Related papers: A Complete Representation Theorem for $G$-martinga…
We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…
The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study some extensions of stochastic calculus with respect to…
We prove that every integral rig in Sets is (functorially) the rig of global sections of a sheaf of really local integral rigs. We also show that this representation result may be lifted to residuated integral rigs and then restricted to…
We introduce and develop a categorification of the theory of Real representations of finite groups. In particular, we generalize the categorical character theory of Ganter--Kapranov and Bartlett to the Real setting. Given a Real…
In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a Borelian map and $M$ a $d$-dimensional continuous Markov martingale with respect to a Markov filtration $\mathcal{F}$ admits an exact…
The First and Second Representation Theorem for sign-indefinite quadratic forms are extended. We include new cases of unbounded forms associated with operators that do not necessarily have a spectral gap around zero. The kernel of the…
In this paper, we obtain an analogue of the Serre derivation acting on the product of spaces of Drinfeld modular forms which generalizes the differential operator introduced by Gekeler in the rank two case. We further introduce a finitely…
In this paper we obtain a martingale representation theorem in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ of the filtration $\mathbb{F}^L$ generated by a L\'evy process $L$. The assumptions on the random time are that…
In the present paper a new concept of representability is introduced, which can be applied to not total and also to intransitive relations (semiorders in particular). This idea tries to represent the orderings in the simplest manner,…
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
In this paper a free analogous of completely random measure is introduced. Furthermore, a representation theorem is proved for free completely random measures that are free infinitely divisible.
We consider a filtration $\mathbb{G}$ obtained as enlargement of a filtration $\mathbb{F}$ by a filtration $\mathbb{H}$. We assume that all $\mathbb{F}$-local martingales are represented by a martingale $M$ and all $\mathbb{H}$-local…
This is the second paper in a series. In part I we developed deformation theory of objects in homotopy and derived categories of DG categories. Here we extend these (derived) deformation functors to an appropriate bicategory of artinian DG…
In a preceding article, we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and…
We consider complete lattices equipped with preorderings indexed by the ordinals less than a given (limit) ordinal subject to certain axioms. These structures, called stratified complete lattices, and weakly monotone functions over them,…
The purpose of this work is to complete the algebraic foundations of second-order languages from the viewpoint of categorical algebra as developed by Lawvere. To this end, this paper introduces the notion of second-order algebraic theory…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…
We prove a uniqueness theorem for an entire function, which shares certain values with its higher order derivatives.
This paper provides a new formulation of second order stochastic target problems introduced in [SIAM J. Control Optim. 48 (2009) 2344-2365] by modifying the reference probability so as to allow for different scales. This new ingredient…
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…