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作者：GOROSTIZA, LG; ROELLY, S; WAKOLBINGER, A
作者单位：Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); Johannes Kepler University Linz
摘要：We consider a class of systems of particles of k types in R(d) undergoing spatiai diffusion and critical multitype branching, where the diffusions, the particle lifetimes and the branching laws depend on the types. We prove persistence criteria for such systems and for their corresponding high density limits known as multitype Dawson-Watanabe processes. The main tool is a representation of the Palm distributions for a general class of inhomogeneous critical branching particle systems, construc...
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作者：YOSHIDA, N
摘要：The asymptotic expansions of the probability distributions of statistics for the small diffusion are derived by means of the Malliavin calculus. From this the second order efficiency of the maximum likelihood estimator is proved.
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作者：KWON, Y
摘要：This work is concerned with the existence and uniqueness of a strong Markov process that has continuous sample paths and the following additional properties. 1. The state space is a cone in d-dimensions (d greater-than-or-equal-to 3), and the process behaves in the interior of the cone like ordinary Brownian motion. 2. The process reflects instantaneously at the boundary of the cone, the direction of reflection is continuous except at the vertex and has a limit which is fixed on each radial li...
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作者：SOWERS, R
作者单位：University of Southern California
摘要：In this paper we establish a large deviations principle for the invariant measure of the non-Gaussian stochastic partial differential equation (SPDE) partial derivative t-upsilon(epsilon) = L-upsilon(epsilon) + f(x, upsilon(epsilon)) + epsilon-sigma(x, upsilon(epsilon)) W(tx). Here L is a strongly-elliptic second-order operator with constant coefficients, Lh:= DH(xx) - alpha-h, and the space variable x takes values on the unit circle S1. The functions f and sigma are of sufficient regularity t...
