Research

Publications

Preprints

  1. Higher-Order Gaussian Approximations on Path Space for the Simple Symmetric Exclusion Process

    with Benjamin Gess

    preprint (2026). (arXiv)

  2. Degree corrected stochastic block model: excursion representation

    with David Clancy, Jr. and Vlada Limic

    preprint. (arXiv)

  3. A Central Limit Theorem for Modified Massive Arratia Flow

    with Andrey Dorogovtsev and Max von Renesse

    preprint. (arXiv)

  4. Spectral gap estimates for Brownian motion on domains with sticky-reflecting boundary diffusion

    with Max von Renesse and Victor Marx

    preprint. (arXiv)

Publications in Peer-Reviewed Journals

  1. A quantitative central limit theorem for the simple symmetric exclusion process

    with Benjamin Gess

    Annals of Probability. Vol. 54 (2026), no. 6, 2858–2905. (arXiv)

  2. Ill-posedness of the pure-noise Dean-Kawasaki equation

    with Lorenzo Dello Schiavo

    Electronic Communications in Probability. Vol. 30 (2025), 1-9 (arXiv)

  3. Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

    with Benjamin Gess and Rishabh S. Gvalani

    Probability Theory and Related Fields. (2025), 69 pp. (arXiv)

  4. Numerical approximation and dynamics of periodic solution in distribution of stochastic differential equations

    with Jinhui Zhou, Yongkui Zou and Xue Yang

    Numerical Algorithms. Vol. 98 (2025), no. 1, 30 pp.

  5. Dean-Kawasaki equation with initial condition in the space of positive distributions

    with Fenna Müller

    Journal of Evolution Equations. Vol. 24 (2024), no. 92, 20 pp. (arXiv)

  6. Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent

    with Benjamin Gess and Sebastian Kassing

    Journal of Machine Learning Research. Vol. 25 (2024), no. 30, 27 pp. (arXiv)

  7. On Moments of Multiplicative Coalescents

    with Vlada Limic

    Ann. Inst. Henri Poincaré Probab. Stat. 60 (2024), no.3, 2025-2045. (arXiv)

  8. Reversible Coalescing-Fragmentating Wasserstein Dynamics on the Real Line

    with Max von Renesse

    Journal of Functional Analysis. Vol. 286 (2024), 60pp (arXiv)

  9. Andrii Anatoliyovych Dorogovtsev (on his 60th birthday)

    with Andrey Pilipenko and Georii Riabov

    Ukrainian Mathematical Journal. Vol. 75 (2024), 1635-1637.

  10. On Conditioning Brownian Particles to Coalesce

    with Victor Marx

    Journal of Theoretical Probability. Vol. 36 (2023), 2126–2164 (arXiv)

  11. Coalescing-Fragmentating Wasserstein Dynamics: particle approach

    Annales de l'Institut Henri Poincaré. Vol. 59 (2023), no. 2, 983-1028 (arXiv)

  12. Sticky-Reflected Stochastic Heat Equation Driven by Colored Noise

    Ukrainian Mathematical Journal. Vol. 72 (2021), no. 9, 1377-1419. (arXiv)

  13. Stochastic Block Model in a new critical regime and the Interacting Multiplicative Coalescent

    with Vlada Limic

    Electronic Journal of Probability. Vol. 26 (2021), 23 pp. (arXiv)

  14. On Number of Particles in Coalescing-Fragmentating Wasserstein Dynamics

    Theory of Stochastic Processes. Vol. 25(41) (2020), no. 2, 74-80. (arXiv)

  15. On Dean-Kawasaki Dynamics with Smooth Drift Potential

    with Tobias Lehmann and Max von Renesse

    J. Stat. Phys. 178 (2020), no. 3, 666-681. (arXiv)

  16. Dean-Kawasaki dynamics: Ill-posedness vs. Triviality

    with Tobias Lehmann and Max von Renesse

    Electronic Communications in Probability. Vol. 24 (2019), no. 8, 9 pp. (arXiv)

  17. Modified Massive Arratia flow and Wasserstein diffusion

    with Max von Renesse

    Communications on Pure and Applied Mathematics. Vol. 72 (2019), no. 4, 764-800 (arXiv) (extended version)

  18. On asymptotic behavior of the modified Arratia flow

    Electronic Journal of Probability. Vol. 22 (2017), no. 19, 31 pp. (arXiv)

  19. A system of coalescing heavy diffusion particles on the real line

    Annals of Probability. Vol. 45 (2017), no. 5, 3293-3335. (arXiv)

  20. Large deviations principle for finite system of heavy diffusion particles

    Theory of Stochastic Processes. Vol. 19(35) (2014), no. 1, 37-45.

  21. Mathematical model of heavy diffusion particles system with drift

    Communications on Stochastic Analysis. Vol. 7 (2013), no. 4, 591-605.

  22. The martingale problem for a measurevalued process with heavy diffusion particles

    Theory of stochastic processes. Vol. 17(33) (2011), no. 1, 50-60.

  23. On infinite system of diffusion particles with coalescing

    Theory of Probability and Its Applications. Vol. 55 (2011), no. 1, 134-144.

  24. System of sticking diffusion particles of variable mass

    Ukrainian Mathematical Journal. Vol. 62 (2010), no. 1, 97-113.

Thesis

  1. The system of interacting particles with variable weights

    PhD thesis (in Ukrainian) (PDF)