Related papers: Some Estimates for Martingale Representation under…
Necessary and sufficient conditions for a group to possess a faithful irreducible representation are investigated
In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field with an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
For a set-valued stochastic sequence $(G_n)_{n=0}^N$ with relatively open convex values $G_n(\omega)$ we give a criterion for the existence of an adapted sequence $(x_n)_{n=0}^N$ of selectors, admitting an equivalent martingale measure.…
In this paper we give a necessary and sufficient criterion for representability of a matroid over an algebraic closed field. This leads to an algorithm, based on an extension of Groebner Bases, in order to decide if a given matroid is…
In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng's g-expectation. An open question has been, after making suitable restrictions to the class of random…
In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…
In incomplete financial markets, there exists a set of equivalent martingale measures (or risk-neutral probabilities) in an arbitrage-free pricing of the contingent claims. Minimax expectation is closely related to the $g$-expectation which…
In this paper, we investigate the distributions of random couples $(X,Y)$ with $X$ real-valued such that any non-negative integrable random variable $f(X)$ can be represented as a conditional expectation, $f(X)=\mathbb{E}[g(Y)|X]$, for some…
We present a theoretical framework and numerical methods for predicting the large-scale properties of solutions of partial differential equations that are too complex to be properly resolved. We assume that prior statistical information…
We introduce and study Minimum Cut Representability, a framework to solve optimization and feasibility problems over stable matchings by representing them as minimum s-t cut problems on digraphs over rotations. We provide necessary and…
Over the past 50 years many have debated what representation should be used to capture the meaning of natural language utterances. Recently new needs of such representations have been raised in research. Here I survey some of the…
We establish the duality-formula for the superreplication price in a setting of volatility uncertainty which includes the example of "random G-expectation." In contrast to previous results, the contingent claim is not assumed to be…
We give estimates for the expectation of the norm of random matrices with independent but not necessarily identically distributed entries.
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…
By considering probability distributions over the set of assignments the expected truth values assignment to propositional variables are extended through linear operators, and the expected truth values of the clauses at any given…
In this paper, we give estimates for both upper and lower bounds of eigenvalues of a simple matrix. The estimates are shaper than the known results.
This version corrects a number of mistakes that appeared in the previous draft. In particular, the (EU-LREM) condition is sufficient for existence and uniqueness but not necessary, as we had claimed. We are grateful to P. C. B. Phillips and…
The application of the max-algebra to describe queueing systems by both linear scalar and vector equations is discussed. It is shown that these equations may be handled using ordinary algebraic manipulations. Examples of solving the…
In this article, we show multiple inequalities for the singular values of the difference of matrix means. The obtained results refine and complement some well established results in the literature. Although we target singular values…