Related papers: A note on a paper by Wong and Heyde
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…
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…
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…
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…
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…
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…
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…
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…
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.
This note studies the existence of quotients by finite set theoretic equivalence relations. May 18: Substantial revisions with a new appendix by C. Raicu
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,…
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…
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…
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…
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…
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…
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…
This note is the follow up to a paper by M. Waldschmidt.
Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]
Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]