Author

Cheuk-Yin Lee

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Preprint Oct 2026

Dynamics of the Liquidity Profile in Concentrated Liquidity Provision: An SPIDE Approach

We model the dynamics of the liquidity profile in Uniswap~V3 and other concentrated-liquidity automated market makers with a stochastic partial integro-differential equation (SPIDE). The profile, the aggregate of all provider positions across tick space, evolves under a degenerate Sturm--Liouville operator, which encod...

Cheuk-Yin Lee, J. Risk, Shen-Ning Tung et al. · 1 citation

Preprint Sep 2026

Sharp regularity and small ball probabilities for the stochastic heat equation on bounded domains

We consider the stochastic heat equation $\partial_t u(t,x) = \Delta u(t,x) + \dot{W}_\alpha(t,x)$ on a bounded Lipschitz domain with zero Dirichlet boundary condition and zero initial condition, where $\dot{W}_\alpha$ is a Gaussian noise that is white in time and whose spatial covariance is the kernel of $(-\Delta)^{-...

Jing Hu, Cheuk-Yin Lee · 1 citation