This paper deals with the approximation of semimartingales in finite dimension by dynamical systems. We give trajectorial estimates uniform with respect to the initial condition for a well-chosen ...

We study Ornstein-Uhlenbeck stochastic processes driven by Lévy processes, and extend them to more general non-Ornstein-Uhlenbeck models. In particular, we investigate the means of making the ...

Stochastic models have become indispensable tools for understanding growth dynamics in complex systems. By incorporating randomness and uncertainty into the modelling framework, these methods provide ...

Markov processes form a fundamental class of stochastic models in which the evolution of a system is delineated by the memoryless property. In such processes, the future state depends solely on the ...