Related papers: Branching processes and Koenigs function

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…

We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…

In the framework of the nonsmooth critical point theory for lower semi-continuous functionals, we propose a direct variational approach to investigate the existence of infinitely many weak solutions for a class of semi-linear elliptic…

Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…

This paper deals with existence of a nontrivial positive solution to systems of equations involving nontrivial nonhomogeneous terms and critical or subcritical nonlinearities. Via a minimization argument we prove existence of a positive…

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

We study a time-non-homogeneous Markov process which arose from free probability, and which also appeared in the study of stochastic processes with linear regressions and quadratic conditional variances. Our main result is the explicit…

We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time…

Consider two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. Let $\nu$ be the extinction time. Under certain conditions, we show that both $P(\nu=n)$ and $P(\nu>n)$ are…

We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…

The exact solution of a Cauchy problem related to a linear second-order difference equation with constant noncommutative coefficients is reported.

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…

A basic class of two-type continuous-state branching processes in varying environments are constructed by solving the backward equation determining the cumulant semigroup. The parameters of the process are allowed to be c\`adl\`ag in time…

We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advection-diffusion step, based on a linearized Kolmogorov…

We provide a path-wise "backbone" decomposition for supercritical superprocesses with non-local branching. Our result complements a related result obtained for super-critical superprocesses without non-local branching in [1]. Our approach…

In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…

This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a…