In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a large class of symmetric jump processes. We also discuss some application of our results to the scaling limit of random walk in random conductance. AMS 2010 Ma...

This paper is devoted to numerical solutions for a class of jump-diffusions with regime switching. After briefly reviewing the notion of jump-diffusions with regime switching, finite-difference procedures are constructed. Under simple conditions, it is proved that the algorithm converges to the desired limit by means of a martingale problem formulation. Numerical experiments are carried out to ...

We study a class of generalized porous media type flux limited diffusion equations and we prove the existence and uniqueness of entropy solutions. We compute the Rankine-Hugoniot condition on the jump set for solutions which are of locally bounded variation in space and time. We give also a geometric characterization of the entropy conditions on the jump set for a restricted class of this type ...

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state variable, and addressed the problem of stochastic stability and stabilization analysis for the proposed system. Numerically solvable sufficient conditions for the s...

Regarding the effects of the kinematics of the movement on athletic performance and the Importance of promoting athlete’s performance on the sport fields, there is limited knowledge about the mechanism of the effect of different variables of volleyball spike. Therefore, the aim of this study was the prediction of jump performance in elite female volleyball players with selected kinematic variab...

We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends the results proved in [4] in the one-dimensional case. We also study a geometric interpretation of convex ordering for discrete measures in connection with the c...