Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Milton Jara"'
Autor:
Jenny Calvache Guamán, Diana Calderón Robalino, Milton Jara Almeida, René Muñoz Bermeo, Maximiliano Ontaneda Luciano
Publikováno v:
Oncología, Vol 27, Iss 1 (2017)
Introducción: En el tratamiento de cáncer gástrico existe un debate activo sobre si el uso de Quimioterapia adyuvante proporciona mayor supervivencia comparada a la cirugía de gastrectomía. El presente estudio identifica el periodo libre de enfe
Externí odkaz:
https://doaj.org/article/883f429ab5de4e8aa8b59c3bf6ef1e7b
Autor:
Sara Àlvarez, Milton Jara, Enoc Iglesias, Sandro Munevar, José Girarte, Carlos Marcelo, Zandra Covarrubias, Lucio Olmedo, Amy Ham, Luis Mex, Claudia Méndez, Rosanny Maylene, Luis Peña, Mayerly Redondo, María Espinosa
Este artículo examina la justicia restaurativa como forma de resolución de conflictos, entre víctimas y victimarios. En Colombia, los procesos de reintegración a la vida civil de grupos armados al margen de la ley, y la justicia restaurativa, apa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea2641fa811f1541615dcfd33e0bdb41
https://doi.org/10.35997/aimcrh
https://doi.org/10.35997/aimcrh
Autor:
Gregorio R. Moreno Flores, Milton Jara
Publikováno v:
Stochastic Processes and their Applications. 130:5973-5998
We consider the stationary O’Connell–Yor model of semi-discrete directed polymers in a Brownian environment in the intermediate disorder regime and show convergence of the increments of the log-partition function to the energy solutions of the st
Publikováno v:
Stochastic Processes and their Applications. 130:4326-4357
We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain processes with
Publikováno v:
Stochastic Processes and their Applications. 130:2808-2837
We obtain a fast diffusion equation (FDE) as scaling limit of a sequence of zero-range process with symmetric unit rate. Fast diffusion effect comes from the fact that the diffusion coefficient goes to infinity as the density goes to zero. In order t
Publikováno v:
Stochastic Processes and their Applications. 129:4411-4430
Let V be any finite set and p ( ⋅ , ⋅ ) a transition kernel on it. We present a construction of a family of Reaction–Diffusion models that converge after scaling to the solution to the | V | -dimensional SDE: d ζ t = [ Δ p ζ t − β ⋅ ζ
Publikováno v:
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2021, ⟨10.1214/20-AIHP1075⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2021, ⟨10.1214/20-AIHP1075⟩
International audience; We consider weakly asymmetric exclusion processes whose initial density profile is a small perturbation of a constant. We show that in the diffusive time-scale, in all dimensions, the density defect evolves as the solution of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::14295b835cd514158d5931caf10e86a6
https://hal.archives-ouvertes.fr/hal-03024395
https://hal.archives-ouvertes.fr/hal-03024395
Autor:
Otávio Menezes, Milton Jara
Publikováno v:
Ann. Probab. 48, no. 6 (2020), 3124-3149
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite box around
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0204688b2e214408ac9282390225f80d
https://projecteuclid.org/euclid.aop/1603180874
https://projecteuclid.org/euclid.aop/1603180874
Autor:
Milton Jara, Gerardo Barrera
Publikováno v:
Ann. Appl. Probab. 30, no. 3 (2020), 1164-1208
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation converges ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::460076e2e00c231fa2260e7f78a27cae
https://projecteuclid.org/euclid.aoap/1596009620
https://projecteuclid.org/euclid.aoap/1596009620
Publikováno v:
Probability Theory and Related Fields
Probability Theory and Related Fields, 171(3-4), 865-915
Avena, L, Jara, M & Vollering, F 2018, ' Explicit LDP for a slowed RW driven by a symmetric exclusion process ', Probability Theory and Related Fields, vol. 171, no. 3-4, pp. 865–915 . https://doi.org/10.1007/s00440-017-0797-6
Probability Theory and Related Fields, 171(3-4), 865-915
Avena, L, Jara, M & Vollering, F 2018, ' Explicit LDP for a slowed RW driven by a symmetric exclusion process ', Probability Theory and Related Fields, vol. 171, no. 3-4, pp. 865–915 . https://doi.org/10.1007/s00440-017-0797-6
We consider a random walk (RW) driven by a simple symmetric exclusion process (SSE). Rescaling the RW and the SSE in such a way that a joint hydrodynamic limit theorem holds we prove a joint path large deviation principle. The corresponding large dev