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- On the Pontryagin Maximum Principle for Rough Stochastic Differential Equations
- CLT for quadratic additive functionals of three-dimensional and four-dimensional voter models
- Holomorphic Cauchy Networks for Efficient Stationary Tail Computation in High-Dimensional Reflected Brownian Motions
- Global Well-posedness and Asymptotic Extinction for Keller-Segel Systems with Superlinear Noise
- Log-concavity of longest increasing subsequence
- Risk measures for infinite-server queues driven by a Cox-BESQ process
- Underdamped Anchored Langevin Dynamics
- A sharp survival threshold for branching Brownian motion in a self-generated resource environment
- Reconstruction of Heat Geometry from a Scalar Process
- Asymptotics and finite sample bounds for prediction and smoothing in Wright-Fisher hidden Markov models
- A general-purpose multi-path stacked coupling for stochastic reaction networks
- Sharp approximations for the stationary measures of the open ASEP I: The shock region
- Sharp approximations for the stationary measures of the open ASEP II: The coexistence line
- Approximate Counting for Mixed p-Spin Glasses in Weak External Fields via Cluster Expansion
- Sharp approximations for the stationary measures of the open ASEP III: The fan region
- Local Law and Eigenvector Delocalization for Random Lifts
- Perfect sampling of Ising spin glasses with bounding chains
- Spectral delocalization and central limit theorems for Fourier functionals of stationary Gaussian fields
- A Central Limit Theorem for High-Temperature SYK Model: A case study on mathematical research using AI and Lean
- Statistics on Yau's conjecture: Variance asymptotics
- Large deviations from a stable steady state for damped dispersive PDEs with vanishing random kicks
- Beyond minutes played: Rotation architecture as a persistent club-level signature in elite basketball
- Mutation-resolved ABL1 inhibitor resistance prediction under mutation-disjoint and temporal cross-study validation
- Unraveling the shared genetic architecture of metabolic bone diseases via genomic structural equation modeling and multi-omics integration
- Variance and volatility swap valuation with nonlinear liquidity-feedback stochastic volatility and regime switching