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math.PR2026
Diffusion limits of cyclic finite-velocity random motions along vector fields
Olga Aryasova, Ilya Pavlyukevich, Yusif Sualah
We investigate diffusion approximations for a class of multivariate inhomogeneous finite-velocity random motions motivated by models of active particles. A particle alternates cycl…
math.PR2025
Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
Olga Aryasova, Ilya Pavlyukevich, Andrey Pilipenko
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals…