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math.PR2026
Fast Switching Near a Smooth Interface: A Curvature-Universal Kirchhoff Limit
Leonardo Marconi
We derive a weighted Kirchhoff diffusion on a smooth Riemannian open book as a scaling limit of regime-switching Brownian motions on boundaryless manifolds. The pages are compact R…
math.PR2026
Geometric Regime--Switching Diffusions on Stratified Riemannian Spaces with an Application to Covariance Matrices
Leonardo Marconi, Matteo Farnè, Alexander Aue
We construct geometric regime-switching diffusions, a class of Markov processes on locally compact stratified Riemannian state spaces. In contrast with classical regime-switching a…
math.PR2024
On some stochastic hyperbolic equations with symplectic characteristics
Enrico Bernardi, Leonardo Marconi
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extend…