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Let $G$ be a semimartingale, and $S$ its Snell envelope. Under the assumption that $G\in\mathcal{H}^1$, we show that the finite-variation part of $S$ is absolutely continuous with respect to the decreasing part of the finite-variation part…
We introduce a notion of duality (due to Brylawski) that generalizes matroid duality to arbitrary rank functions. This generalized duality allows for generalized operations (deletion and contraction) and a generalized polynomial based on…
We consider some versions and generalizations of an approach to the expansion of iterated Ito stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on generalized multiple Fourier series. Expansions of iterated…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…
We introduce the notion of sum-matroids and show its association with sum-rank metric codes. As a consequence, some results for sum-rank metric codes by Mart\'inez-Pe\~nas are generalized for sum-matroids. The sum-matroids generalize the…
We prove a rigidity result for pairs of mappings of integrable dilatation whose gradients pointwise deform the unit ball to similar ellipses. Our result implies as corollaries a version of the generalized Stoilow decomposition provided by…
We obtain a complete classification of all finite-dimensional irreducible modules over classical map superalgebras, provide formulas for their (super)characters and a description of their extension groups. Furthermore, we describe the block…
The semimartingale stochastic approximation procedure, namely, the Robbins-Monro type SDE is introduced which naturally includes both generalized stochastic approximation algorithms with martingale noises and recursive parameter estimation…
Two-qubit X-matrices have been the subject of considerable recent attention, as they lend themselves more readily to analytical investigations than two-qubit density matrices of arbitrary nature. Here, we maximally exploit this relative…
We consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there exists a random subset $\Theta$ of $\mathbb{S}^{d-1}$ such that the limit of the derivative martingale exists simultaneously for all directions $\theta \in…
We consider a bivariate polynomial that generalizes both the length and reflection length generating functions in a finite Coxeter group. In seeking a combinatorial description of the coefficients, we are led to the study of a new Mahonian…
We prove very general index formulae for integral Galois modules, specifically for units in rings of integers of number fields, for higher K-groups of rings of integers, and for Mordell-Weil groups of elliptic curves over number fields.…
We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…
We prove the existence and uniqueness of solutions of SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. The main tool in our reasoning is Picard's iterative procedure and a model-free version of the…
We present the formalization of Doob's martingale convergence theorems in the mathlib library for the Lean theorem prover. These theorems give conditions under which (sub)martingales converge, almost everywhere or in $L^1$. In order to…
In this work we consider translation-bounded measures over a locally compact Abelian group $\mathbb{G}$, with particular interest for their so-called diffraction. Given such a measure $\Lambda$, its diffraction $\widehat{\gamma}$ is another…
We prove large deviation principles for the distribution of the empirical measure of the eigenvalues of Lax matrices following the Generalized Gibbs ensembles of the classical Toda chain introduced in [10]. We deduce the almost sure…
Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) L^p inequalities and weak type estimates, and…
We prove a conjecture of Conrad, Diamond, and Taylor on the size of certain deformation rings parametrizing potentially Barsotti-Tate Galois representations. To achieve this, we extend results of Breuil and Mezard (classifying Galois…
We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…