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Stochastic Local Intensity Loss Models with Interacting Particle Systems
International audience -
THE FRACTIONAL LAPLACIAN AS A LIMITING CASE OF A SELF-SIMILAR SPRING MODEL AN...
Manuscript to appear in Fractional Calculus and Applied Analysis -
Estimation of the parameters of a stochastic logistic growth model
We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs... -
Factorization for non-symmetric operators and exponential H-theorem
118 pages, v2 includes new results and methods, v3 corrects a typo in the definition of some high-order norms in sections 4 and 5
