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math.PR2026
Smoothness of martingale observables and generalized Feynman-Kac formulas
Alex Karrila, Lauri Viitasaari
We prove that, under the Hörmander criterion on an Itô process, all its martingale observables are smooth. As a consequence, we also obtain a generalized Feynman-Kac formula prov…
math.PR2026
A new computation of pairing probabilities in several multiple-curve models
Alex Karrila
We give a new, short computation of pairing probabilities for multiple chordal interfaces in the critical Ising model, the harmonic explorer, and for multiple level lines of the Ga…