Related papers: A Complete Representation Theorem for $G$-martinga…
The Numerov method for linear second-order differential equations is generalized to include equations containing a first derivative term. The method presented has the same degree of accuracy as the ordinary Numerov sixth-order method. A…
We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as…
We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…
Recently in [1] a new class of maximal monotone operators has been introduced. In this note we study domain range properties as well as connections with other classes and calculus rules for these operators we called strongly-representable.…
Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…
Motivated by the study of trilinear forms for complex representations, we investigate the space of $G$-invariant linear forms on tensor products of irreducible admissible representations of $G = \mathrm{GL}_2(\mathbb{Q}_p)$ over…
Let X and Y be an m-dimensional F-semimartingale and an n-dimensional H-semimartingale respectively on the same probability space, both enjoying the strong predictable representation property. We propose a martingale representation result…
The first part of this thesis studies the notion of a "quantum representation", introduced by J.-M. Souriau in order to provide a polarization-free characterization of the Lie group representations attached to coadjoint orbits. When the…
The point of view of these notes on the topic is to bring out the flavour that Representation Theory is an extension of the first course on Group Theory. We also emphasize the importance of the base field. These notes cover completely the…
We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
We show that all local martingales with respect to the initially enlarged natural filtration of a vector of multivariate point processes can be weakly represented up to the minimum among the explosion times of the components. We also prove…
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.…
In this paper we proved a theorems of existence and uniqueness of solutions of differential equation of second order with fractional derivative in the Kipriyanov sense in lower terms. As a domain of definition of the functions we consider…
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random time {\tau}. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of…
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous…
A new characterization of provably recursive functions of first-order arithmetic is described. Its main feature is using only terms consisting of 0, the successor S and variables in the quantifier rules, namely, universal elimination and…
A very short proof of G\"odel's second incompleteness theorem (for set theory, second order arithmetic etc.)
We introduce a notion of duality (due to Brylawski) that generalizes matroid duality to arbitrary rank functions. This generalized duality allows for generalized operations (deletion and contraction) and a generalized polynomial based on…
Fiore and Hur recently introduced a conservative extension of universal algebra and equational logic from first to second order. Second-order universal algebra and second-order equational logic respectively provide a model theory and a…