Seminar in applied mathematics and statistics

SPEAKER: Enrico Bibbona (Politecnico di Torino)

TITLE: Strong approximations for reaction models in bounded domains

ABSTRACT:
Density dependent families of Markov chains, such as the stochastic models of mass-action chemical kinetics, converge for large values of the indexing parameter N to deterministic systems of differential equations (Kurtz, 70). Moreover for moderate N they can be approximated trajectory by trajectory by paths of a diffusion process (Kurtz, 76). Such an approximation however fails if the state space is bounded (at zero or at a constant maximum level due to the conservation of mass) and if the process visits the boundaries with nonnegligible probability. We present a strong approximation by jump-diffusion processes which is robust to this event. (joint work with Roberta Sirovich, University of Torino)

Tea and chocolate will be served on the 4th floor after the seminar.

CURRENT SCHEDULE FOR AUTUMN 2016:

October 28, 11.15 in Biocentret 4-0-32: Miquel Anjos (Polytechnique Montréal)
October 28, 14.15 in Aud. 7: Ola Mahmoud (St. Gallen)
November 3, 15.15 in Aud. A Zoo, Universitetsparken 15: Michael Coulon (Univ. Sussex)
November 16, 15.15 in Aud. 7: Enrico Bibbona (Politecnico di Torino)