In this work, we establish a comparison principle for stochastic Volterra equations with
respect to the initial condition and the drift $ b $ applicable to a wide class of Volterra kernels …

We investigate the anisotropic stable JCIR process which is a multi-dimensional extension
of the stable JCIR process but also a multi-dimensional analogue of the classical JCIR …

Let X be a multi-type continuous-state branching process with immigration on state space
R+ d. Denote by gt, t≥ 0, the law of X (t). We provide sufficient conditions under which gt …

In this work, several convergence results are established for nearly critical self-excited
systems in which event arrivals are described by multivariate marked Hawkes point …

We study the distributional properties of jumps of multi-type continuous state and continuous
time branching processes with immigration (multi-type CBI processes). We derive an …

We study the long-time behavior for continuous-time Markov processes on the state space
R≥ 0:=[0,∞), which arise as unique strong solutions to stochastic equations with jumps. We …

We study a general class of interacting particle systems over a countable state space $ V $
where on each site $ x\in V $ the particle mass $\eta (x)\geq 0$ follows a stochastic …

We study in this work the convergence of a sequence of asymptotically critical self-exciting
systems. In these systems, we use multivariate marked Hawkes point processes to describe …