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math.PR2026
Wealth exchange under ceiling and flooring constraints: a modified Bennati-Dragulescu-Yakovenko model
Fei Cao, Sebastien Motsch, Wendy Garcia Umbarita
We investigate the classical Bennati-Dragulescu-Yakovenko (BDY) dollar exchange model introduced in \cite{dragulescu_statistical_2000} where the effects of wealth ceiling and wealt…
math.PR2025
Generative diffusion models from a PDE perspective
Fei Cao, Kimball Johnston, Thomas Laurent +2
Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of th…