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math.PR2024
A Mimicking Theorem for processes driven by fractional Brownian motion
Kevin Hu, Kavita Ramanan, William Salkeld
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of thes…
math.PR2024
The fundamental martingale with applications to Markov Random Fields
Kevin Hu, Kavita Ramanan, William Salkeld
We consider collections of SDEs indexed by a graph. Each SDE is driven by an additive Gaussian noise and each drift term interacts with all other SDEs within the graph neighbourhoo…