2 problems

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Weak convergence of hyperplane quantile functionals for volatility-diffusion processes
Let $Y$ solve the stochastic differential equation … where $b$ is a $d\times d$ time-homogeneous volatility matrix, and assume that $b$ satisfies standard technical assumptions. Le…
Conjectureopenskorokhod-topology stochastic-processes weak-convergencearXiv posted 2 days ago
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Conjecture on sensitivity to initial data for minimal solutions of the supercooled Stefan problem
Sensitivity conjecture. The map
Conjectureopenskorokhod-topology stefan-problem stochastic-processesarXiv posted 2 days ago

Weak convergence of hyperplane quantile functionals for volatility-diffusion processes