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TIME TO REACH STATIONARITY IN THE BERNOULLI-LAPLACE DIFFUSION MODEL
Markov chains eigenvalues Gelfand pairs Hahn polynomials
2015/7/14
TIME TO REACH STATIONARITY IN THE BERNOULLI-LAPLACE DIFFUSION MODEL.
Traveling Wave Solutions in a Reaction-Diffusion Model for Criminal Activity
Traveling Wave Solutions Reaction-Diffusion Model Criminal Activity
2015/7/14
We study a reaction-diffusion system of partial differential equations, which can be taken to be a basic model for criminal activity, first introduced in [3]. We show that the assumption of a populati...
A branching diffusion model of selection: from the neutral Wright-Fisher case to the one including mutations
Diffusions Doob transform killing, branching quasi-stationarity Wright-Fisher model neutral or with mutation selection
2011/10/8
Abstract: We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a...
Asymptotic and bifurcation analysis of wave-pinning in a reaction-diffusion model for cell polarization
wave-pinning bistable reaction-diffusion system mass conservation stationary front
2011/3/1
We describe and analyze a bistable reaction-diffusion (RD) model for two interconverting chemical species that exhibits a phenomenon of wave-pinning: a wave of activation of one of the species is init...
Asymptotic and bifurcation analysis of wave-pinning in a reaction-diffusion model for cell polarization
wave-pinning bistable reaction-diffusion system mass conservation
2010/12/28
We describe and analyze a bistable reaction-diffusion (RD) model for two interconverting chemical species that exhibits a phenomenon of wave-pinning: a wave of activation of one of the species is init...
Large deviations of the empirical currents for a boundary driven reaction diffusion model
Large deviations Interacting particle system
2010/11/29
We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanis...
Finite Gelfand Pair Approaches for Ehrenfest Diffusion Model
Finite Gelfand pair Ehrenfest diffusion model complex reflection group
2010/12/1
A classical diffusion model of Ehrenfest which consists of 2-urns and n-balls is realized by a finite Gelfand pair (Hn, Sn), where Hn is the hyperoctahedral group and Sn is the symmetric group. This f...
Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Basket options pricing local volatility jump-diffusionmodel forward PIDE asymp-totic expansion
2010/4/27
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
Nonlinear diffusion model for Rayleigh-Taylor mixing
Nonlinear diffusion Rayleigh-Taylor mixing temperature profile numerical simulations
2010/4/1
The complex evolution of turbulent mixing in Rayleigh-Taylor convection is studied in terms of eddy diffusiviy models for the mean temperature profile. It is found that a non-linear model, derived wit...
Ruin theory under a generalized jump-diffusion model with regime switching
Ruin probability Perturbed risk model Completely random measure process
2010/9/13
We investigate the ruin probability when the surplus process is governed by a generalized perturbed risk model with a Markov-switching compensator. We suppose that the jump component of the perturbed ...