Related papers: A Complete Representation Theorem for $G$-martinga…
We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.
Representation theorems relate seemingly complex objects to concrete, more tractable ones. In this paper, we take advantage of the abstraction power of category theory and provide a general representation theorem for a wide class of…
This paper presents the integral(or differential) form of G-BSDEs, gives some kind of apriori estimates of their solutions, and under a very strong condition, proves the G-martingale representation theorem, and the existence and uniqueness…
Lurie's representability theorem gives necessary and sufficient conditions for a functor to be an almost finitely presented derived geometric stack. We establish several variants of Lurie's theorem, making the hypotheses easier to verify…
This paper is addressed to the well-posedness of some linear and semilinear backward stochastic differential equations with general filtration, without using the Martingale Representation Theorem. The point of our approach is to introduce a…
The Doob convergence theorem implies that the set of divergence of any martingale has measure zero. We prove that, conversely, any $G\_{\delta\sigma}$ subset of the Cantor space with Lebesgue-measure zero can be represented as the set of…
The phenomenon of an implicit function which solves a large set of second order partial differential equations obtainable from a variational principle is explicated by the introduction of a class of universal solutions to the equations…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
In this paper we obtain a representation as martingale transform operators for the rearrangement and shift operators introduced by T. Figiel. The martingale transforms and the underlying sigma algebras are obtained explicitly by…
The main purpose of this paper is to give a vector lattice version of a Theorem by Burkholder about convergence of martingales. The proof is based on a vector lattice analogue of Austin's sample function theorem, proved recently by Grobler,…
We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire…
The Representation Theorem of Lions (RTL) is a version of the Lax--Milgram Theorem where completeness of one of the spaces is not complete. In this paper, RTL is deduced from an operator-theoretical version on normed space. The main point…
In a strengthening of the G-Signature Theorem of Atiyah and Singer, we compute, at least in principle (modulo certain torsion of exponent dividing a power of the order of G), the class in equivariant K-homology of the signature operator on…
We provide a new proof of a important theorem in the Lagrangian formalism about necessary and sufficient conditions for a second-order variational system of equations to follow from a first-order Lagrangian.
In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
In this paper, we contribute to the study of the class $(\Sigma)$. In the first part of the paper, we provide new ways to characterize stochastic processes of the above mentioned class and we derive some new properties. For instance, we…
Darboux Wronskian formulas allow to construct Darboux transformations, but Laplace transformations, which are Darboux transformations of order one cannot be represented this way. It has been a long standing problem on what are other…
Definite descriptions are first-order expressions that denote unique objects. In this paper, we propose a second-order counterpart, designed to refer to unique relations between objects. We investigate this notion within the framework of…
A partial algebra construction of Gr\"atzer and Schmidt from "Characterizations of congruence lattices of abstract algebras" (Acta Sci. Math. (Szeged) 24 (1963), 34-59) is adapted to provide an alternative proof to a well-known fact that…