[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 …

[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 …

Coalescences in continuous-state branching processes

C Foucart, C Ma, B Mallein - 2019 - projecteuclid.org
Consider a continuous-state branching population constructed as a flow of nested
subordinators. Inverting the subordinators and reversing time give rise to a flow of …

[HTML][HTML] The prolific backbone for supercritical superprocesses

J Berestycki, AE Kyprianou, A Murillo-Salas - Stochastic processes and …, 2011 - Elsevier
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 …

The backbone decomposition for spatially dependent supercritical superprocesses

AE Kyprianou, JL Pérez, YX Ren - Séminaire de Probabilités XLVI, 2014 - Springer
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 …

Conditioning the logistic continuous-state branching process on non-extinction via its total progeny

C Foucart, V Rivero, A Winter - arXiv preprint arXiv:2408.14993, 2024 - arxiv.org
The problem of conditioning a continuous-state branching process with quadratic
competition (logistic CB process) on non-extinction is investigated. We first establish that …

A Williams decomposition for spatially dependent superprocesses

JF Delmas, O Hénard - 2013 - projecteuclid.org
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 …

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 …

A construction of a β-coalescent via the pruning of binary trees

R Abraham, JF Delmas - Journal of Applied Probability, 2013 - cambridge.org
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 …

Total length of the genealogical tree for quadratic stationary continuous-state branching processes

H Bi, JF Delmas - 2016 - projecteuclid.org
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 …