Image de couverture de livre

On a finite quasi birth-death process with catastrophes and its diffusion approximation

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Di Nunno, Giulia, Martinucci, Barbara, Spina, Serena
Format:	Preprint
Publié:	2025
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Extinction and Persistence in a Stochastic Mpox Model with Hawkes-type Self-Excitation
par: Di Nunno, Giulia, et autres
Publié: (2025)

Killing versus catastrophes in birth-death processes and an application to population genetics
par: Baake, Ellen, et autres
Publié: (2024)

Approximating fluid queues with quasi birth-and-death processes with rational arrival process components
par: Bean, Nigel, et autres
Publié: (2025)

Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions
par: Di Crescenzo, Antonio, et autres
Publié: (2024)

Approximation of birth-death processes
par: Li, Liping
Publié: (2024)

Cash non-additive risk measures: horizon risk and generalized entropy
par: Di Nunno, Giulia, et autres
Publié: (2024)

Ray-Knight compactification of birth and death processes
par: Li, Liping
Publié: (2022)

Non-equilibrium fluctuations for the stirring process with births and deaths
par: Birmpa, Panagiota, et autres
Publié: (2025)

Utility maximisation and time-change
par: Di Nunno, Giulia, et autres
Publié: (2019)

Utility maximisation and change of variable formulas for time-changed dynamics
par: Di Nunno, Giulia, et autres
Publié: (2024)

A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes
par: Di Crescenzo, Antonio, et autres
Publié: (2024)

Option pricing in Sandwiched Volterra Volatility model
par: Di Nunno, Giulia, et autres
Publié: (2022)

Consistent estimation in subcritical birth-and-death processes
par: Hautphenne, Sophie, et autres
Publié: (2025)

Single-cell mutational burden distributions in birth-death processes
par: Morison, Christo, et autres
Publié: (2023)

LU-type factorizations for birth--death processes and their Darboux transformations
par: Arcia-Manoleskos, José, et autres
Publié: (2026)

Error-induced extinction in a multi-type critical birth-death process
par: Guasch, Meritxell Brunet, et autres
Publié: (2023)

An Euler scheme for BSDEs via the Wiener chaos decomposition
par: Lozano, Pere Díaz, et autres
Publié: (2025)

Estimating the growth rate of a birth and death process using data from a small sample
par: Heinzel, Carola Sophia, et autres
Publié: (2025)

Delayed Hawkes birth-death processes
par: Baars, Justin, et autres
Publié: (2023)

Mean-field interacting multi-type birth-death processes with a view to applications in phylodynamics
par: DeWitt, William S., et autres
Publié: (2023)

Uniqueness of locally stable Gibbs point processes via spatial birth-death dynamics
par: Baguley, Samuel, et autres
Publié: (2024)

Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators
par: Lozano, Pere Díaz, et autres
Publié: (2024)

Variance bounds for a class of biochemical birth/death like processes via a discrete expansion and spectral properties of the Master equation
par: Carratelli, Giovanni Pugliese, et autres
Publié: (2024)

Birth-Death processes with two-type catastrophes
par: Li, Junping
Publié: (2024)

Exact steady-state distributions of multispecies birth-death-immigration processes: effects of mutations and carrying capacity on diversity
par: Dessalles, Renaud, et autres
Publié: (2018)

Asymptotics of the occupation measure defined on a nonnegative matrix of two-dimensional quasi-birth-and-death type
par: Ozawa, Toshihisa
Publié: (2025)

Modelling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process
par: Di Crescenzo, Antonio, et autres
Publié: (2024)

Likelihood-based inference for birth-death processes with composite birth mechanisms
par: Lalovic, Marko, et autres
Publié: (2026)

Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme
par: Panloup, Fabien, et autres
Publié: (2023)

Random walk in a birth-and-death dynamical environment
par: Fontes, Luiz Renato, et autres
Publié: (2022)

Quasi-stationary distributions for single death processes with killing
par: Fang, Zhe-Kang, et autres
Publié: (2024)

The multiple birth properties of multi-type Markov branching processes
par: Li, Junping, et autres
Publié: (2024)

Birth-death processes are time-changed Feller's Brownian motions
par: Li, Liping
Publié: (2024)

Sandwiched Volterra Volatility model: Markovian approximations and hedging
par: Di Nunno, Giulia, et autres
Publié: (2022)

Weak approximation for Gaussian processes from renewal processes
par: Bardina, Xavier, et autres
Publié: (2025)

Analyzing the birth-death model of Oncostreams in Glioma, and the effects of Cytochalasin D treatment
par: Poffenbarger, Kai, et autres
Publié: (2024)

Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps
par: Shi, Chungang
Publié: (2024)

Fast Spawn\&Prune (FS\&P): Global convergence of stochastic conic particle gradient descent via birth/death process
par: De Castro, Yohann, et autres
Publié: (2026)

Weak approximation of Schrödinger-Föllmer diffusion
par: Endo, Koya, et autres
Publié: (2024)

The particle approximation of quasi-stationary distributions. Part~I: concentration bounds in the uniform case
par: Journel, Lucas, et autres
Publié: (2024)