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- Functional limiting behaviour of non-stationary marked Hawkes processes under multi-scaling high-intensity regime
- Local uniform asymptotics for a non-standard risk model and interplay of insurance and financial risks stemming by systemic factors
- Yet another asymptotic formula for implied volatility
- Majorizing Measures for Canonical Processes with Log-Concave Tails
- Restart Degeneration of the Swing Filter and a Simple Repair
- On the Equivalence of Stochastic Control and Path Space Formulations for Schrödinger Bridges over Compact Connected Lie Groups
- Spherical statistics and phase transitions in high-dimensional lattices
- Asymptotics for Bivariate Risk Models with Random-Size Clusters of Dependent Claims
- Local Laws and Edge Universality for Noncentral Sample Covariance Matrices
- The Poisson Tail Conjecture for primes in short intervals
- The Global Topology of Orthogonally Decomposable Tensor Landscapes
- Viscosity Solutions for Singular HJB Equations: BSDE Representations and Stochastic Control
- Propagation of Chaos on Riemannian Manifolds
- Cutoff for q-deformed classical card shuffles in the type A Iwahori--Hecke algebra
- A Conditional-Distribution Framework for Validating Synthetic Multivariate Data
- Coloured Epidemic Models: Functional Law of Large Numbers and Propagation of Chaos
- A Dynamic Central Limit Theorem for Mean-Field Quantum Filtering
- Spectral extremes under exact cycle conditioning
- Pareto-Optimal Scheduling in the Half-batch Multiserver-job Model
- Convergence and compactness of discrete aggregation trees
- From skew to reflected SPDEs
- Large deviations for the CRT
- One marked-sum law determines random mass partitions and Ξ-coalescents
- A note on the expectation of zeros of random harmonic polynomials: The Kac model
- Berry-Esseen Bounds for the Number of Real Zeros of Gaussian Weyl Polynomials