Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation
With Daniel Lacker and Fuzhong Zhou. [arXiv]
From rank-based models with common noise to pathwise entropy solutions of SPDEs
With Mykhaylo Shkolnikov. [arXiv]
Mean field approximations via log-concavity
With Daniel Lacker and Sumit Mukherjee. International Mathematics Research Notices 2024(7): 6008–6042, 2024. [arXiv, DOI]
A trajectorial approach to entropy dissipation for degenerate parabolic equations
With Donghan Kim. Bernoulli 30(3): 2253–756, 2024. [arXiv, DOI]
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
With Daniel Lacker. Annales de l’Institut Henri Poincaré (B) Probabilités et Statistiques 59(1) 364–377, 2023. [arXiv, DOI]
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: gradient flows and HWBI inequalities
With Bertram Tschiderer. Bernoulli 29(1): 725–756, 2023. [arXiv, DOI]
D-Index: a risk measure in a new dimension
With Alfred Ma. The Journal of Index Investing 9(1): 84–91, 2018. [DOI]