1. CJM 2015 (vol 68 pp. 129)
 Shiozawa, Yuichi

Lower Escape Rate of Symmetric Jumpdiffusion Processes
We establish an integral test on the lower escape rate
of symmetric jumpdiffusion processes generated by regular Dirichlet
forms.
Using this test, we can find the speed of particles escaping
to infinity.
We apply this test to symmetric jump processes of variable order. We also derive the upper and lower escape rates of time changed
processes
by using those of underlying processes.
Keywords:lower escape rate, Dirichlet form, Markov process, time change Categories:60G17, 31C25, 60J25 

2. CJM 2003 (vol 55 pp. 3)
 Baake, Michael; Baake, Ellen

An Exactly Solved Model for Mutation, Recombination and Selection
It is well known that rather general mutationrecombination models can be
solved algorithmically (though not in closed form) by means of Haldane
linearization. The price to be paid is that one has to work with a
multiple tensor product of the state space one started from.
Here, we present a relevant subclass of such models, in continuous time,
with independent mutation events at the sites, and crossover events
between them. It admits a closed solution of the corresponding
differential equation on the basis of the original state space, and
also closed expressions for the linkage disequilibria, derived by means
of M\"obius inversion. As an extra benefit, the approach can be extended
to a model with selection of additive type across sites. We also derive
a necessary and sufficient criterion for the mean fitness to be a Lyapunov
function and determine the asymptotic behaviour of the solutions.
Keywords:population genetics, recombination, nonlinear $\ODE$s, measurevalued dynamical systems, MÃ¶bius inversion Categories:92D10, 34L30, 37N30, 06A07, 60J25 

3. CJM 2000 (vol 52 pp. 92)
 Dhersin, JeanStéphane; Serlet, Laurent

A Stochastic Calculus Approach for the Brownian Snake
We study the ``Brownian snake'' introduced by Le Gall, and also
studied by Dynkin, Kuznetsov, Watanabe. We prove that It\^o's
formula holds for a wide class of functionals. As a consequence,
we give a new proof of the connections between the Brownian snake
and superBrownian motion. We also give a new definition of the
Brownian snake as the solution of a wellposed martingale problem.
Finally, we construct a modified Brownian snake whose lifetime is
driven by a pathdependent stochastic equation. This process gives
a representation of some superprocesses.
Categories:60J25, 60G44, 60J80, 60J60 

4. CJM 1997 (vol 49 pp. 24)
 Bertoin, Jean; Le Gall, JeanFrançois; Le Jan, Yves

Spatial branching processes and subordination
We present a subordination theory for spatial branching processes. This
theory is developed in three different settings, first for branching Markov
processes, then for superprocesses and finally for the pathvalued process
called the {\it Brownian snake}. As a common feature of these three
situations, subordination can be used to generate new branching
mechanisms. As an application, we investigate the compact support
property for superprocesses with a general branching mechanism.
Categories:60J80, 60J25, 60J27, 60J55, 60G57 
