Probabilistic representations of fragmentation equations - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year :

Probabilistic representations of fragmentation equations

(1, 2) , (2, 1)
1
2

Abstract

In this survey article, we present various probabilistic representations of the fragmentation equation, and show how they are related. We focus on the stochastic process which represents the evolution of the mass of a typical particle subjected to a fragmentation process. These probabilistic representations range from Markov chains to Stochastic Differential Equations with jumps, and we consider how they are interrelated. In particular, we show how these representations leads to easy numerical simulations.
Fichier principal
Vignette du fichier
fragmentation_equation-R1.pdf (1.13 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-03483448 , version 1 (16-12-2021)
hal-03483448 , version 2 (25-11-2022)

Identifiers

  • HAL Id : hal-03483448 , version 2

Cite

Madalina Deaconu, Antoine Lejay. Probabilistic representations of fragmentation equations. 2021. ⟨hal-03483448v2⟩
72 View
118 Download

Share

Gmail Facebook Twitter LinkedIn More