Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
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DOI: 10.1016/j.jfa.2020.108655
Abstract: For positive recurrent jumping-in diffusions with small jumps, we establish distributional limits of the fluctuations of inverse local times and occupation times. For this purpose, we introduce and utilize eigenfunctions with modified Neumann boundary condition… read more here.
Keywords: recurrent jumping; small jumps; positive recurrent; jumping diffusions ... See more keywords
Small jumps asymptotic of the moving optimum Poissonian SDE
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DOI: 10.1016/j.spa.2018.07.010
Abstract: Abstract We consider a Poissonian SDE for the lack of fitness of a population subject to a continuous change of its environment, and an accumulation of advantageous mutations. We neglect the time of fixation of… read more here.
Keywords: sde; small jumps; moving optimum; poissonian sde ... See more keywords