概率论

We study a large class of scaling-critical reaction-diffusion equations in two spatial dimensions, where the initial data is white noise mollified at scale $\varepsilon^2$ and the reaction term is attenuated by a factor of…

The problem of what moments can exist for the coding radius of a finitary map between two i.i.d. processes, has been extensively studied in the case of $\mathbb{Z}$-processes. Here we treat this problem for factor maps between…

Assuming uniqueness of the martingale problem for Markov processes of generators $q_t$ in a quadratic family like \[q_t(i,j) = a_t(i) q_0(i,j)^2 + b_t(i) q_0(i,j) - \frac{a_t(i)}{N} \sum_k q_0(i,k)^2,\] where $a_t(i),b_t(i)$ are predictable…

We consider ground state energies (GSE) of multipartite $p$-spin models. Relying on partially lifted random duality theory (pl RDT) concepts we introduce an analytical mechanism that produces easy to compute lower and upper GSE bounds for…

The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with quadratic generators. To this end, we provide a full construction of explicit solutions to…

We analyze the stationary tail of a fixed-point equation arising in branching processes with state-independent immigration, when both immigration and offspring distributions have heavy tails with boundary index one. We prove that \[ P(X >…

In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via the weak convergence approach, providing a refined…

A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…

We present vector-valued concentration inequalities for the biased measure on the discrete hypercube with an optimal dependence on the bias parameter and the Rademacher type of the target Banach space. These results allow us to obtain novel…

We prove a quantitative estimate for the homogenization length scale in terms of the ellipticity ratio $\Lambda/\lambda$ of the coefficient field. This upper bound applies to high-contrast elliptic equations exhibiting near-critical…

Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…

We consider global 2-SLE$_{\kappa}$ $(\eta_1, \eta_2)$ in a topological rectangle with $\kappa\in (4,8)$. We derive the law of a random hitting point of the curves and show that, conditional on this random hitting point, the pair of two…

We consider i.i.d. first-passage percolation (FPP) on the two-dimensional square lattice, in the critical case where edge-weights take the value zero with probability $\tfrac{1}{2}$. Critical FPP is unique in that the Euclidean lengths of…

We consider the hard-edge scaling of the Mittag-Leffler ensemble confined to a fixed disk inside the droplet. Our primary emphasis is on fluctuations of rotationally-invariant additive statistics that depend on the radius and thus give rise…

We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all…

We consider the self-repelling Brownian polymer, introduced in [APP83], which is formally defined as the solution of a singular SDE. The singularity comes from the drift term, which is given by the negative gradient of the local time. We…

This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $\int_{t}^{T}g(Y_{r})\eta(dr,X_{r})$, with…

We provide a stochastic analysis of an overlapping-generations model under incomplete markets. By casting individual optimisation with idiosyncratic income risk into a forward-backward stochastic differential equation (FBSDE) system, we (i)…

In a high-frequency context, we investigate the efficient estimation of scaling and jump activity parameters for a stochastic differential equation driven by a L{\'e}vy process with both diffusion component and pure-jump component. We first…

We consider the optimal allocation of (perfect) vaccine in an heterogeneous SIS model. Using a coupling approach, we explain how different models for the heterogeneity of the population lead to the same Pareto frontier in the cost/loss…