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Showing 2023 · math.PRShow all
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math.PR2023
Integration by parts formula for exit times of one dimensional diffusions
Noufel Frikha, Arturo Kohatsu-Higa, Libo Li
In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an inte…
math.PR2023
Fluctuations of lattice zonotopes and polygons
Théophile Buffière, Philippe Marchal
Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for…