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math.PR2026
One-dimensional Feynman--Kac regularity under the Engelbert--Schmidt conditions
Johannes Ruf
Let be a time-homogeneous one-dimensional diffusion whose coefficients satisfy the Engelbert--Schmidt conditions, and let be a bounded potential. We show that the associate…
math.ST2026
Strong duality for the GROW criterion
Ashwin Ram, Martin Larsson, Johannes Ruf +1
This paper presents general strong duality results when testing hypotheses by betting against them. A bet is an e-variable for a composite null hypothesis $\Pcal$: a nonnegative ra…