Browsing by Author "f5dea5ad-ca9d-4328-af06-6bd0518b2762"

Now showing items 1-12 of 12

    • Additive representation of symmetric inverse M-matrices and potentials 
      Dellacherie, Claude; Martínez Aguilera, Servet; San Martín Aristegui, Jaime (Academic Press-Elsevier, 2016)
      In this article we characterize the closed cones respectively generated by the symmetric inverse M-matrices and by the inverses of symmetric row diagonally dominant M-matrices. We show the latter has a finite number of ...
    • Asymptotic behaviour of a Brownian motion on exterior domains 
      Collet, Pierre; Martínez Aguilera, Servet; San Martín Aristegui, Jaime (2000)
      We study the asymptotic behaviour of the transition density of a Brownian motion in D, killed at @D, where Dc is a compact non polar set. Our main result concern dimension d D 2, where we show that the transition density ...
    • THE CLASS OF INVERSE M-MATRICES ASSOCIATED TO RANDOM WALKS 
      Dellacherie Lefebvre, Claude; Martínez Aguilera, Servet; San Martín Aristegui, Jaime (Society for Industrial and Applied Mathematics, 2013)
      Given W = M−1, with M a tridiagonal M-matrix, we show that there are two diagonal matrices D,E and two nonsingular ultrametric matrices U, V such that DWE is the Hadamard product of U and V . If M is symmetric and row ...
    • Euler scheme for solutions of a countable system of stochastic differential equations 
      San Martín Aristegui, Jaime; Torres, Soledad (Elsevier, 2001-10-01)
      We consider a countable system of stochastic differential equation. Euler scheme for approximating these solutions is used, and the global error is estimated. Solutions are approximated by means of a process which takes ...
    • Inverse M-matrix, a new characterization 
      Dellacherie, Claude; Martínez Aguilera, Servet; San Martín Aristegui, Jaime (Elsevier, 2020)
      In this article we present a new characterization of inverse M-matrices, inverse row diagonally dominant M-matrices and inverse row and column diagonally dominant M-matrices, based on the positivity of certain inner products.
    • Modelling of auxin transport affected by gravity and differential radial growth 
      Forest, Loïc; Padilla, Fernando; Martínez Salazar, Salomé; Demongeot, Jacques; San Martín Aristegui, Jaime (ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, 2006-07-21)
      When a tree stem deviates from verticality, as a result of different environmental factors, patterns of differential radial growth appear. Higher rates of wood production have been observed on the lower side of the tree ...
    • Numerical Method for Reflected Backward Stochastic Differential Equations 
      Martínez, Miguel; San Martín Aristegui, Jaime; Torres, Soledad (TAYLOR & FRANCIS INC, 2011)
      In this article we propose a numerical method for reflected backward stochastic differential equations (RBSDE). This method is based on the simple random walk, and the convergence is related to the Skorohod topology.
    • On the graphene Hamiltonian operator 
      Conca Rosende, Carlos; Orive, R.; San Martín Aristegui, Jaime; Solano, V. (Springer, 2020)
      We solve a second-order elliptic equation with quasi-periodic boundary conditions defined on a honeycomb lattice that represents the arrangement of carbon atoms in graphene. Our results generalize those found by Kuchment ...
    • Potentials of random walks on trees 
      Dellacherie, Claude; Martínez Aguilera, Servet; San Martín Aristegui, Jaime (Elsevier, 2016)
      In this article we characterize inverse M-matrices and potentials whose inverses are supported on trees. In the symmetric case we show they are a Hadamard product of tree ultrametric matrices, generalizing a result by ...
    • Quasi-stationary distributions and diffusion models in population dynamics 
      Cattiaux, Patrick; Collet, Pierre; Lambert, Amaury; Martínez Aguilera, Servet; Méléard, Sylvie; San Martín Aristegui, Jaime (2009)
      In this paper we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to−∞at the origin, and the diffusion to have an entrance boundary at +∞. These ...
    • Quasi-stationary distributions for structured birth and death processes with mutations 
      Collet, Pierre; Martínez Aguilera, Servet; Méléard, Sylvie; San Martín Aristegui, Jaime (2011)
      We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a ...
    • Ratio limit theorems for a brownian motion killed at the boundary of a benedicks domain 
      Collet, Pierre; Martínez Aguilera, Servet; San Martín Aristegui, Jaime (1999)
      We consider a Brownian motion in a Benedicks domain with absorption at the boundary. We show ratio limit theorems for the associated heat kernel. When the hole is compact, therefore the Martin boundary is two dimensional; ...