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math.PR2026
Some remarks on Talagrand's convolution conjecture
Alexander Shaposhnikov
We present self-contained martingale proofs of Talagrand's convolution conjecture in the Gaussian and Boolean settings with explicit dimension-free constants. The argument is based…
math.PR2025
Uniqueness for stochastic differential equations in Hilbert spaces with irregular drift
Lukas Anzeletti, Oleg Butkovsky, Máté Gerencsér +1
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in…