of some point process. It represents an interpretable continuous-time…
For a class of processes modeling the evolution of a spatially structured population with migration and a logistic local regulation of the reproduction dynamics, we show convergence to an upper invariant measure from a suitable class of…
We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…
In this paper we consider an ergodic diffusion process with jumps whose drift coefficient depends on $\mu$ and volatility coefficient depends on $\sigma$, two unknown parameters. We suppose that the process is discretely observed at the…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…
The diffusive epidemic process is a paradigmatic example of an absorbing state phase transition in which healthy and infected individuals spread with different diffusion constants. Using stochastic activity spreading simulations in…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…
A stochastic model for a super-position of uncorrelated pulses with a random distribution of and correlations between amplitudes and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing…
In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction set. In many cases, it is proven that when this growth rate…
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…
We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…
We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…