Cover Image

Sharp approximation and hitting times for stochastic invasion processes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bansaye, Vincent, Erny, Xavier, Méléard, Sylvie
Format:	Preprint
Published:	2022
Subjects:	Probability 37N25, 60F15, 60G55, 60H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Convergence of persistence diagrams for discrete time stationary processes
by: Thomas, Andrew M.
Published: (2024)

Moderate deviation principles for stochastic 2D hydrodynamics type systems with multiplicative Lévy noise
by: Li, Yue, et al.
Published: (2025)

Limit theorems for stochastic Volterra processes
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)

Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments
by: Selk, Zachary
Published: (2021)

Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
by: Cázares, Jorge González, et al.
Published: (2025)

Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics
by: Cao, Wenjing, et al.
Published: (2023)

Random and stochastic disturbances on the input flow in chemostat models with wall growth
by: López-de-la-Cruz, Javier
Published: (2024)

Abrupt decorrelation for linear stochastic differential equations
by: López, Sergio I., et al.
Published: (2025)

Well-posedness and large deviations of fractional McKean-Vlasov stochastic reaction-diffusion equations on unbounded domains
by: Chen, Zhang, et al.
Published: (2024)

Invariant measures, periodic measures and pullback measure attractors of McKean-Vlasov stochastic reaction-diffusion equations on unbounded domains
by: Shi, Lin, et al.
Published: (2024)

Stein's method, Gaussian processes and Palm measures, with applications to queueing
by: Barbour, A. D., et al.
Published: (2021)

Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
by: Erny, Xavier
Published: (2024)

Well-posedness of Fractional Stochastic p-Laplace Equations Driven by Superlinear Transport Noise
by: Wang, Bixiang
Published: (2025)

Convergence of local times of stochastic processes associated with resistance forms
by: Noda, Ryoichiro
Published: (2023)

Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
by: Hamaguchi, Yushi
Published: (2023)

Limit theorems for a strongly irreducible product of independent random matrices under optimal moment assumptions
by: Péneau, Axel
Published: (2024)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Red noise in continuous-time stochastic modelling
by: Morr, Andreas, et al.
Published: (2022)

Simultaneous global inviscid Burgers flows with periodic Poisson forcing
by: Dunlap, Alexander
Published: (2024)

Local times of self-intersection and sample path properties of Volterra Gaussian processes
by: Izyumtseva, Olga, et al.
Published: (2024)

Uniform Large Deviation Principles of Fractional Reaction-Diffusion Equations Driven by Superlinear Multiplicative Noise on R^n
by: Wang, Bixiang
Published: (2024)

Stable limit theorems on the Poisson space
by: Herry, Ronan
Published: (2019)

Self-intersection local times for Volterra Gaussian processes in stochastic flows with interaction
by: Izyumtseva, Olga, et al.
Published: (2026)

On the approximation of finite-time Lyapunov exponents for the stochastic Burgers equation
by: Blessing, Alexandra, et al.
Published: (2025)

Convergence of processes time-changed by Gaussian multiplicative chaos
by: Ooi, Takumu
Published: (2023)

Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
by: Xu, Wenting, et al.
Published: (2024)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)

Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
by: Leblanc, Théo
Published: (2025)

Large deviations for invariant measure of stochastic Allen-Cahn equation with inhomogeneous boundary conditions and multiplicative noise
by: Bai, Rui, et al.
Published: (2025)

Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance
by: Czapla, Dawid, et al.
Published: (2025)

Large deviation principle for slow-fast rough differential equations via controlled rough paths
by: Yang, Xiaoyu, et al.
Published: (2024)

Large and moderate deviation for rough slow-fast system with level 3 geometric rough path
by: Yang, Xiaoyu, et al.
Published: (2025)

Large deviation principle for slow-fast system with mixed fractional Brownian motion
by: Inahama, Yuzuru, et al.
Published: (2023)

Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
by: Al-Hussein, AbdulRahman
Published: (2024)

Exponential ergodicity and finite-dimensional approximation for Markovian lifts of stochastic Volterra equations
by: Hamaguchi, Yushi
Published: (2026)

Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
by: Barrera, Gerardo, et al.
Published: (2025)

On the large-time behaviour of affine Volterra processes
by: Jacquier, Antoine, et al.
Published: (2022)

Precise Deviations for discrete marked Hawkes processes
by: Wang, Yingli, et al.
Published: (2023)

Large deviations of multiscale multivalued McKean-Vlasov stochastic systems
by: Qiao, Huijie
Published: (2023)

Strong Feller property, irreducibility, and uniqueness of the invariant measure for stochastic PDEs with degenerate multiplicative noise
by: Scarpa, Luca, et al.
Published: (2026)