Related papers: A short Proof of the Doob-Meyer Theorem

We prove that every set $A\subset\mathbb{Z}/p\mathbb{Z}$ with $\mathbb{E}_x\min(1_A*1_A(x),t)\le(2+\delta)t\mathbb{E}_x 1_A(a)$ is very close to an arithmetic progression. Here $p$ stands for a large prime and $\delta,t$ are small real…

In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and…

R\'emy's algorithm is a Markov chain that iteratively generates a sequence of random trees in such a way that the $n^{\mathrm{th}}$ tree is uniformly distributed over the set of rooted, planar, binary trees with $2n+1$ vertices. We obtain a…

We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…

We give a constructive characterization of matrices satisfying the reverse-order law for the Moore--Penrose pseudoinverse. In particular, for a given matrix $A$ we construct another matrix $B$, of arbitrary compatible size and chosen rank,…

We study the class of Az\'ema-Yor processes defined from a general semimartingale with a continuous running maximum process. We show that they arise as unique strong solutions of the Bachelier stochastic differential equation which we prove…

Consider a finite-dimensional algebra $A$ and any of its moduli spaces $\mathcal{M}(A,\mathbf{d})^{ss}_{\theta}$ of representations. We prove a decomposition theorem which relates any irreducible component of…

Let $X$ be the unique normal martingale such that $X_0=0$ and \[\mathrm{d}[X]_t=(1-t-X_{t-}) \mathrm{d}X_t+\mathrm{d}t\] and let $Y_t:=X_t+t$ for all $t\geq 0$; the semimartingale $Y$ arises in quantum probability, where it is the…

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. Monoid congruences (and…

We say that a set $S$ is additively decomposed into two sets $A$ and $B$, if $S = \{a+b : a\in A, \ b \in B\}$. Here we study additively decompositions of multiplicative subgroups of finite fields. In particular, we give some improvements…

This paper studies explicitly solvable multidimensional optimal stopping problems of sum- and product-type in discrete and continuous time using the monotone case approach. It gives a review on monotone case stopping using the Doob…

For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…

Muchnik's theorem about simple conditional descriprion states that for all words $a$ and $b$ there exists a short program $p$ transforming $a$ to $b$ that has the least possible length and is simple conditional on $b$. This paper presents a…

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

We provide a simple proof, as well as several generalizations, of a recent result by Davis and Suh, characterizing a class of continuous submartingales and supermartingales that can be expressed in terms of a squared Brownian motion and of…

In this paper, we prove the cone theorem and the contraction theorem for pairs $(X, B)$, where $X$ is a normal variety and $B$ is an effective $\mathbb R$-divisor on $X$ such that $K_X+B$ is $\mathbb R$-Cartier.

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 prove that every finite distributive lattice $D$ can be represented as the congruence lattice of a rectangular lattice $K$ in which all congruences are principal. We verify this result in a stronger form as an extension theorem.

A natural construction of the logarithmic extension of the M(2,p) minimal models is presented, which generalises our previous model [0708.0802] of percolation (p=3). Its key aspect is the replacement of the minimal model irreducible modules…

Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…