Probability

Authors and titles for math.PR in Oct 2023

[1]  arXiv:2310.00190 [pdf, ps, other]

Title: Existence and uniqueness for reflected BSDE with multivariate point process and right upper-semi-continuous obstacle

Authors: Brahim Baadi, Mohamed Marzougue

Comments: Received February 16, 2022; accepted April 15, 2023. arXiv admin note: text overlap with arXiv:1812.07990

Journal-ref: Random Oper. Stoch. Equ. 2023

Subjects: Probability (math.PR)

[2]  arXiv:2310.00232 [pdf, ps, other]

Title: Unadjusted Langevin Algorithms for SDEs with Hoelder Drift

Authors: Xiang Li, Feng-Yu Wang, Lihu Xu

Subjects: Probability (math.PR)

[3]  arXiv:2310.00404 [pdf, ps, other]

Title: Some reflected autoregressive processes with dependencies

Authors: Ioannis Dimitriou, Dieter Fiems

Subjects: Probability (math.PR)

[4]  arXiv:2310.00407 [pdf, ps, other]

Title: On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise

Authors: Xihao He

Comments: 28 pages, 0 figure

Subjects: Probability (math.PR); Optimization and Control (math.OC)

[5]  arXiv:2310.00421 [pdf, ps, other]

Title: Stochastic equations with low regularity drifts

Authors: Jinlong Wei, Junhao Hu, Chenggui Yuan

Subjects: Probability (math.PR)

[6]  arXiv:2310.00599 [pdf, other]

Title: Approximate filtering via discrete dual processes

Authors: Guillaume Kon Kam King, Andrea Pandolfi, Marco Piretto, Matteo Ruggiero

Journal-ref: Stochastic Processes and their Applications 168 (2024), 104268

Subjects: Probability (math.PR); Computation (stat.CO); Methodology (stat.ME)

[7]  arXiv:2310.00669 [pdf, ps, other]

Title: Intermediately Trimmed Sums of Oppenheim Expansions: a Strong Law

Authors: Rita Giuliano, Milto Hadjikyriakou

Subjects: Probability (math.PR)

[8]  arXiv:2310.00695 [pdf, other]

Title: New monotonicity and infinite divisibility properties for the Mittag-Leffler function and for the stable distributions

Authors: Nuha Altaymani, Wissem Jedidi

Subjects: Probability (math.PR)

[9]  arXiv:2310.00707 [pdf, ps, other]

Title: The all-time maximum for branching Brownian motion with absorption conditioned on long-time survival

Authors: Pascal Maillard, Jason Schweinsberg

Subjects: Probability (math.PR)

[10]  arXiv:2310.00812 [pdf, ps, other]

Title: A complete convergence theorem for the q-voter model and other voter model perturbations in two dimensions

Authors: Ted Cox, Ed Perkins

Comments: 87 pages

Subjects: Probability (math.PR)

[11]  arXiv:2310.00827 [pdf, other]

Title: Analytical proofs for the properties of the probability mass function of the Poisson distribution of order $k$

Authors: S. R. Mane

Comments: 19 pages, 4 figures

Subjects: Probability (math.PR)

[12]  arXiv:2310.00885 [pdf, ps, other]

Title: Two Types of Gaussian Processes and their Application to Statistical Estimations for Non-ergodic Vasicek Model

Authors: Yong Chen, Ying Li, Yanping Lu

Comments: 21 pages

Subjects: Probability (math.PR)

[13]  arXiv:2310.00928 [pdf, ps, other]

Title: A limit theory for controlled McKean-Vlasov SPDEs

Authors: David Criens

Subjects: Probability (math.PR); Analysis of PDEs (math.AP); Optimization and Control (math.OC)

[14]  arXiv:2310.01068 [pdf, ps, other]

Title: Multilevel Monte Carlo EM scheme for MV-SDEs with small noise

Authors: Ulises Botija-Munoz, Chenggui Yuan

Subjects: Probability (math.PR)

[15]  arXiv:2310.01070 [pdf, ps, other]

Title: A note on a stochastic approach to Caffarelli-Silvestre Theorem

Authors: Michelangelo Cavina

Comments: 8 pages

Subjects: Probability (math.PR); Analysis of PDEs (math.AP)

[16]  arXiv:2310.01096 [pdf, other]

Title: Inferring cumulative advantage from longitudinal records

Authors: Alexandros Gelastopoulos, Lucas Sage, Arnout van de Rijt

Subjects: Probability (math.PR)

[17]  arXiv:2310.01631 [pdf, ps, other]

Title: The damped wave equation and associated polymer

Authors: Yuanyuan Pan

Subjects: Probability (math.PR)

[18]  arXiv:2310.01670 [pdf, ps, other]

Title: Asymptotic behavior of Wasserstein distance for weighted empirical measures of diffusion processes on compact Riemannian manifolds

Authors: Jie-Xiang Zhu

Subjects: Probability (math.PR)

[19]  arXiv:2310.01672 [pdf, other]

Title: Hidden temperature in the KMP model

Authors: Anna De Masi, Pablo A. Ferrari, Davide Gabrielli

Comments: 29 pages, 4 figures

Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech)

[20]  arXiv:2310.01750 [pdf, ps, other]

Title: Two-color exchangeability does not imply exchangeability

Authors: Raghavendra Tripathi

Comments: short note, 5 pages

Subjects: Probability (math.PR)

[21]  arXiv:2310.01948 [pdf, ps, other]

Title: Fox-H densities and completely monotone generalized Wright functions

Authors: L. Beghin, L. Cristofaro, J.L. Da Silva

Subjects: Probability (math.PR)

[22]  arXiv:2310.01949 [pdf, ps, other]

Title: A Scaling Approach to Stochastic Chemical Reaction Networks

Authors: Lucie Laurence, Philippe Robert

Subjects: Probability (math.PR)

[23]  arXiv:2310.02009 [pdf, other]

Title: Polymer in a multi-interface medium with weak repulsion

Authors: Angot Elric

Subjects: Probability (math.PR)

[24]  arXiv:2310.02087 [pdf, other]

Title: Scaling limit of the cluster size distribution for the random current measure on the complete graph

Authors: Dmitrii Krachun, Christoforos Panagiotis, Romain Panis

Comments: 25 pages, 3 figures

Subjects: Probability (math.PR); Mathematical Physics (math-ph); Combinatorics (math.CO)

[25]  arXiv:2310.02153 [pdf, ps, other]

Title: Global solution for superlinear stochastic heat equation on $\mathbb{R}^d$ under Osgood-type conditions

Authors: Le Chen, Mohammud Foondun, Jingyu Huang, Michael Salins

Subjects: Probability (math.PR)