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J. Fontbona

Publications and source records attributed to J. Fontbona.

2 recordsLinked to original sources
arXiv2012

On SDE associated with continuous-state branching processes conditioned to never be extinct

We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equation driven by Brownian motion and Poisson point measures. The interest of our approach, which relies on applying Girsanov theorem on the SDE that describes the unconditioned CSBP, is that it points out an explicit mechanism to build the immigration term appearing in the conditioned process, by randomly selecting jumps of the original one. These techniques should also be useful to represent more general h-transforms of diffusion-jump processes.

math.PR↗
arXiv2010

Stochastic vortex method for forced three-dimensional Navier--Stokes equations and pathwise convergence rate

We develop a McKean-Vlasov interpretation of Navier-Stokes equations with external force field in the whole space, by associating with local mild $L^p$-solutions of the 3d-vortex equation a generalized nonlinear diffusion with random space-time birth that probabilistically describes creation of rotation in the fluid due to nonconservativeness of the force. We establish a local well-posedness result for this process and a stochastic representation formula for the vorticity in terms of a vector-weighted version of its law after its birth instant. Then we introduce a stochastic system of 3d vortices with mollified interaction and random space-time births, and prove the propagation of chaos property, with the nonlinear process as limit, at an explicit pathwise convergence rate. Convergence rates for stochastic approximation schemes of the velocity and the vorticity fields are also obtained. We thus extend and refine previous results on the probabilistic interpretation and stochastic approximation methods for the nonforced equation, generalizing also a recently introduced random space-time-birth particle method for the 2d-Navier-Stokes equation with force.

math.PR↗