Showing 2026 · math.PRShow all
2 papers · 2 filters
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…