Related papers: Finitely Additive Supermartingales
We introduce a theory of stochastic integration with respect to a family of semimartingales depending on a continuous parameter, as a mathematical background to the theory of bond markets. We apply our results to the problem of…
On spaces of finite signed Borel measures on a metric space one has introduced the Fortet-Mourier and Dudley norms, by embedding the measures into the dual space of the Banach space of bounded Lipschitz functions, equipped with different --…
The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…
We consider the problem of reconstructing a function given its values on a set of points with finite density. We prove that with probability one, the values of an almost periodic function on a random array of points (with finite density)…
Finite mixtures are a flexible modeling tool for irregularly shaped densities and samples from heterogeneous populations. When modeling with mixtures using an exchangeable prior on the component features, the component labels are arbitrary…
Using purely combinatorial means we obtain results on simultaneous Diophantine approximation modulo 1 for systems of polynomials with real coefficients and no constant term.
The metrical theory of the product of consecutive partial quotients is associated with the uniform Diophantine approximation, specifically to the improvements to Dirichlet's theorem. Achieving some variant forms of metrical theory in…
Termination is one of the basic liveness properties, and we study the termination problem for probabilistic programs with real-valued variables. Previous works focused on the qualitative problem that asks whether an input program terminates…
A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…
Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…
We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…
The classical Khintchine and Jarn\'ik theorems, generalizations of a consequence of Dirichlet's theorem, are fundamental results in the theory of Diophantine approximation. These theorems are concerned with the size of the set of real…
We consider a "superposition operator" obtained through the continuous superposition of operators of mixed fractional order, modulated by a signed Borel finite measure defined over the set $[0, 1]$. The relevance of this operator is rooted…
The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…
We study when Fourier transforms of Gibbs measures of sufficiently nonlinear expanding Markov maps decay at infinity at a polynomial rate. Assuming finite Lyapunov exponent, we reduce this to a nonlinearity assumption, which we verify for…
The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…
We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
This paper develops a smoothing-based postprocessing method for superconvergence in finite element methods. The method applies a few smoothing iterations, such as damped Jacobi, Gauss-Seidel, or conjugate gradient, with initial guess being…
In this paper, we study a type of reflected BSDE with a constraint and introduce a new kind of nonlinear expectation via BSDE with a constraint and prove the Doob-Meyer decomposition with respect to the super(sub)martingale introduced by…