Weak convergence of sequences of semimartingales with applications to multitype branching processes
From MaRDI portal
Publication:3727048
Recommendations
- WEAK CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE
- On the problem of weak convergence of a sequence of semimartingales to a process of diffusion type
- scientific article; zbMATH DE number 3913366
- Weak convergence of semimartingales
- scientific article; zbMATH DE number 4213177
- Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
- Weak convergence results for multiple generations of a branching process
- scientific article; zbMATH DE number 3844743
- Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients
Cited in
(only showing first 100 items - show all)- Rate control under heavy traffic with strategic servers
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Moderate deviations-based importance sampling for stochastic recursive equations
- A stochastic Allen–Cahn–Navier–Stokes model with inertial effects driven by multiplicative noise of jump type
- On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model
- Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system in nonequilibrium
- Time-splitting methods to solve the Hall-MHD systems with Lévy noises
- Diffusion approximations for load balancing mechanisms in cloud storage systems
- Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type
- A Propagation of Chaos Related to the Continuity Laws
- Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise
- Weak solution of a stochastic 2D Ericksen–Leslie model driven by jump noise
- Filling the gap between individual-based evolutionary models and Hamilton-Jacobi equations
- Fluctuation analysis for the loss from default
- Mean field limits of particle-based stochastic reaction-diffusion models
- Convergence of the age structure of general schemes of population processes
- Gaussian approximations for chemostat models in finite and infinite dimensions
- Large population limit and time behaviour of a stochastic particle model describing an age-structured population
- Two level natural selection with a quasi-stationarity approach
- A stochastic model for cell adhesion to the vascular wall
- Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations
- Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps
- Limit theorems for Markov processes indexed by continuous time Galton-Watson trees
- Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
- Stochastic model for cell polarity
- A model for coagulation with mating
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Stochastic demographic models: Age of a population
- Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
- The central limit theorem for the Smoluchovski coagulation model
- Martingale solutions and Markov selection of stochastic 3D Navier-Stokes equations with jump
- A class of affine processes arising as fluctuation limits of super-Brownian motion in a super-Brownian catalytic medium
- The jamming constant of uniform random graphs
- The branching process with logistic growth
- Poisson representations of branching Markov and measure-valued branching processes
- Stochastic hydrodynamic-type evolution equations driven by Lévy noise in 3D unbounded domains -- abstract framework and applications
- On the boundary behavior of multi-type continuous-state branching processes with immigration
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
- Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains
- Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
- Quasi-stationary distributions and diffusion models in population dynamics
- Fluctuations for mean field limits of interacting systems of spiking neurons
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
- Symmetric simple exclusion process in dynamic environment: hydrodynamics
- Stochastic particle approximations for generalized Boltzmann models and convergence estimates
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
- Wong-Zakai type approximation of SPDEs of Lévy noise
- On a class of mathematical ecosystems with random jumps
- A Hilbertian approach for fluctuations on the McKean-Vlasov model
- Large fluctuations in multi-scale modeling for rest hematopoiesis
- Chain-referral sampling on stochastic block models
- Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
- Noise reinforced Lévy processes: Lévy-Itô decomposition and applications
- Approximation of the height process of a continuous state branching process with interaction
- Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
- Coagulation-transport equations and the nested coalescents
- Multilevel bilinear systems of stochastic differential equations
- Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with singular potentials driven by multiplicative noise of jump type
- A note on weak convergence of random step processes
- Limit theorems for individual-based models in economics and finance
- Solving Landau equation for some soft potentials through a probabilistic approach.
- Quasi-stationary distributions and population processes
- Some properties of the multitype measure branching process
- Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance
- A measure-valued stochastic model for vector-borne viruses
- Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity
- Functional central limit theorems for a large network in which customers join the shortest of several queues
- Large graph limit for an SIR process in random network with heterogeneous connectivity
- A stochastic SIR model with contact-tracing: large population limits and statistical inference
- A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition
- Weak convergence of a mass-structured individual-based model
- Scaling limits of a model for selection at two scales
- Lévy flights in evolutionary ecology
- Branching processes with interaction and a generalized Ray-Knight theorem
- Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size
- Stochastic approximations of the solution of a full Boltzmann equation with small initial data
- Spatial populations with seed-bank: finite-systems scheme
- Limit theorems for supercritical branching random fields with immigration
- Slow and fast scales for superprocess limits of age-structured populations
- A spatial stochastic epidemic model: law of large numbers and central limit theorem
- Limit theorems for cylindrical martingale problems associated with Lévy generators
- Limit theorems for some branching measure-valued processes
- Fluctuations for a fully connected loss network with alternate routing
- Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
- Asymptotic behavior of critical indecomposable multi-type branching processes with immigration
- Daphnias: from the individual based model to the large population equation
- Non-binary branching process and non-Markovian exploration process
- An interacting diffusion model and SK spin glass equation
- From the distributions of times of interactions to preys and predators dynamical systems
- From Individual Stochastic Processes to Macroscopic Models in Adaptive Evolution
- Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes equations with multiplicative noise of jump type
- Weak solution of a stochastic 3D Cahn-Hilliard-Navier-Stokes model driven by jump noise
- Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
- Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
- Sequential stability of weak martingale solutions to stochastic compressible Navier-Stokes equations with viscosity vanishing on vacuum
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- Remarks on scaling a model of Witten-Sander type
- Mixed control problem under partial observation
- ``Trees under attack: a Ray-Knight representation of Feller's branching diffusion with logistic growth
- Asymptotic behavior of critical primitive multi-type branching processes with immigration
This page was built for publication: Weak convergence of sequences of semimartingales with applications to multitype branching processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3727048)