Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Sean Ledger"'
Publikováno v:
Crane, E, Ledger, S & Tóth, B 2019, ' Diffusion and Superdiffusion in Lattice Models for Colliding Particles with Stored Momentum ', Journal of Statistical Physics, vol. 177, no. 6, pp. 1240-1262 . https://doi.org/10.1007/s10955-019-02419-9
We introduce two discrete models of a collection of colliding particles with stored momentum and study the asymptotic growth of the mean-square displacement of an active particle. We prove that the models are superdiffusive in one dimension (with pow
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7ddd4746681e5082cd9f84666e126e0
https://doi.org/10.1007/s10955-019-02419-9
https://doi.org/10.1007/s10955-019-02419-9
Autor:
Sean Ledger, Andreas Sojmark
Publikováno v:
Electronic Journal of Probability. 26
We extend a model of positive feedback and contagion in large mean-field systems, by introducing a common source of noise driven by Brownian motion. Although the driving dynamics are continuous, the positive feedback effect can lead to ‘blow-up’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::668b639dbff1db1696f5b50d054f4aba
https://doi.org/10.1214/21-ejp597
https://doi.org/10.1214/21-ejp597
Publikováno v:
Ann. Appl. Probab. 29, no. 4 (2019), 2338-2373
We study a McKean–Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier, they cause the other particles to jump in the direction of the barrier and this feedback mechanism leads to t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::748d2061f1b24b3de114e8e3a947058e
http://ora.ox.ac.uk/objects/uuid:
http://ora.ox.ac.uk/objects/uuid:
Autor:
Andreas Sojmark, Sean Ledger
We present a simple uniqueness argument for a collection of McKean-Vlasov problems that have seen recent interest. Our first result shows that, in the weak feedback regime, there is global uniqueness for a very general class of random drivers. By wea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::100be4ec860a8d3822bfb8dc74d84e5f
http://arxiv.org/abs/1811.12356
http://arxiv.org/abs/1811.12356
Publikováno v:
Stochastic Processes and their Applications. 128(11)
We develop a dynamic structural model for the wealth of individual mortgagors in a mortgage pool. We model the process of default and prepayment and, by taking a limit as the pool size goes to infinity, derive a stochastic partial differential equati
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d745ec1c1d0d3ad7ad90609d6973c84
http://ora.ox.ac.uk/objects/uuid:
http://ora.ox.ac.uk/objects/uuid:
Publikováno v:
Electron. Commun. Probab.
In the randomly-oriented Manhattan lattice, every line in $\mathbb{Z}^d$ is assigned a uniform random direction. We consider the directed graph whose vertex set is $\mathbb{Z}^d$ and whose edges connect nearest neighbours, but only in the direction f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1109d1b79e90bf7eb6acb78525c5773b
https://projecteuclid.org/euclid.ecp/1532505674
https://projecteuclid.org/euclid.ecp/1532505674
Autor:
Ben Hambly, Sean Ledger
Publikováno v:
Hambly, B & Ledger, S 2017, ' A stochastic McKean--Vlasov equation for absorbing diffusions on the half-line ', Annals of Applied Probability, vol. 27, no. 5, pp. 2698-2752 . https://doi.org/10.1214/16-AAP1256
Ann. Appl. Probab. 27, no. 5 (2017), 2698-2752
Ann. Appl. Probab. 27, no. 5 (2017), 2698-2752
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes large, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::07e943c12cdc4130bd35ae32c74bf087
https://doi.org/10.1214/16-aap1256
https://doi.org/10.1214/16-aap1256
Autor:
Paul Rayner, Eleanor Main, Paul Aurora, Alessandro Giardini, S. Ammani Prasad, Sean Ledger, Angie Wade, Allan Goldman, Laura Sarria, Helen Douglas
Publikováno v:
7.3 Cystic Fibrosis.
Objectives: Long term effects of exercise on FEV1, LCI, VO2Peak, 10m-MSWT and CFQ-R. Methods: Children aged 10±3 (mean±SD, range 6-15) yrs with average FEV1 of 86.6±15.3%pred were randomised by minimisation into control (n=34) or intervention grou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6758e8cbf24cc21888c5cf1f1012eeb
https://doi.org/10.1183/13993003.congress-2016.oa1493
https://doi.org/10.1183/13993003.congress-2016.oa1493
Autor:
Sean Ledger
Publikováno v:
Ledger, S 2016, ' Skorokhod’s M1 topology for distribution-valued processes ', Electronic Communications in Probability, vol. 34 . https://doi.org/10.1214/16-ECP4754
Electron. Commun. Probab.
Electron. Commun. Probab.
Skorokhod's M1 topology is defined for c\`adl\`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived which allow us
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::237be57679a02d478605066c1c49ed1d
https://research-information.bris.ac.uk/en/publications/d12b7fc0-2116-4345-adcc-6ec41559052d
https://research-information.bris.ac.uk/en/publications/d12b7fc0-2116-4345-adcc-6ec41559052d
Autor:
Sean Ledger
We prove that the weak version of the SPDE problem $$\begin{aligned} dV_{t}\left( x\right)&= \left[ -\mu V_{t}'\left( x\right) +\frac{1}{2}\left( \sigma _{M}^{2}+\sigma _{I}^{2}\right) V_{t}''\left( x\right) \right] dt-\sigma _{M}V_{t}'\left( x\right
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6b2e1223f625115289ea3b6da9a94d0
http://arxiv.org/abs/1303.6894
http://arxiv.org/abs/1303.6894