![[2606.04179] Functional Scaling Limits of Interpolated Correlated Random Walks in Hölder Topology](/static/img/curated/desks/afbytes-tech.png)
[2606.04179] Functional Scaling Limits of Interpolated Correlated Random Walks in Hölder Topology
Abstract page for arXiv paper 2606.04179: Functional Scaling Limits of Interpolated Correlated Random Walks in Hölder Topology
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[2606.04245] Properties of a Special Type of Filtration and its Martingale Criteria
Abstract page for arXiv paper 2606.04245: Properties of a Special Type of Filtration and its Martingale Criteria
[2606.04546] Bivariate inverse Gaussian degradation processes with shared random effects and an application to fatigue cracks
Abstract page for arXiv paper 2606.04546: Bivariate inverse Gaussian degradation processes with shared random effects and an application to fatigue cracks
[2606.04845] Bayesian learning for the stochastic shortest path problem
Abstract page for arXiv paper 2606.04845: Bayesian learning for the stochastic shortest path problem
[2507.05005] Approximation of the Lévy-driven stochastic heat equation on the sphere
Abstract page for arXiv paper 2507.05005: Approximation of the Lévy-driven stochastic heat equation on the sphere
[2606.04270] Space-Time Duality in Relativistic Diffusion via Subordination
Abstract page for arXiv paper 2606.04270: Space-Time Duality in Relativistic Diffusion via Subordination
[2606.03769] Bregman meets Lévy: Stochastic mirror descent with heavy-tailed noise in continuous and discrete time
Abstract page for arXiv paper 2606.03769: Bregman meets Lévy: Stochastic mirror descent with heavy-tailed noise in continuous and discrete time
[2407.10557] The bilateral generalized inverse Gaussian process with applications to financial modeling
Abstract page for arXiv paper 2407.10557: The bilateral generalized inverse Gaussian process with applications to financial modeling
[2505.12926] Convergence to equilibrium for density dependent Markov jump processes
Abstract page for arXiv paper 2505.12926: Convergence to equilibrium for density dependent Markov jump processes
[2606.03048] The Value Function Semi-Algebraic Set in Partially Observable Markov Decision Processes
Abstract page for arXiv paper 2606.03048: The Value Function Semi-Algebraic Set in Partially Observable Markov Decision Processes
[2606.02786] Non-local SDEs, critical drifts and local blow-ups
Abstract page for arXiv paper 2606.02786: Non-local SDEs, critical drifts and local blow-ups
[2605.30629] Search at bounded speed with immigration
Abstract page for arXiv paper 2605.30629: Search at bounded speed with immigration
[2605.30616] Brownian motion: the hyperbolic number setting
Abstract page for arXiv paper 2605.30616: Brownian motion: the hyperbolic number setting
[2605.31573] The Value of Temporary Control for the M
Abstract page for arXiv paper 2605.31573: The Value of Temporary Control for the M/M/1 Queue
[2309.04864] On the Poisson Follower Model
Abstract page for arXiv paper 2309.04864: On the Poisson Follower Model
[2507.05930] Rough SDEs and Robust Filtering for Jump-Diffusions
Abstract page for arXiv paper 2507.05930: Rough SDEs and Robust Filtering for Jump-Diffusions
[2510.19114] Recent developments in exponential functionals of Lévy processes
Abstract page for arXiv paper 2510.19114: Recent developments in exponential functionals of Lévy processes
[2605.27859] Near-Unit-Root Theory for Affine Processes
Abstract page for arXiv paper 2605.27859: Near-Unit-Root Theory for Affine Processes
[2502.14498] Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes
Abstract page for arXiv paper 2502.14498: Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes
[2507.09787] Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise
Abstract page for arXiv paper 2507.09787: Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Frac...
[2411.10586] A convergence framework for Airy$
Abstract page for arXiv paper 2411.10586: A convergence framework for Airy$_β$ line ensemble via pole evolution
[2504.10633] Diffusion Limits for Measure-Valued Queueing Models, With Application to General Random Order of Service Queues
Abstract page for arXiv paper 2504.10633: Diffusion Limits for Measure-Valued Queueing Models, With Application to General Random Order of Service Queues
[2509.06730] Hyperbolic branching Brownian motion: the empirical limit measure
Abstract page for arXiv paper 2509.06730: Hyperbolic branching Brownian motion: the empirical limit measure