Related papers: A note on the planar Skorokhod embedding problem
We introduce an embedding of the Klein-Gordon equation into a pair of coupled equations that are first-order in time. The existence of such an embedding is based on a positivity property exhibited by the Klein-Gordon equation. These coupled…
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…
We show an intimate connection between solutions of the Skorokhod Embedding Problem which are given as the first hitting time of a barrier and the concept of shadows in martingale optimal transport. More precisely, we show that a solution…
We generalize and improve results of Andrews, Gravner, Holroyd, Liggett, and Romik on metastability thresholds for generalized two-dimensional bootstrap percolation models, and answer several of their open problems and conjectures.…
In this paper we present two new approaches for finding good starting solutions to the planar p-median problem. Both methods rely on a discrete approximation of the continuous model that restricts the facility locations to the given set of…
In this paper, we present the solution to Kolmogorov's problem for the classes of multiply monotone and completely monotone functions together with its connections to the Markov moment problem, Hermite-Birkhoff interpolation problem, and…
We study extensions of the classic \emph{Line Cover} problem, which asks whether a set of $n$ points in the plane can be covered using $k$ lines. Line Cover is known to be NP-hard, and we focus on two natural generalizations. The first is…
The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…
These notes are based on a five-part minicourse on stabilized symplectic embeddings given in Les Mar\'ecottes, Switzerland during a September 2025 workshop. Our main goal is to explain the recent resolution of the (restricted) stabilized…
We solve the Skorokhod embedding problem for a class of Gaussian processes including Brownian motion with non-linear drift. Our approach relies on solving an associated strongly coupled system of Forward Backward Stochastic Differential…
We present a continuous/discontinuous Galerkin method for approximating solutions to a fourth order elliptic PDE on a surface embedded in $\mathbb{R}^3$. A priori error estimates, taking both the approximation of the surface and the…
The 1-Steiner tree problem, the problem of constructing a Steiner minimum tree containing at most one Steiner point, has been solved in the Euclidean plane by Georgakopoulos and Papadimitriou using plane subdivisions called oriented…
In this article, we consider the Euclidean dispersion problems. Let $P=\{p_{1}, p_{2}, \ldots, p_{n}\}$ be a set of $n$ points in $\mathbb{R}^2$. For each point $p \in P$ and $S \subseteq P$, we define $cost_{\gamma}(p,S)$ as the sum of…
In order to anticipate rare and impactful events, we propose to quantify the worst-case risk under distributional ambiguity using a recent development in kernel methods -- the kernel mean embedding. Specifically, we formulate the…
The Littlewood-Offord problem is a classical question in probability theory and discrete mathematics, proposed, firstly by Littlewood and Offord in the 1940s. Given a set $A$ of integer, this problem asks for an upper bound on the…
We show that a simple geometric result suffices to derive the form of the optimal solution in a large class of finite and infinite-dimensional maximum entropy problems concerning probability distributions, spectral densities and covariance…
Erwin Schroedinger posed, and to a large extent solved in 1931/32 the problem of finding the most likely random evolution between two continuous probability distributions. This article considers this problem in the case when only samples of…
Given a system of equations in a "random" finitely generated subgroup of the braid group, we show how to find a small ordered list of elements in the subgroup, which contains a solution to the equations with a significant probability.…
This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors possibly diverge to infinity. We apply the developed theory…
A problem of monoenergetic particles pulse reflection from half-infinite stratified medium is considered in conditions of elastic scattering with absorbtion account. The theory is based on multiple scattering series solution of Kolmogorov…