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Captive diffusions and their applications to order-preserving dynamics
(Royal Society Publishing, 2020-09-30)
We propose a class of stochastic processes that we call captive diffusions, which evolve within measurable pairs of cadlag bounded functions that admit bounded right-derivatives at points where they are continuous. In full ...
Stochastic sequential reduction of commutative Hamiltonians
(AIP Publishing, 2020-10-01)
This paper introduces a class of stochastic processes constructed by conditioning cadlag processes to take a predetermined set of marginal laws at fixed points in time. We collectively refer to the elements of this class ...
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