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math.PR2026
Coupling some conditioned L{é}vy trees with the Kesten tree
Romain Abraham, Jean-François Delmas
We consider locally compact L{é}vy trees conditioned to be large, with respect to different criterion: its height, its maximal ''size'' vertex and its total ''mass''. In the criti…
math.PR2026
Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
Eduardo Abi Jaber, Aurélien Alfonsi, Guillaume Szulda
We establish new weak existence results for -dimensional Stochastic Volterra Equations (SVEs) with continuous coefficients and possibly singular one-dimensional non-convolution…
math.PR2026
Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
Pierre Cardaliaguet, Benjamin Jourdain
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in…