Let {Fn} be a sequence of random variables belonging to a finite sum of Wiener chaoses. Assume further that it converges in distribution towards F∞ satisfying V ar(F∞)0. Our first result is a sequential version of a theorem by Shigekawa (1980) [23]. More precisely, we prove, without...

In this paper we prove a derivative formula of Bismut–Elworthy–Li’s type as well as a gradient estimate for stochastic differential equations driven by α-stable noises, where α∈(0,2). As an application, the strong Feller property for stochastic partial differential equations driven by...

We investigate the super-Brownian motion with a single point source in dimensions 2 and 3 as constructed by Fleischmann and Mueller in 2004. Using analytic facts we derive the long time behavior of the mean in dimensions 2 and 3 thereby complementing previous work of Fleischmann, Mueller and...

In this article, it is proved that for any probability law μ over R with finite first moment and a given deterministic time t>0, there exists a gap diffusion with law μ at the prescribed time t.

The paper considers the block sampling method for long-range dependent processes. Our theory generalizes earlier ones by Hall et al. (1998) [11] on functionals of Gaussian processes and Nordman and Lahiri (2005) [16] on linear processes. In particular, we allow nonlinear transforms of linear...

We consider N independent stochastic processes (Xj(t),t∈[0,T]), j=1,…,N, defined by a one-dimensional stochastic differential equation with coefficients depending on a random variable ϕj and study the nonparametric estimation of the density of the random effect ϕj in two kinds of mixed...

We introduce power variation constructed from powers of the second-order differences of a discretely observed pure-jump semimartingale processes. We derive the asymptotic behavior of the statistic in the setting of high-frequency observations of the underlying process with a fixed time span....

Thresholded Realized Power Variations (TPVs) are one of the most popular nonparametric estimators for general continuous-time processes with a wide range of applications. In spite of their popularity, a common drawback lies in the necessity of choosing a suitable threshold for the estimator, an...

We consider the accumulation of deleterious mutations in an asexual population, a phenomenon known as Muller’s ratchet, using the continuous time model proposed by Alison et al. (2009) [4]. We show that for any parameter λ0 (the rate at which mutations occur), for any α0 (the toxicity of...

We consider a supercritical branching population, where individuals have i.i.d. lifetime durations (which are not necessarily exponentially distributed) and give birth (singly) at constant rate. We assume that individuals independently experience neutral mutations, at constant rate θ during...