This is a preview. Log in through your library . Abstract We construct a supercritical interacting measure-valued diffusion with representative particles that are attracted to, or repelled from, the ...
Tempered stable processes have emerged as a crucial class of stochastic models, blending the heavy‐tail characteristics of stable laws with an exponential dampening mechanism that ensures finite ...
The generalized Bessel process, defined as the radial part of a d-dimensional Ornstein-Uhlenbeck process, is shown to be a one-dimensional diffusion process. The transition densities and diffusion ...
Karen Uhlenbeck, whose seminal work helped launch an entire field of mathematics, was awarded the Abel Prize today in an announcement made from Oslo. The prize, created by the Norwegian Academy of ...