Related papers: A remarkable $\sigma$-finite measure associated wi…
In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…
In a previous paper, we proved that for any submartingale $(X_t)_{t \geq 0}$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical…
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…
We give a general framework for the universality classes of $ \sigma $-finite measures in penalisation problems with multiplicative weights. We discuss penalisation problems for Brownian motions, L\'evy processes and Langevin processes in…
In this paper, we consider certain $\sigma$-finite measures which can be interpreted as the output of a linear filter. We assume that these measures have regularly varying tails and study whether the input to the linear filter must have…
In this paper, we propose several "measurements" of the "non-stopping timeness" of ends g of previsible sets, such that g avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times…
We characterize the connection between closed and $\sigma$-finite measures on orthogonal projections of von Neumann algebras.
We analyze the geometrical structure of the passage times in the last passage percolation model. Viewing the passage time as a piecewise linear function of the weights we determine the domains of the various pieces, which are the subsets of…
This note contains a short discussion on the sufficiency of finite optimality in martingale transport. It is shown that finitely minimal martingale measures are solutions of the martingale transport problem when the cost function is upper…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
We construct and study the one-parameter semigroup of $\sigma$-finite measures ${\cal L}^{\theta}$, $\theta>0$, on the space of Schwartz distributions that have an infinite-dimensional abelian group of linear symmetries; this group is a…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
A complete characterization of the possible joint distributions of the maximum and terminal value of uniformly integrable martingale has been known for some time, and the aim of this paper is to establish a similar characterization for…
Given a locally compact, complete metric space $({\rm X},{\sf D})$ and an open set $\Omega\subseteq{\rm X}$, we study the class of length distances $\sf d$ on $\Omega$ that are bounded from above and below by fixed multiples of the ambient…
In this note we investigate the last passage percolation model in the presence of macroscopic inhomogeneity. We analyze how this affects the scaling limit of the passage time, leading to a variational problem that provides an ODE for the…
In [8] we found a class of overlapping asymmetric self-similar measures on the real line, which are generically absolutely continuous with respect to the Lebesgue measure. Here we construct exceptional measures in this class being singular.
We study the complexity of constraint satisfaction problems for templates $\Gamma$ that are first-order definable in $(\Bbb Z; succ)$, the integers with the successor relation. Assuming a widely believed conjecture from finite domain…
We consider a class of doubly intermittent maps with critical points, unbounded derivative and regularly varying tails. Under some mild assumptions we prove the existence of a unique mixing absolutely continuous invariant measure and give…
With the blessing of hind sight we consider the problem of metrizability and show that the classical Bing-Nagata-Smirnov Theorem and a more recent result of Flagg give complementary answers to the metrization problem, that are in a sense…
A general construction for $\sigma-$finite absolutely continuous invariant measure will be presented. It will be shown that the local bounded distortion of the Radon-Nykodym derivatives of $f^n_*(\lambda)$ will imply the existence of a…