Evolving Systems of Stochastic Differential Equations

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dc.contributor.authorVidela, Leonardo
dc.contributor.authorRebolledo, Rolando
dc.date.accessioned2022-11-30T02:47:07Z
dc.date.available2022-11-30T02:47:07Z
dc.date.issued2022
dc.description.abstractWe introduce Evolving Systems of Stochastic Differential Equations. This model generalizes the well-known stochastic differential equations with Markovian switching, enabling the countably many local systems to have solutions in regime-dependent dimension. We provide two constructions, the first one based upon general results on measure-valued processes and the second one partially inspired by recent developments of the theory of concatenation of right processes. We prove the Feller property under very mild assumptions, provide some extensions to the basic model, and show applications of our general framework to a biological model.en_ES
dc.facultadFacultad de Ingenieríaen_ES
dc.file.nameVidela_Evo2022.pdf
dc.identifier.citationVidela, L., Rebolledo, R. Evolving Systems of Stochastic Differential Equations. J Theor Probab 35, 1662–1705 (2022). https://doi.org/10.1007/s10959-021-01098-1en_ES
dc.identifier.doihttps://doi.org/10.1007/s10959-021-01098-1
dc.identifier.urihttp://repositoriobibliotecas.uv.cl/handle/uvscl/7577
dc.languageen
dc.publisherSpringer
dc.sourceJournal of Theoretical Probability
dc.subjectFELLER PROPERTYen_ES
dc.subjectCONCATENATION OF MARKOV PROCESSESen_ES
dc.subjectMARKOV SWITCHINGen_ES
dc.subjectABSOLUTELY CONTINUOUS CHANGE OF MEASURESen_ES
dc.subjectBIOLOGICAL MODELSen_ES
dc.titleEvolving Systems of Stochastic Differential Equations
dc.typeArticulo
uv.departamentoInstituto de Ingenieria Matematica
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