概率论

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

We study the numerical approximation of backward stochastic Volterra integral equations (BSVIEs) and their reflected extensions, which naturally arise in problems with time inconsistency, path dependent preferences, and recursive utilities…

We prove the existence and conditional uniqueness in the Krylov class for SDEs with singular divergence-free drifts in the endpoint critical Lorentz space $L^{\infty}(0,T; L^{d,\infty}(\mathbb{R}^d))$, $d \geqslant 2$, which particularly…

In this work, we introduce a spatial branching process to model the growth of the mycelial network of a filamentous fungus. In this model, each filament is described by the position of its tip, the trajectory of which is solution to a…

Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion…

We investigate the interplay between three possible properties of stationary point processes: i) Finite Coulomb energy with short-scale regularization, ii) Finite $2$-Wasserstein transportation distance to the Lebesgue measure and iii)…

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

We present an elementary proof establishing the equality of the right and left-sided $\sqrt{\kappa}$-quantum lengths for an SLE$_\kappa$ curve, where $\kappa\in (0,4]$. We achieve this by demonstrating that the$\sqrt{\kappa}$-quantum length…

We propose a simple construction of the Anderson Hamiltonian with white noise potential on $\mathbf{R}^2$ and $\mathbf{R}^3$ based on the solution theory of the parabolic Anderson model. It relies on a theorem of Klein and Landau [KL81]…

Although lattice Yang-Mills theory on finite subgraphs of $\mathbb Z^d$ is easy to rigorously define, the construction of a satisfactory continuum theory on $\mathbb R^d$ is a major open problem when $d \geq 3$. Such a theory should in some…

We prove the existence and uniqueness of the solution of a BSDE with time-delayed generators in the small delay setting (or equivalently small Lipschitz constant), which employs the Stieltjes integral with respect to an increasing…

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,\phi)+\mathcal{L}u(t,\phi)+f(t,\phi,u(t,\phi),\partial_{x}u(t,\phi)…

In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…

Consider a supercritical Crump-Mode-Jagers process $(\mathcal{Z}_{t}^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$ that depends on an individual's life and their descendant process up to a fixed generation. Under…

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

We investigate rumor spreading in a generalized Maki-Thompson model with spontaneous stifling, evolving on quasi-transitive networks. Individuals are either ignorants, spreaders, or stiflers; spreaders stop by contact with other spreaders…

This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift…

We introduce a modified Consensus-Based Optimization model that admits a fully unified and rigorous analysis of its finite-particle dynamics, the associated McKean--Vlasov equation, and their optimization behavior under a single set of…

In this paper, we prove an optimal global rigidity estimate for the eigenvalues of the Jacobi unitary ensemble. Our approach begins by constructing a random measure defined through the eigenvalue counting function. We then prove its…