Related papers: Supermartingale Deomposition with General Index Se…

We consider the Dirichlet problem for equation involving a general operator associated with a symmetric transient regular Dirichlet form and bounded Borel measure on the right-hand side of the equation. We introduce a new function space…

The paper is directly motivated by the pricing of vulnerable European and American options in a general hazard process setup and a related study of the corresponding pre-default backward stochastic differential equations (BSDE) and…

Az\'{e}ma associated with an honest time L the supermartingale $Z_{t}^{L}=\mathbb{P}[L>t|\mathcal{F}_{t}]$ and established some of its important properties. This supermartingale plays a central role in the general theory of stochastic…

Differential-algebraic equations (DAEs) are widely used for modeling of dynamical systems. The difficulty in solving numerically a DAE is measured by its differentiation index. For highly accurate simulation of dynamical systems, it is…

We finish the classification, begun in two earlier papers, of all simple fusion systems over finite nonabelian $p$-groups with an abelian subgroup of index $p$. In particular, this gives many new examples illustrating the enormous variety…

This note explains how the two measures used to define the $\mu$-deformed Segal-Bargmann space are natural and essentially unique structures. As is well known, the density with respect to Lebesgue measure of each of these measures involves…

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration…

We prove a generalized Dade's Lemma for quotients of local rings by ideals generated by regular sequences. That is, given a pair of finitely generated modules over such a ring with algebraically closed residue field, we prove a sufficient…

The Morales-Ramis theory provides an effective and powerful non-integrability criterion for complex analytical Hamiltonian systems via the differential Galoisian obstruction. In this paper we give a new Morales-Ramis type theorem on the…

We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.

We study generalized complex Monge-Amp\`ere type equations on closed Hermitian manifolds. We derive {\em a priori} estimates and then prove the existence of admissible solutions. Moreover, the gradient estimate is improved.

We produce refined index obstructions, generalizing recently constructed index obstructions due to de Jong and Perry, for topologically trivial Brauer classes on smooth and projective complex varieties. We show that our refined obstructions…

We prove a martingale analog of van Schaftingen's theorem and give sharp estimates on the lower Hausdorff dimension of measures in martingale shift invariant spaces. We also provide martingale analogs of trace theorems for Sobolev…

We consider recollements of derived categories of dg-algebras induced by self orthogonal compact objects obtaining a generalization of Rickard's Theorem. Specializing to the case of partial tilting modules over a ring, we extend the results…

We present a unified approach to (bi-)orthogonal basis sets for gravitating systems. Central to our discussion is the notion of mutual gravitational energy, which gives rise to the self-energy inner product on mass densities. We consider a…

We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f of the driver has at most quadratic growth in the control variable Z, with a bounded terminal condition and a lower obstacle…

Recently Cheng et al. (Adv. in Appl. Math. 143 (2023) 102451) generalized the inversion number to partial permutations, which are also known as Laguerre digraphs, and asked for a suitable analogue of MacMahon's major index. We provide such…

We prove a general relative higher index theorem for complete manifolds with positive scalar curvature towards infinity. We apply this theorem to study Riemannian metrics of positive scalar curvature on manifolds. For every two metrics of…

Building on the nonabelian Hodge theory in positive characteristic developed by Ogus, Vologodsky, and Schepler, we propose a generalization of the decomposition theorem of Deligne and Illusie from the perspective of mixed Hodge modules.…