activity
20062023
most citedAnalysis of continuous strict local martingales via h-transforms

65 citations · 377 across the 50 of their papers we have counts for

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Showing 2018Show all

5 papers · 1 filter

math.PR2018★ 7 cited

Aldous diffusion I: a projective system of continuum -tree evolutions

Noah Forman, Soumik Pal, Douglas Rizzolo +1

The Aldous diffusion is a conjectured Markov process on the space of real trees that is the continuum analogue of discrete Markov chains on binary trees. We construct this conjectu…

math.PR2018

A Note on Transportation Cost Inequalities for Diffusions with Reflections

Soumik Pal, Andrey Sarantsev

We prove that reflected Brownian motion with normal reflections in a convex domain satisfies a dimension free Talagrand type transportation cost-information inequality. The result…

math.PR2018

Multiplicative Schrödinger problem and the Dirichlet transport

Soumik Pal, Ting-Kam Leonard Wong

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show th…

math.PR2018★ 8 cited

Interval partition evolutions with emigration related to the Aldous diffusion

Noah Forman, Soumik Pal, Douglas Rizzolo +1

We construct a stationary Markov process corresponding to the evolution of masses and distances of subtrees along the spine from the root to a branch point in a conjectured station…

math.PR2018

Projections of the Aldous chain on binary trees: Intertwining and consistency

Noah Forman, Soumik Pal, Douglas Rizzolo +1

Consider the Aldous Markov chain on the space of rooted binary trees with labeled leaves in which at each transition a uniform random leaf is deleted and reattached to a unifor…