概率论
We consider a general class of contact processes on $\mathbb{Z}^d$ with potentially long-range interactions. By adapting well established renormalization arguments to the long-range setting we extend by now classical results for…
We address the optimal control of stochastic Volterra integral equations with delay through the lens of Hida-Malliavin calculus. We show that the corresponding adjoint processes satisfy an anticipated backward stochastic Volterra integral…
The critical 2D Stochastic Heat Flow (SHF) is a universal measure-valued process that provides a notion of solution to the ill-defined 2D stochastic heat equation. We investigate the SHF in the large-time and strong-disorder regimes,…
For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and 2.2), we derive the well-posedness and regularity estimates…
This paper establishes a CLT for linear statistics of the form $\langle \mathbf{q},\boldsymbol{\sigma} \rangle$ with quantitative Berry-Esseen bounds, where $\boldsymbol{\sigma}$ is an observation from an exponential family with a quadratic…
Modelling the evolution of a continuous trait in a biological population is one of the oldest problems in evolutionary biology, which led to the birth of quantitative genetics. With the recent development of GWAS methods, it has become…
We study the asymptotics of the expected Wasserstein distance between the empirical measure of a Point Process and the background volume form. The main DPP studied is the harmonic ensemble, where we get the optimal rate of convergence for…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
In this paper, we prove existence and uniqueness of energy solutions for nonlinear Schr\"odinger equations with a multiplicative white noise on $R^d$ with $d\le3$. We rely on an exponential trans-form and conserved quantities for existence…
In this paper, we explore quantitative stability of multi-marginal Schr\"odinger bridges with respect to the marginal constraints. We focus on the case where the number of marginal constraints is large (i.e. ``many-marginals"). When this…
We consider nested CLE$_4$ in a simply-connected domain and compute the following renormalised probabilities: the probability that two points belong to the same CLE$_4$ gasket and the probability that two points belong to the outermost…
Consider a generalised preferential attachment tree with attachment function $f$, that is a random tree, where at each time-step a node connects to an existing node $v$ with probability proportional to $f(\mathrm{deg}(v))$, where…
We present and study the Pool model in $\mathbb{R}^2$, a rotationally symmetric analogue of Multi-Particle Diffusion-Limited Aggregation (MDLA), in which particles ("droplets") perform continuous-time random walks and are absorbed upon…
We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a stochastic semilinear heat equation. In this work we exhibit…
This paper investigates the approximation of invariant measures for McKean-Vlasov stochastic differential equations (SDEs) using the Euler-Maruyama (EM) scheme under a monotonicity condition. Firstly, the convergence of the numerical…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
We consider the interacting Bose gas in the thermodynamic limit in a large box in $\R^d$ at positive temperature $1/\beta\in(0,\infty)$ with particle density $\sim\rho\in(0,\infty)$. We follow a path-integral approach and adopt from \cite…
We show for $\kappa \in (4,8)$ that the canonical conformally covariant measure on the conformal loop ensemble (CLE$_\kappa$) gasket, previously constructed indirectly by the first co-author and Schoug, can be realized as the limit of…
We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…