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Cylindrical Projections of Occupied Diffusions

math.NA · 2026-04-27 · unverdicted · novelty 6.0

Cylindrical projections approximate infinite-dimensional occupation flows in occupied diffusions, achieving strong convergence with rates and enabling simulations for self-interacting diffusions and the LOV financial model.

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  • Cylindrical Projections of Occupied Diffusions math.NA · 2026-04-27 · unverdicted · none · ref 3

    Cylindrical projections approximate infinite-dimensional occupation flows in occupied diffusions, achieving strong convergence with rates and enabling simulations for self-interacting diffusions and the LOV financial model.