[图书][B] Fluctuations of Lévy processes with applications: Introductory Lectures
AE Kyprianou - 2014 - books.google.com
Lévy processes are the natural continuous-time analogue of random walks and form a rich
class of stochastic processes around which a robust mathematical theory exists. Their …
class of stochastic processes around which a robust mathematical theory exists. Their …
[图书][B] Introductory lectures on fluctuations of Lévy processes with applications
AE Kyprianou - 2006 - books.google.com
Lévy processes are the natural continuous-time analogue of random walks and form a rich
class of stochastic processes around which a robust mathematical theory exists. Their …
class of stochastic processes around which a robust mathematical theory exists. Their …
[HTML][HTML] The prolific backbone for supercritical superprocesses
We develop an idea of Evans and O'Connell (1994)[13], Engländer and Pinsky (1999)[10]
and Duquesne and Winkel (2007)[4] by giving a pathwise construction of the so-called …
and Duquesne and Winkel (2007)[4] by giving a pathwise construction of the so-called …
The backbone decomposition for spatially dependent supercritical superprocesses
Abstract Consider any supercritical Galton-Watson process which may become extinct with
positive probability. It is a well-understood and intuitively obvious phenomenon that, on the …
positive probability. It is a well-understood and intuitively obvious phenomenon that, on the …
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
The problem of conditioning a continuous-state branching process with quadratic
competition (logistic CB process) on non-extinction is investigated. We first establish that …
competition (logistic CB process) on non-extinction is investigated. We first establish that …
A Williams decomposition for spatially dependent superprocesses
We present a genealogy for superprocesses with a non-homogeneous quadratic branching
mechanism, relying on a weighted version of the superprocess introduced by Engländer and …
mechanism, relying on a weighted version of the superprocess introduced by Engländer and …
Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
YT Chen - 2015 - projecteuclid.org
We prove pathwise nonuniqueness in the stochastic partial differential equations (SPDEs)
for some one-dimensional super-Brownian motions with immigration. In contrast to a closely …
for some one-dimensional super-Brownian motions with immigration. In contrast to a closely …
A construction of a β-coalescent via the pruning of binary trees
Considering a random binary tree with n labelled leaves, we use a pruning procedure on
this tree in order to construct a β (3/2, 1/2)-coalescent process. We also use the continuous …
this tree in order to construct a β (3/2, 1/2)-coalescent process. We also use the continuous …
Total length of the genealogical tree for quadratic stationary continuous-state branching processes
We prove the existence of the total length process for the genealogical tree of a population
model with random size given by quadratic stationary continuous-state branching …
model with random size given by quadratic stationary continuous-state branching …