Recursive computation of invariant distributions of Feller processes
Sign Up to like & getrecommendations! Published in 2020 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2019.03.008
Abstract: Abstract This paper provides a general and abstract approach to compute invariant distributions for Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton and Pages (2002) and based on simulation algorithms… read more here.
Keywords: distributions feller; computation invariant; feller processes; recursive computation ... See more keywords
SIR epidemics driven by Feller processes
Sign Up to like & getrecommendations! Published in 2023 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2023.2
Abstract: We consider a stochastic SIR (susceptible $\rightarrow$ infective $\rightarrow$ removed) model in which the infectious periods are modulated by a collection of independent and identically distributed Feller processes. Each infected individual is associated with one… read more here.
Keywords: driven feller; feller processes; epidemics driven; distribution ... See more keywords
Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker–Planck–Kolmogorov equations
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DOI: 10.1515/fca-2018-0065
Abstract: Abstract We consider operator semigroups generated by Feller processes killed upon leaving a given domain. These semigroups correspond to Cauchy–Dirichlet type initial-exterior value problems in this domain for a class of evolution equations with (possibly… read more here.
Keywords: semigroups generated; time fractional; time; feller processes ... See more keywords