2 papers
math.ST2026
Edge-indexed network time series with graph Ornstein-Uhlenbeck dynamics
Jiaming Chen, Almut E. D. Veraart
We introduce a class of Lévy-driven graph Ornstein-Uhlenbeck (grOU) models for edge-indexed network time series. The proposed framework extends generalized network autoregressive…
math.PR2025
Splitting algorithm and normed convergence for drawing the random Loewner curves
Jiaming Chen, Vlad Margarint
Recent advances in Schramm-Loewner evolution have driven increasing interest in non-standard Loewner flows. In this work, we propose a novel splitting algorithm to simulate random…