Author

E. Mordecki

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Preprint Sep 2026

Consistency and Convergence of the Backward-Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion

We study the backward-Euler scheme for a class of stochastic functional differential equations (SFDEs) with memory driven by a fractional Brownian motion with Hurst parameter H>1/2. We first establish the local consistency of the method, with a local truncation error of order H -$\rho$- $\beta$ + 1, and then, as the ma...

Alexander Abreu, Lisandro Fermin, E. Mordecki et al. · 0 citations

Preprint Aug 2026

A contiguity approach to replica symmetric marginals

We develop a probabilistic cavity-contiguity framework for proving replica-symmetric convergence of local marginals in mean-field Gibbs systems. The approach is based on cavity decompositions of the Hamiltonian together with direct comparison of probability measures through Radon-Nikodym derivatives and Hellinger-type...

E. Mordecki, Anas A. Rahman, Manuel Sáenz · 0 citations