2 papers
math.PR2025
Separation of time scales in weakly interacting diffusions
Zachary P. Adams, Maximilian Engel, Rishabh S. Gvalani
We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular se…
math.PR2024
Nonlinear effects within invariance principles
Maximilian Engel, Peter K. Friz, Tal Orenshtein
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis…