相关论文: Supercritical Superprocesses: Proper Normalization…

We consider second order differential operators $A_\mu$ on a bounded, Dirichlet regular set $\Omega \subset \mathbb{R}^d$, subject to the nonlocal boundary conditions \[ u(z) = \int_\Omega u(x)\, \mu (z, dx)\quad \mbox{for } z \in \partial…

Let $\M$ be a complete, connected noncompact manifold with bounded geometry. Under a condition near infinity, we prove that the Log Sobolev functional (\ref{logfanhan}) has an extremal function decaying exponentially near infinity. We also…

Assume that $(X,d,\mu)$ is a metric space endowed with a non-negative Borel measure $\mu$ satisfying the doubling condition and the additional condition that $\mu(B(x,r))\gtrsim r^n$ for any $x\in X, \,r>0$ and some $n\geq1$. Let $L$ be a…

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour in combination with a regularly…

In this work we study a class of stochastic processes $\{X_t\}_{t\in\N}$, where $X_t = (\phi \circ T_s^t)(X_0)$ is obtained from the iterations of the transformation T_s, invariant for an ergodic probability \mu_s on [0,1] and a continuous…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Let {X(t)}_{t\ge0} be a locally bounded and infinitely divisible stochastic process, with no Gaussian component, that is self-similar with index H>0. Pick constants \gamma >H and c>0. Let \nu be the L\'evy measure on R^{[0,\infty)} of X,…

We consider the problem of estimating the parameters of a non-stationary Hawkes process with time-dependent reproduction rate and baseline intensity. Our approach relies on the standard maximum likelihood estimator (MLE), coinciding with…

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a.…

We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…

Let $L$ be a L\'evy-type generator whose L\'evy measure is controlled from below by that of a non-degenerate $\alpha$-stable ($0<\alpha<2$) process. In this paper, we study the martingale problem for the operator $\mathcal{L}_{t}=L+K_{t}$,…

A single jump filtration $({\mathscr{F}}_t)_{t\in \mathbb{R}_+}$ generated by a random variable $\gamma$ with values in $\overline{\mathbb{R}}_+$ on a probability space $(\Omega ,{\mathscr{F}},\mathsf{P})$ is defined as follows: a set $A\in…

In this paper, we are interested in the spectral properties of the generalised principal eigenvalue of some nonlocal operator. That is, we look for the existence of some particular solution $(\lambda,\phi)$ of a nonlocal operator.…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Let $\mathcal{N}\mathcal{F}$ be the class of smooth non-flat curves near the origin and near infinity previously introduced by the second author and let $\gamma\in\mathcal{N}\mathcal{F}$. We show - via a unifying approach relative to the…

We consider a family of stochastic processes $\{X_t^\epsilon, t \in T\}$ on a metric space $T$, with a parameter $\epsilon \downarrow 0$. We study the conditions under which \lim_{\e \to 0} \P \Big(\sup_{t \in T} |X_t^\e| < \delta \Big) =1…

On the space $\mathcal{L}_{n+1}$ of unimodular lattices in $\mathbb{R}^{n+1}$, we consider the standard action of $a(t)=\mathrm{diag}(t^n,t^{-1},\ldots,t^{-1})\in \mathrm{SL}(n+1,\mathbb{R})$ for $t>1$. Let $M$ be a nondegenerate…

In a previous paper, we proved that for any submartingale $(X_t)_{t \geq 0}$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical…

In this note we consider SDEs of the type $\mathrm{d} X_t=[F (X_t) -A X_t] \mathrm{d} t +D \mathrm{d} W_t$ under the assumptions that $A$'s eigenvalues are all of positive real parts and $F (\cdot)$ has slower-than-linear growth rate. It is…