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

From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…

Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…

We construct a new class of finite dimensional indecomposable representations of simple superalgebras which may explain, in a natural way, the existence of the heavier elementary particles. In type I Lie superalgebras sl(m/n) and osp(2/2n),…

This is Part I of a two-part series regarding Ramsey properties of Fraisse structures satisfying a property called SDAP+, which strengthens the Disjoint Amalgamation Property. We prove that every Fraisse structure in a finite relational…

We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…

For a $d$-dimensional stochastic process $(S_n)_{n=0}^N$ we obtain criteria for the existence of an equivalent martingale measure, whose density $z$, up to a normalizing constant, is bounded from below by a given random variable $f$. We…

For sets $A, B\subset \mathbb N$, their sumset is $A + B := \{a+b: a\in A, b\in B\}$. If we cannot write a set $C$ as $C = A+B$ with $|A|, |B|\geq 2$, then we say that $C$ is $\textit{irreducible}$. The question of whether a given set $C$…

We investigate a class of algebras on $\mathbb{R}^3$ arising and generalized from the algebraic structure of magnetic gradient fields induced by systems of synchronous magnets with identical dipole moments (i.e.,…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

In the paper we complete a case by case proof of Reeder's Conjecture started in our previous work, proving the conjecture for simple Lie algebras of type $D$ and for the exceptional cases.

Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…

The concept of descent algebras over a field of characteristic zero is extended to define descent algebras over a field of prime characteristic. Some basic algebraic structure of the latter, including its radical and irreducible modules, is…

Let $p$ be a prime, $q=p^n$, and $D \subset \mathbb{F}_q^*$. A celebrated result of McConnel states that if $D$ is a proper subgroup of $\mathbb{F}_q^*$, and $f:\mathbb{F}_q \to \mathbb{F}_q$ is a function such that $(f(x)-f(y))/(x-y) \in…

This document is a blueprint for the formalization in Lean of the structural theory of regular matroids underlying Seymour's decomposition theorem. We present a modular account of regularity via totally unimodular representations, show that…

We study primary submodules and primary decompositions from a differential and computational point of view. Our main theoretical contribution is a general structure theory and a representation theorem for primary submodules of an arbitrary…

We present three classes of abstract prearithmetics, $\{\mathbf{A}_M\}_{M \geq 1}$, $\{\mathbf{A}_{-M,M}\}_{M \geq 1}$, and $\{\mathbf{B}_M\}_{M > 0}$. The first one is weakly projective with respect to the nonnegative real Diophantine…

This text gives a construction of a differential graded Lie algebra in Nori's category of effective homological motives. In fact the construction works in more a general setting than that of an Abelian category. This allows us to give the…

I provide simplified proofs for each of the following fundamental theorems regarding selection principles: 1. The Quasinormal Convergence Theorem, due to the author and Zdomskyy, asserting that a certain, important property of the space of…

We prove thst the deformation complex of a d-algebra (shifted by 1-d) carries a natural structure of (d+1)-algebra. This is a purely algebraic version of a similkar theorem of Kontsevich.

The primary goal of this paper is to prove a near-martingale optional stopping theorem and establish solvability and large deviations for a class of anticipating linear stochastic differential equations. We prove the existence and…