It is well-known from the work of Sch ̈onbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose deterministic jump intensity is called local intensity. The Stochastic Local Intensity (SLI) models such as the one...

It is well-known from the work of Sch ̈onbucher (2005) that the marginal laws of a loss process can be matched by a unit increasing time inhomogeneous Markov process, whose deterministic jump intensity is called local intensity. The Stochastic Local Intensity (SLI) models such as the one...

We state conditions for existence and uniqueness of equilibria in evolu- tionary models with an infinity of locally and globally interacting agents. Agents face repeated discrete choice problems. Their utility depends on the actions of some designated neighbors and the average choice throughout...

We state conditions for existence and uniqueness of equilibria in evolutionary models with an infinity of locally and globally interacting agents. Agents face repeated discrete choice problems. Their utility depends on the actions of some designated neighbors and the average choice throughout...

We consider a q-TASEP model started from step initial condition where all but finitely many particles have speed 1 and a few particles are slower. It is shown in Ferrari and Veto (2013) that the rescaled particles position of q-TASEP with identical hopping rates obeys a limit theorem à la...

Location-specific norms of behavior are a widespread phenomenon. In the case of medical practice, numerous studies have found that geographic location exerts a strong influence on the choice of treatments and procedures. This paper shows how the presence of social influence on treatment...

We consider a stochastic model of N evolving particles studied by Brunet and Derrida. This model can be seen as a directed polymer in random medium with N sites in the transverse direction. Cook and Derrida use heuristic arguments to obtain a formula for the ground state energy of the polymer....

The Axelrod model is a spatial stochastic model for the dynamics of cultures which, similar to the voter model, includes social influence, but differs from the latter by also accounting for another social factor called homophily, the tendency to interact more frequently with individuals who are...