期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
We consider a class of particle systems that generalizes the eigenvalues of a class of matrix-valued processes, of which the empirical measures conver......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and th......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
We consider metric graph Gaussian free field (GFF) defined on polygons of delta Z(2) with alternating boundary data. The crossing probabilities for le......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
Suppose N is a compact Riemannian manifold, in this paper we will introduce the definition of N-valued BSDE and L-2(T-m; N)-valued BSDE for which the ......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
Using a divergent Bass-Burdzy flow we construct a self-repelling one-dimensional diffusion. Heuristically, it can be interpreted as a solution to an S......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
Suppose that X, Y are Hilbert-space-valued continuous-path martingales such that Y is differentially subordinate to X. The paper contains the proof of......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
We study unilateral valuation problems for American options within the framework of a general nonlinear market by extending results from Bielecki et a......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ()
By using the heat kernel parameter expansion with respect to the frozen SDEs, the intrinsic derivative is estimated for the law of Mckean-Vlasov SDEs ......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
We study the supercritical contact process on Galton-Watson trees and periodic trees. We prove that if the contact process survives weakly then it dom......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent c......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
The present paper is devoted to the study of the well-posedness of a type of BSDEs with triangularly quadratic generators. This work is motivated by t......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
By combining the coupling by reflection for Brownian motion with the refined basic coupling for Poisson random measure, we present sufficient conditio......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
We establish Holder regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: dXt = sigma(t,Xt-)dZ(t) + b(......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
In this paper, we establish the Freidlin-Wentzell type large deviation principle for porous medium-type equations perturbed by small multiplicative no......
期刊： ELECTRONIC JOURNAL OF PROBABILITY, 2020; 25 ()
In this paper we study the probability that a d dimensional simple random walk (or the first L steps of it) covers each point in a nearest neighbor pa......
