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math.PR2026
Killed resolvents and measure-valued stopping gains for reflected optimal stopping with max-type rewards
Louis Shuo Wang, Jiguang Yu, Ye Liang
We study an infinite-horizon optimal stopping problem for a normally reflected two-dimensional diffusion in the positive quadrant with nonsmooth max-type reward \(G(x_1,x_2)=x_1\ve…
math.PR2026
Full-Covariance Chemical Langevin Predator--Prey Diffusion with Absorbing Boundaries
Jiguang Yu, Louis Shuo Wang, Yuansheng Gao +1
Many stochastic Rosenzweig--MacArthur predator--prey models inject ad hoc independent (diagonal) noise and therefore cannot encode the event-level coupling created by predation and…