DOIAbstract
We show that simple diffusion processes are weak limits of piecewise continuous processes constructed within a totally deterministic framework. The proofs are based on the continuous mapping theorem and the functional central limit theorem
We show that simple diffusion processes are weak limits of piecewise continuous processes constructed within a totally deterministic framework. The proofs are based on the continuous mapping theorem and the functional central limit theorem
We study a reaction-diffusion system with moving boundary describing a prototypical fast reaction-di...
We analyze reaction schemes in continuous mixtures in the presence of space gradients from the stand...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
AbstractEarlier results on weak convergence to diffusion processes [8] are generalized to cases wher...
We consider the empirical process of a one-dimensional diffusion with finite speed measure, indexed ...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
The possibility that a discrete process can be closely approximated by a continuous one, with the la...
The central limit (or fluctuation) phenomena are discussed in the interacting diffusion system. The ...
We present a constructive probabilistic proof of the fact that if B = (Bt)t≥0 is standard Brownian m...
We show the almost sure uniform pathwise convergence of birth and death processes and random walks t...
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
sure properties of controlled diffusions and worst case properties of deterministic system
We compare a general controlled diffusion process with a deterministic system where a second control...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
textabstractWe derive limit theorems for diffusion processes that have a finite speed measure. First...
We study a reaction-diffusion system with moving boundary describing a prototypical fast reaction-di...
We analyze reaction schemes in continuous mixtures in the presence of space gradients from the stand...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
AbstractEarlier results on weak convergence to diffusion processes [8] are generalized to cases wher...
We consider the empirical process of a one-dimensional diffusion with finite speed measure, indexed ...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
The possibility that a discrete process can be closely approximated by a continuous one, with the la...
The central limit (or fluctuation) phenomena are discussed in the interacting diffusion system. The ...
We present a constructive probabilistic proof of the fact that if B = (Bt)t≥0 is standard Brownian m...
We show the almost sure uniform pathwise convergence of birth and death processes and random walks t...
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
sure properties of controlled diffusions and worst case properties of deterministic system
We compare a general controlled diffusion process with a deterministic system where a second control...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
textabstractWe derive limit theorems for diffusion processes that have a finite speed measure. First...
We study a reaction-diffusion system with moving boundary describing a prototypical fast reaction-di...
We analyze reaction schemes in continuous mixtures in the presence of space gradients from the stand...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
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