[图书][B] Combinatorial stochastic processes: Ecole d'eté de probabilités de saint-flour xxxii-2002

J Pitman - 2006 - books.google.com
Three series of lectures were given at the 32nd Probability Summer School in Saint-Flour
(July 7–24, 2002), by the Professors Pitman, Tsirelson and Werner …

[图书][B] Analytic Methods for Coagulation-Fragmentation Models, Volume I

J Banasiak, W Lamb, P Laurençot - 2019 - taylorfrancis.com
Analytic Methods for Coagulation-Fragmentation Models is a two-volume set that provides a
comprehensive exposition of the mathematical analysis of coagulation-fragmentation …

[图书][B] Perturbations of positive semigroups with applications

J Banasiak, L Arlotti - 2006 - Springer
Perturbations of Positive Semigroups with Applications is a self-contained introduction to
semigroup theory with emphasis on positive semigroups on Banach lattices and …

Exponential functionals of Lévy processes

J Bertoin, M Yor - Probability Surveys, 2005 - projecteuclid.org
Exponential functionals of Le19 evy processes Page 1 Probability Surveys Vol. 2 (2005) 191–212
ISSN: 1549-5787 DOI: 10.1214/154957805100000122 Exponential functionals of Lévy …

On self-similarity and stationary problem for fragmentation and coagulation models

M Escobedo, S Mischler, MR Ricard - Annales de l'Institut Henri Poincaré …, 2005 - ems.press
Résumé Pour toute masse donnée, nous démontrons l'existence d'au moins une solution
stationnaire pour l'équation de coagulation–fragmentation. Nous ne faisons pas d'hypothèse …

Self-similar fragmentations

J Bertoin - Annales de l'Institut Henri Poincare (B) Probability and …, 2002 - Elsevier
We introduce a probabilistic model that is meant to describe an object that falls apart
randomly as time passes and fulfills a certain scaling property. We show that the distribution …

Statistical estimation of a growth-fragmentation model observed on a genealogical tree

M Doumic, M Hoffmann, N Krell, L Robert - 2015 - projecteuclid.org
We raise the issue of estimating the division rate for a growing and dividing population
modelled by a piecewise deterministic Markov branching tree. Such models have broad …

Martingales in self-similar growth-fragmentations and their connections with random planar maps

J Bertoin, T Budd, N Curien, I Kortchemski - Probability Theory and …, 2018 - Springer
The purpose of the present work is twofold. First, we develop the theory of general self-
similar growth-fragmentation processes by focusing on martingales which appear naturally …

The genealogy of self-similar fragmentations with negative index as a continuum random tree

B Haas, G Miermont - 2004 - projecteuclid.org
We encode a certain class of stochastic fragmentation processes, namely self-similar
fragmentation processes with a negative index of self-similarity, into a metric family tree …

Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes

A Kuznetsov, JC Pardo - Acta Applicandae Mathematicae, 2013 - Springer
We study the distribution and various properties of exponential functionals of
hypergeometric Lévy processes. We derive an explicit formula for the Mellin transform of the …