相关论文: Linking progressive and initial filtration expansi…

We consider a growing planar network where a tip grows at constant speed, branches at constant rate and inactivates when it meets a branch already created. We only consider here orthogonal branching occurring always in the same direction.…

We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…

In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…

We establish asymptotic expansions for factorial moments of following distributions: number of cycles in a random permutation, number of inversions in a random permutation, and number of comparisons used by the randomized quick sort…

Studying real-world networks such as social networks or web networks is a challenge. These networks often combine a complex, highly connected structure together with a large size. We propose a new approach for large scale networks that is…

Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…

We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…

The paper considers causal smoothing of the real sequences, i.e.,discrete time processes in a deterministic setting. A family of causal linear time-invariant filters is suggested. These filters approximate the gain decay for some non-causal…

We consider a complete probability space $(\Omega,\mathcal{F},\mathbb{P})$, which is endowed with two filtrations, $\mathbb{G}$ and $\mathbb{F}$, assumed to satisfy the usual conditions and such that $\mathbb{F} \subset \mathbb{G}$. On this…

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),…

The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.

We introduce a growth process which samples sections of uniform infinite causal triangulations by elementary moves in which a single triangle is added. A relation to a random walk on the integer half line is shown. This relation is used to…

Mathematical models of infectious diseases, which are in principle analytically tractable, use two general approaches. The first approach, generally known as compartmental modeling, addresses the time evolution of disease propagation at the…

We study the growth of a time-ordered rooted tree by probabilistic attachment of new vertices to leaves. We construct a likelihood function of the leaves based on the connectivity of the tree. We take such connectivity to be induced by the…

We establish selection of critical pulled fronts in invasion processes. Our result shows convergence to a pulled front with a logarithmic shift for open sets of steep initial data, including one-sided compactly supported initial conditions.…

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees relating species. Along branches, sequence evolution is modelled using a continuous-time Markov process characterised by an instantaneous rate…

In a wide range of complex networks, the links between the nodes are temporal and may sporadically appear and disappear. This temporality is fundamental to analyze the formation of paths within such networks. Moreover, the presence of the…

We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…

We consider two formulations of the random-link fractional matching problem, a relaxed version of the more standard random-link (integer) matching problem. In one formulation, we allow each node to be linked to itself in the optimal…