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math.PR2025
Large Excursions of Reflected Lévy Processes: Asymptotic Shapes
Zhi-Hao Cui, Hao Wu, Wei Xu
This paper primarily investigates the geometric properties of excursions of Lévy processes reflected at the past infimum with long lifetime or large height. For an oscillating proc…
math.PR2025
Multiradial SLE with spiral: resampling property and boundary perturbation
Chongzhi Huang, Eveliina Peltola, Hao Wu
We consider multiple radial Schramm-Loewner evolution (SLE) curves with various time parameterizations and possible spiraling behavior. We construct them by tilting independent rad…
math.PR2025
The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
Hao Wu, Junhao Hu, Chenggui Yuan
In this paper, we first study the large deviation principle (LDP) for non-degenerate McKean-Vlasov stochastic differential equations (MVSDEs) with Hölder continuous drifts by using…