464 citations
- Graz University of TechnologyAT18 papers
- Stellenbosch UniversityZA18 papers
- Lakeside LabsAT11 papers
- TU WienAT11 papers
- Max Planck Institute for Dynamics of Complex Technical SystemsDE8 papers
- Politecnico di MilanoIT8 papers
- TU Dortmund UniversityDE8 papers
- University of ViennaAT8 papers
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17 papers · 1 filter
1+O(1) asymptotics for loop percolation in five and higher dimensions
Quirin Vogel
We calculate the one-arm probability and the two-point function for loop percolation in dimensions five and higher on the lattice up to first order. This answers a question posed b…
Bicausal optimal transport for SDEs with irregular coefficients
Michaela Hitz, Benjamin A. Robinson
We solve constrained optimal transport problems in which the marginal laws are given by the laws of solutions of stochastic differential equations (SDEs). We consider SDEs with irr…
A regularized Kellerer theorem in arbitrary dimension
Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer
We present a multidimensional extension of Kellerer's theorem on the existence of mimicking Markov martingales for peacocks, a term derived from the French for stochastic processes…
The longest edge of the one-dimensional soft random geometric graph with boundaries
Arnaud Rousselle, Ercan Sönmez
The object of study is a soft random geometric graph with vertices given by a Poisson point process on a line and edges between vertices present with probability that has a polynom…
Persistence probabilities of mixed FBM and other mixed processes
Frank Aurzada, Martin Kilian, Ercan Sönmez
We consider the sum of two self-similar centred Gaussian processes with different self-similarity indices. Under non-negativity assumptions of covariance functions and some further…
Regularization of differential equations by two fractional noises
David Nualart, Ercan Sönmez
In this paper we show the existence and uniqueness of a solution for a stochastic differential equation driven by an additive noise which is the sum of two fractional Brownian moti…