Related papers: Supermartingale Deomposition with General Index Se…

In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…

In this paper we prove a generalization of Montel's theorem for a class of first order elliptic equations with measurable coefficients involving Hodge-Dirac operators. We then apply this result to sequences of solutions of second order…

We establish a connection between the superconformal index of $\mathcal{N}=4$ $U(N)$ SYM and the elliptic Ruijsenaars-Schneider integrable system. The index admits an expression in terms of elliptic Macdonald polynomials, which leads to a…

In this paper, we present martingale decomposition on time scales. We establish the related backward stochastic dynamic equations on time scales (this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales) which unify…

We give a superconnection proof of Connes' index theorem for proper cocompact actions of etale groupoids. This includes Connes' general foliation index theorem for foliations with Hausdorff holonomy groupoid.

We consider a little-known abstract decomposition result for positive measures due to Dellacherie, and show that it yields many decompositions of measures, several of which are new. We then extend Dellacherie's result to (controlled) vector…

In this article we solve the complex Monge-Ampere equation for measures with large singular part. This result generalizes classical results by Demailly, Lelong and Lempert a.o., who considered singular parts carried on discrete sets. By…

Let $o$ be the ring of integers in a finite extension $K/\mathbb{Q}_p$ and $G=\mathbf{G}(\mathbb{Q}_p)$ be the $\mathbb{Q}_p$-points of a $\mathbb{Q}_p$-split reductive group $\mathbf{G}$ defined over $\mathbb{Z}_p$ with connected centre…

In this paper, we establish a multiplicative decomposition formula for nonnegative local martingales and use it to characterize the set of continuous local submartingales Y of the form Y=N+A, where the measure dA is carried by the set of…

Let (S_0,S_1,...) be a supermartingale relative to a nondecreasing sequence of \sigma-algebras (H_{\le0},H_{\le1},...), with S_0\le0 almost surely (a.s.) and differences X_i:=S_i-S_{i-1}. Suppose that for every i=1,2,... there exist…

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with L\'{e}vy process and the integral with respect to an adapted…

Deligne proved that the weights of Siegel modular forms on any congruence subgroup of the Siegel modular group of genus g>1 must be integral or half integral. We give a different proof for this. It uses Mennicke's result that subgroups of…

In a recent work [Manucci, Unger, ArXiv e-print 2404.10511, 2024], the authors propose using two generalized Lyapunov equations (GLEs) to derive a balancing-based model order reduction~(MOR) method for a general class of switched…

We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

In one of our former papers {\it Endomorphisms of the measure algebra of commutative hypergroups arXiv:2204.07499 we considered exponential monomials on hypergroups and higher order derivations of the corresponding measure algebra.…

Thrall's problem asks for the Schur decomposition of the higher Lie modules $\mathcal{L}_\lambda$, which are defined using the free Lie algebra and decompose the tensor algebra as a general linear group module. Although special cases have…

Recent results of Kahle and Miller give a method of constructing primary decompositions of binomial ideals by first constructing "mesoprimary decompositions" determined by their underlying monoid congruences. These mesoprimary…

The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…