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math.PR2022★ 2 cited
Gaussian random projections of convex cones: approximate kinematic formulae and applications
Qiyang Han, Huachen Ren
Understanding the stochastic behavior of random projections of geometric sets constitutes a fundamental problem in high dimension probability that finds wide applications in divers…
math.PR2013
Pathwise uniqueness of one-dimensional SDEs driven by one-sided stable processes
Hua Ren
For , we consider stochastic differential equations driven by one-sided stable processes of order : \[dX_t= ϕ(X_{t-})\ dZ_t.\] We prove that pathwise uniqueness hold…