Exit times from time-dependent random domains: continuity, weak convergence, and exit-time profiles Draft -currently under review at Stochastic Processes and their Applications
Fuente:
arXiv
Enregistré dans:
| Auteur principal: | Guillaume, Tristan |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Stochastic exit-time control on the half-line over a finite horizon
par: Zawisza, Dariusz
Publié: (2025)
par: Zawisza, Dariusz
Publié: (2025)
Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
par: Søjmark, Andreas, et autres
Publié: (2024)
par: Søjmark, Andreas, et autres
Publié: (2024)
A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion, II
par: Markowsky, Greg, et autres
Publié: (2025)
par: Markowsky, Greg, et autres
Publié: (2025)
On the mean exit time from a ball for a symmetric stable process
par: Ryznar, Michal
Publié: (2025)
par: Ryznar, Michal
Publié: (2025)
Long-time propagation of chaos and exit times for metastable mean-field particle systems
par: Monmarché, Pierre
Publié: (2025)
par: Monmarché, Pierre
Publié: (2025)
On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times
par: Chen, Yang, et autres
Publié: (2025)
par: Chen, Yang, et autres
Publié: (2025)
Small fluctuations for time-dependent spherical random fields
par: Carfagnini, Marco, et autres
Publié: (2024)
par: Carfagnini, Marco, et autres
Publié: (2024)
Improved weak convergence for the long time simulation of Mean-field Langevin equations
par: Chen, Xingyuan, et autres
Publié: (2024)
par: Chen, Xingyuan, et autres
Publié: (2024)
Concentration of mean exit times
par: Bessa, G. Pacelli, et autres
Publié: (2025)
par: Bessa, G. Pacelli, et autres
Publié: (2025)
Estimate of the exit time for the Long Range Ising model on random regular graphs
par: Jacquier, Vanessa
Publié: (2025)
par: Jacquier, Vanessa
Publié: (2025)
Variational principles for the exit time of non-symmetric diffusions
par: Huang, Lu-Jing, et autres
Publié: (2020)
par: Huang, Lu-Jing, et autres
Publié: (2020)
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
par: Jarni, Imane, et autres
Publié: (2024)
par: Jarni, Imane, et autres
Publié: (2024)
Master equations for continuous-time random walks with stochastic resetting
par: Colantoni, Fausto, et autres
Publié: (2025)
par: Colantoni, Fausto, et autres
Publié: (2025)
Exceptional points of discrete-time random walks in planar domains
par: Abe, Yoshihiro, et autres
Publié: (2019)
par: Abe, Yoshihiro, et autres
Publié: (2019)
Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models
par: Guillaume, Tristan
Publié: (2026)
par: Guillaume, Tristan
Publié: (2026)
Spectral bounds for exit times on metric measure Dirichlet spaces and applications
par: Mariano, Phanuel, et autres
Publié: (2022)
par: Mariano, Phanuel, et autres
Publié: (2022)
Quantitative homogenization on time-dependent random conductance models with stable-like jumps
par: Chen, Xin, et autres
Publié: (2025)
par: Chen, Xin, et autres
Publié: (2025)
Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
par: Aleksian, Ashot, et autres
Publié: (2025)
par: Aleksian, Ashot, et autres
Publié: (2025)
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
par: Cherif, Dorsaf, et autres
Publié: (2024)
par: Cherif, Dorsaf, et autres
Publié: (2024)
Strong law of large numbers for random walks in weakly dependent random scenery
par: Sharipov, Sadillo
Publié: (2025)
par: Sharipov, Sadillo
Publié: (2025)
Sojourn functionals of time-dependent $χ^2$-random fields on two-point homogeneous spaces
par: Caponera, Alessia, et autres
Publié: (2024)
par: Caponera, Alessia, et autres
Publié: (2024)
