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This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…

Probability · Mathematics 2007-12-27 Ward Whitt

The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…

Probability · Mathematics 2024-12-11 E. H. Essaky , M. Hassani , C. E. Rhazlane

Let $X$ be a continuous-path martingale and let $Y$ be a stochastic integral, with respect to $X$, of some predictable process with values in $[-1,1]$. We provide an explicit formula for Burkholder's function associated with the weighted…

Probability · Mathematics 2020-03-10 Rodrigo Banuelos , Michal Brzozowski , Adam Osekowski

We congratulate Waudby-Smith and Ramdas for their interesting paper \cite{waudbysmith2022estimating} in generating confidence intervals and time-uniform confidence sequences for mean estimation with bounded observations. Their methodology…

Methodology · Statistics 2023-08-16 Yijia Li , Yuantong Li , Xiaowu Dai

We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…

Probability · Mathematics 2013-12-18 Paweł J. Szabłowski

We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…

Probability · Mathematics 2012-11-20 Gechun Liang , Terry Lyons , Zhongmin Qian

This is a correction to the afore-mentioned paper in Duke Math. J. vol. 75 (1994), 99-119 by S. Keel, K. Matsuki, and J. McKernan. We completely rewrite Chapter 6 according to the original manuscript of the second author, in order to fix…

Algebraic Geometry · Mathematics 2007-05-23 Kenji Matsuki

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

Numerical Analysis · Mathematics 2011-09-22 Kristian Debrabant , Anne Kværnø

This reply addresses concerns expressed in a comment (arXiv:2508.16689v1) on arXiv:submit/6841332 [physics.gen-ph] 29 Sep 2025 the paper given in the title (arXiv:2501.02022v2), hereafter referred to as the paper.

General Physics · Physics 2025-10-01 Peter J Mohr

This note studies the existence of quotients by finite set theoretic equivalence relations. May 18: Substantial revisions with a new appendix by C. Raicu

Algebraic Geometry · Mathematics 2009-05-18 János Kollár

We prove cases of a conjectural rule of H. Yadav, A. Yong, and the author for structure coefficients of the D. Anderson-W. Fulton ring. In particular, we give a combinatorial description for certain localization coefficients of this ring,…

Combinatorics · Mathematics 2021-11-05 Colleen Robichaux

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…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

We consider a matrix branching random walk on the semi-group of nonnegative matrices, where we are able to derive, under general assumptions, an analogue of Biggins' martingale convergence theorem for the additive martingale $W_n$, a spinal…

Probability · Mathematics 2025-07-15 Ion Grama , Sebastian Mentemeier , Hui Xiao

We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…

Probability · Mathematics 2016-09-07 Jie Xiong

This paper is devoted to the study of quantitative weighted norm estimates for martingale square functions in both scalar-weighted and matrix-weighted settings. In particular, we introduce the martingale square functions $S_W$ via matrix…

Probability · Mathematics 2026-05-12 Wei Chen , Yong Jiao , Xingyan Quan , Lian Wu

There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. G. Munoz , J. Ojeda , D. Sierra , T. Soldovieri

This paper extends the long-term factorization of the stochastic discount factor introduced and studied by Alvarez and Jermann (2005) in discretetime ergodic environments and by Hansen and Scheinkman (2009) and Hansen (2012) in Markovian…

Economics · Quantitative Finance 2016-10-05 Likuan Qin , Vadim Linetsky

This note is the follow up to a paper by M. Waldschmidt.

Number Theory · Mathematics 2022-07-11 Igor Nikolaev

Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]

Statistics Theory · Mathematics 2007-06-13 Ying Nian Wu , Song-Chun Zhu

Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]

Statistics Theory · Mathematics 2007-06-13 Ming-Hui Chen , Sungduk Kim
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