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math.ST2026
Drift parameter estimation for interacting particle systems with singular repulsion
Chiara Amorino, Jacek Malecki, Radomyra Shevchenko
We study the estimation of the interaction parameter in singular interacting particle systems from continuous and discrete observations over a fixed time horizon. The singularity o…
math.PR2026
Generalized Bessel-Dunkl diffusions
Jacek Małecki
We develop a general theory of Bessel-Dunkl type diffusions in Weyl chambers associated with classical root systems. The class considered here allows time-dependent and configurati…