Lipschitz continuity of the time constant for continuum percolation
par: Dubin, Karoline, et autres
Publié: (2026)
par: Dubin, Karoline, et autres
Publié: (2026)
First Passage through a Continuous Barrier: Pathwise Decomposition, Random-Time Structure, and Compensators
par: Guillaume, Tristan
Publié: (2026)
par: Guillaume, Tristan
Publié: (2026)
Persistent Homology of the Wiener Sausage II: A Central Limit Theorem for Drifted Planar Brownian Motion
par: Guillaume, Tristan
Publié: (2026)
par: Guillaume, Tristan
Publié: (2026)
Persistence of the Wiener Sausage: Sampling Stability and a Law of Large Numbers for Drifted Planar Brownian Motion DRAFT -CURRENTLY UNDER REVIEW
par: Guillaume, Tristan
Publié: (2026)
par: Guillaume, Tristan
Publié: (2026)
Exit Time Analysis For Kesten's Stochastic Recurrence Equations
par: Rhee, Chang-Han, et autres
Publié: (2025)
par: Rhee, Chang-Han, et autres
Publié: (2025)
Uniform in time modulus of continuity of Brownian motion
par: Chevallier, Julien
Publié: (2023)
par: Chevallier, Julien
Publié: (2023)
Transience of continuous-time conservative random walks
par: Bhattacharya, Satyaki, et autres
Publié: (2023)
par: Bhattacharya, Satyaki, et autres
Publié: (2023)
The structure of entrance and exit at infinity for time-changed Lévy processes
par: Baguley, Samuel, et autres
Publié: (2024)
par: Baguley, Samuel, et autres
Publié: (2024)
A Counterexample to Small-time Limit Theorems for Stochastic Processes
par: Sparago, Pietro Maria
Publié: (2026)
par: Sparago, Pietro Maria
Publié: (2026)
Feynman-Kac formula gor general time dependent stochastic parabolic equation on a bounded domain and applications
par: Hu, Yaozhong, et autres
Publié: (2025)
par: Hu, Yaozhong, et autres
Publié: (2025)
Occupation times for superprocesses in random environments
par: Cheng, Ziling, et autres
Publié: (2025)
par: Cheng, Ziling, et autres
Publié: (2025)
Space-time transport of Brownian exit laws
par: Boudabra, Maher
Publié: (2026)
par: Boudabra, Maher
Publié: (2026)
Non-uniform Edgeworth expansions for weakly dependent random variables and their applications
par: Hafouta, Yeor
Publié: (2025)
par: Hafouta, Yeor
Publié: (2025)
Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
par: Jaber, Eduardo Abi, et autres
Publié: (2025)
par: Jaber, Eduardo Abi, et autres
Publié: (2025)
Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line
par: Wang, Hua-Ming
Publié: (2023)
par: Wang, Hua-Ming
Publié: (2023)
Mixing times of step-reinforced random walks
par: Peres, Yuval, et autres
Publié: (2026)
par: Peres, Yuval, et autres
Publié: (2026)
Hitting time mixing for the random transposition walk
par: Jain, Vishesh, et autres
Publié: (2024)
par: Jain, Vishesh, et autres
Publié: (2024)
The dependency digraph for irreducible finite-range random walk in free groups
par: Guillaume, Chevalier
Publié: (2025)
par: Guillaume, Chevalier
Publié: (2025)
Hitting times in the binomial random graph
par: Granet, Bertille, et autres
Publié: (2024)
par: Granet, Bertille, et autres
Publié: (2024)
Documents similaires
-
Stochastic exit-time control on the half-line over a finite horizon
par: Zawisza, Dariusz
Publié: (2025) -
Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
par: Søjmark, Andreas, et autres
Publié: (2024) -
A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion, II
par: Markowsky, Greg, et autres
Publié: (2025) -
On the mean exit time from a ball for a symmetric stable process
par: Ryznar, Michal
Publié: (2025) -
Long-time propagation of chaos and exit times for metastable mean-field particle systems
par: Monmarché, Pierre
Publié: (2025)