@unpublished{MeleardRoelly2011, author = {M{\´e}l{\´e}ard, Sylvie and Roelly, Sylvie}, title = {A host-parasite multilevel interacting process and continuous approximations}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51694}, year = {2011}, abstract = {We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the evolution of cells (or parasites) of two types living in these individuals. The ecological parameters of the individual dynamics depend on the number of cells of each type contained by the individual and the cell dynamics depends on the trait of the invaded individual. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We look for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. The study of the long time behavior of these processes seems very hard and we only develop some simple cases enlightening the difficulties involved.}, language = {en} } @unpublished{KellerRoellyValleriani2013, author = {Keller, Peter and Roelly, Sylvie and Valleriani, Angelo}, title = {A quasi-random-walk to model a biological transport process}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-63582}, year = {2013}, abstract = {Transport Molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance. While moving along the rope the motor can also detach and is lost. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V.}, language = {en} } @unpublished{DereudreMazzonettoRoelly2015, author = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie}, title = {An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers}, volume = {4}, number = {9}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-80613}, pages = {23}, year = {2015}, abstract = {In this paper we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this density in an exact way.}, language = {en} } @unpublished{ConfortiLeonardMurretal.2014, author = {Conforti, Giovanni and L{\´e}onard, Christian and Murr, R{\"u}diger and Roelly, Sylvie}, title = {Bridges of Markov counting processes : reciprocal classes and duality formulas}, volume = {3}, number = {9}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-71855}, pages = {12}, year = {2014}, abstract = {Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.}, language = {en} } @unpublished{FradonRoelly2005, author = {Fradon, Myriam and Roelly, Sylvie}, title = {Brownian Hard Balls submitted to an infinite rangeinteraction with slow decay}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49379}, year = {2005}, abstract = {We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a pair potential with infinite range and quasi polynomial decay. It is modelized by an infinite-dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with deterministic initial condition. We also show that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential.}, language = {en} } @unpublished{RoellyVallois2016, author = {Roelly, Sylvie and Vallois, Pierre}, title = {Convoluted Brownian motion}, volume = {5}, number = {9}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-96339}, pages = {37}, year = {2016}, abstract = {In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion.}, language = {en} } @unpublished{MeleardRoelly2013, author = {M{\´e}l{\´e}ard, Sylvie and Roelly, Sylvie}, title = {Evolutive two-level population process and large population approximations}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64604}, year = {2013}, abstract = {We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses.}, language = {en} } @unpublished{DereudreMazzonettoRoelly2016, author = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie}, title = {Exact simulation of Brownian diffusions with drift admitting jumps}, volume = {5}, number = {7}, publisher = {Universit{\"a}tsverlag Potsdam}, address = {Potsdam}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-91049}, pages = {25}, year = {2016}, abstract = {Using an algorithm based on a retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical difficulty due to the presence of two jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift.}, language = {en} } @unpublished{RoellyFradon2006, author = {Roelly, Sylvie and Fradon, Myriam}, title = {Infinite system of Brownian balls : equilibrium measures are canonical Gibbs}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6720}, year = {2006}, abstract = {We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.}, language = {en} } @unpublished{FradonRoelly2005, author = {Fradon, Myriam and Roelly, Sylvie}, title = {Infinite system of Brownian balls with interaction : the non-reversible case}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51546}, year = {2005}, abstract = {We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite- dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.}, language = {en} }