Related papers: Reflection principle and Ocone martingales
We consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show that nonetheless, the particle can be instantaneously…
We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.
In this paper, we study existence and uniqueness to multidimensional Reflected Backward Stochastic Differential Equation in an open convex domain, allowing for oblique directions of reflection. In a Markovian framework, combining \emph{a…
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
Strictly positive logics recently attracted attention both in the description logic and in the provability logic communities for their combination of efficiency and sufficient expressivity. The language of Reflection Calculus RC consists of…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…
In this paper we show for the first time the phenomenon of negative reflection in a simple mechanical structure. The latter is a grating of fixed inclusions embedded in a linear elastic matrix. Numerical analyses for out-of-plane shear…
Given a sequence $(M_{k}, Q_{k})_{k\ge 1}$ of independent, identically distributed ran\-dom vectors with nonnegative components, we consider the recursive Markov chain $(X_{n})_{n\ge 0}$, defined by the random difference equation…
We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…
We study general properties for the family of stochastic processes with polynomial regression property, that is that every conditional moment of the process is a polynomial. It turns out that then there exists a family of polynomial…
We consider a general class of continuous asset price models where the drift and the volatility functions, as well as the driving Brownian motions, change at a random time $\tau$. Under minimal assumptions on the random time and on the…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
We show that, under certain smoothness conditions, a Brownian martingale, when evaluated at a fixed time, can be represented via an exponential formula at a later time. The time-dependent generator of this exponential operator only depends…
Under the assumption of small violations of choice with seed $S$ ($\mathsf{SVC}(S)$), the failure of many choice principles reflect to to local properties of $S$, which can be a helpful characterisation for preservation proofs. We…
We study the backward scatterings of plane waves by reciprocal scatterers and reveal that $n$-fold ($n\geq3$) rotation symmetry is sufficient to secure invariant backscattering for arbitrarily-polarized incident plane waves. It is further…
Continuing [Fuchino, Ottenbreit and Sakai[9, 10]] and [Fuchino and Ottenbreit[11]], we further study reflection principles in connection with the L\"owenheim-Skolem Theorems of stationary logics. In this paper, we mainly analyze the…
Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…
Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm 1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a…