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math.PR2026
Extreme points of sets of probability measures and -divergences
Gerrit Bauch, Max Nendel, Alessandro Sgarabottolo
In this work, we prove several equivalent characterizations of the extreme points of convex sets of probability measures of the form , where $\mathc…
math.PR2026
A Small-Noise Analysis of Controlled Functional Differential Equations with Gaussian Noise
David Criens, Max Nendel
We study small-noise asymptotics for controlled functional differential equations driven by additive Gaussian noise. The Gaussian noise is modeled on an abstract Wiener space, cove…