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1657 papers in math.PR · page 14
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Energy solutions exist and are unique for noisy NLS on R^d up to dimension 3
Nonlinear Schr\"odinger equations with spatial white noise potential on full space for $d\le 3$
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KL of many-marginal Schrödinger bridges stays bounded independently of marginal count
Quantitative Stability of Many-Marginal Schrodinger Bridge
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Random box load reformulates ball-bin occupancy asymptotics
The Multinomial Allocation Model and the Random Box Load
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CLE₄ gasket probabilities equal Ashkin-Teller spin correlations
Renormalised two-point functions of CLE$_4$ gaskets
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Counter-example shows attachment trees need not have a persistent hub
A counter-example to persistence in generalised preferential attachment trees
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Mean-reflected McKean-Vlasov BSDEs admit unique solutions
Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations
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Generalized mean-reflected McKean-Vlasov BSDEs have unique solutions
Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations
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Small noise preserves blow-up in energy-critical stochastic NLS
The energy-critical stochastic nonlinear Schr\"odinger equation: well-posedness and blow-up
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Circular pool absorbs walkers and grows to preserve mass
Pool model: a mass preserving multi particle aggregation process
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Wasserstein space turns RL policy optimization into a gradient flow
Wasserstein Formulation of Reinforcement Learning. An Optimal Transport Perspective on Policy Optimization
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Noise regularity sets convergence rates in wave-to-heat limit
Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations
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Pair potential recovered from correlation functions
An inversion formula for the 2-body interaction given the correlation functions
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Euler-Maruyama scheme yields unique invariant measure for McKean-Vlasov SDEs
The Euler-Maruyama method for invariant measures of McKean-Vlasov stochastic differential equations
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Entropy bound plus drift convergence proves path-space chaos
A criterion for proving entropy chaos on path space
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Precise tails derived for Dickman-like perpetuities
On the tails of Dickman-like perpetuities
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Toda lattice currents converge to explicit Gaussian limit
Fluctuations for the Toda lattice
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Toda lattice currents converge to Gaussian fluctuations
Fluctuations for the Toda lattice
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Bose gas free energy equals variational infimum over loops and interlacements
The free energy of the interacting Bose gas: a variational description with loops and interlacements
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Random optical circuits limit entanglement to diffusive growth
Entanglement and circuit complexity in finite-depth random linear optical networks
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Best-of-three trim on binary trees limits to càdlàg Brownian erasure
Sweet Trims are made of Threes: A c\`adl\`ag erasure of the Brownian tree
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Temporary withholding boosts pool attack rewards 22x over permanent version
Temporary Power Adjusting Withholding Attack
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Finite withholding beats infinite withholding by unbounded factor in pools
Temporary Power Adjusting Withholding Attack
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Random walk on percolation clusters scales to CLE6 Brownian motion
The scaling limit of random walk and the intrinsic metric on planar critical percolation
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Rate-distortion integral bounds entropic optimal transport
Two-Sided Bounds for Entropic Optimal Transport via a Rate-Distortion Integral
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Sandpiles explode on bounded-degree graphs when mean mass is at least 1
Divisible sandpiles via random walks in random scenery
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Random Weierstrass graph dimension is 3-2β almost surely
On the Hausdorff dimension of graph of random vector-valued Weierstrass function
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Minkowski content yields the CLE gasket measure
Minkowski content construction of the CLE gasket measure
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Potential minimizers match Nash equilibria on unimodular graphs
Potential Games on Unimodular Random Graphs
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t-deformed convolution recovers classical probability at t=-1
Convolution, cumulants and infinitesimal generators in the formal power series ring
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CGMY ATM call prices expand as d1 t^{1/Y} plus d2 t plus higher terms
Higher-order ATM asymptotics for the CGMY model via the characteristic function
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Node2vec wedge lift equates regularity with weighted Eulerianity
node2vec or triangle-biased random walks: stationarity, regularity & recurrence
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Random Boolean functions uniquely recovered from low-degree Fourier above p/2
Low-Degree Fourier Threshold for Random Boolean Functions
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Infinite spin lattice keeps invariant measure with noise on one site
Invariant and periodic measures in classical spin systems on infinite lattices with highly degenerate noise
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Infinite-time large deviations hold for multiradial SLE curves
Multiradial Schramm-Loewner evolution: Infinite-time large deviations and transience
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Pointwise Lyapunov exponents depend only on current noise and position
Integral representation of Lyapunov exponents
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Optimal dividends reduce to bail-out or bankruptcy cases
A simple approach to the L{\o}kka-Zervos dichotomy for absolutely continuous dividend strategies
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t-SNE loses important data features in multiple scenarios
Some Theoretical Limitations of t-SNE
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Cyclic noise model adds long memory to periodic signals
Cyclic fractional Gaussian noise: time and frequency domain properties
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Shocks reconstruct all instability points in the KPZ fixed point
Shocks, instability, and the twenty networks of infinite geodesics in the Directed Landscape
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Quickselect worst-case limit S has tail rate t log t + O(t log log t)
The Distributional Tail of Worst-Case Quickselect
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One fixed dataset trains controls for unknown non-Markovian models
Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version
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Markov chains with matching images can be jointly coupled
Coupling Markov chains with a common image chain
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SAGA-LD converges to a limiting distribution
On ergodicity of the SAGA-LD algorithm
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Reactive diffusions converge to a moving-boundary PDE
A free boundary problem for the mean-field limit of diffusing particles with nonlinear boundary reactivity
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Reactive particle system converges to nonlinear free-boundary limit
A free boundary problem for the mean-field limit of diffusing particles with nonlinear boundary reactivity
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Log-concave samples yield random spaces at distance cn/log(1+m/n)
Banach-Mazur distances and basis constants of isotropic log-concave random spaces
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The paper uses stochastic methods to prove a sharpened version of Beckner's inequality…
Stochastic analysis of Beckner's and related functional inequalities
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This paper studies mixtures of Markov kernels that blend a baseline sampler with a Gibbs…
On additive averaging kernels for finite Markov chains
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Weak solutions exist for Lévy-driven distribution-dependent SDEs
Weak solution for distribution dependent SDEs driven by L\'{e}vy noise
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Ginibre product eigenvalues transition continuously from normal to Gumbel
From Gaussian to Gumbel: extreme eigenvalues of complex Ginibre products with exact rates