Strong approximations for reaction models in bounded domains
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 in room 04.3.15 after the seminar.