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math.PR2026
Fast random sampling and small noise analysis for stochastic control models
Sarvesh Ravichandran Iyer, Vivek Kumar
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N…
math.PR2024
The martingale problem for geometric stable-like processes
Sarvesh Ravichandran Iyer
We prove that the martingale problem is well posed for pure-jump Lévy-type operators of the form $$ (\mathcal Lf)(x) = \int_{\mathbb R^d \setminus \{0\}} \left(f(x+h)-f(x) - (\nab…