30 research outputs found
Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale
The Skorokhod reflection of a continuous semimartingale is unfolded, in a
possibly skewed manner, into another continuous semimartingale on an enlarged
probability space according to the excursion-theoretic methodology of Prokaj
(2009). This is done in terms of a skew version of the Tanaka equation, whose
properties are studied in some detail. The result is used to construct a system
of two diffusive particles with rank-based characteristics and skew-elastic
collisions. Unfoldings of conventional reflections are also discussed, as are
examples involving skew Brownian Motions and skew Bessel processes.Comment: 20 pages. typos corrected, added a remark after Proposition 2.3,
simplified the last part of Example 2.
Filtering the Wright-Fisher diffusion
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Modelisation du systeme nerveux olfactif de l'insecte par une approche neuromimetique aspects experimentaux, cognitifs et theoriques
National audienc
Modelisation du systeme nerveux olfactif de l'insecte par une approche neuromimetique aspects experimentaux, cognitifs et theoriques
National audienc
Modelisation du systeme nerveux olfactif de l'insecte par une approche neuromimetique. Aspects experimentaux, cognitifs et theoriques
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