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researcher

Alexis Anagnostakis

Université de lorraine

10 papers hereh-index 216 citations12 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author6

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.PR6
  • q-fin.MF4
affiliations
  • Université de lorraine

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedFunctional convergence to the local time of a sticky diffusion

4 citations · 8 across the 10 of their papers we have counts for

collaborators
Showing 2025 · math.PRShow all

2 papers · 2 filters

math.PR2025

General diffusions on metric graphs as limits of time-space Markov Chains

Alexis Anagnostakis

We introduce the Space-Time Markov Chain Approximation (STMCA) for a general diffusion process on a finite metric graph Γ. The STMCA is a doubly asymmetric (in both time and spac…

math.PR2025

General diffusions on the star graph as time-changed Walsh Brownian motion

Alexis Anagnostakis

We establish the representation of general regular diffusions on star-shaped graphs as time-changed Walsh Brownian motions. These are regular continuous Markov processes described…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.