Related papers: Characterising Ocone local martingales with reflec…

Let (R,m) be a complete local ring, a an ideal of R and M a finitely generated R-module. The aim of this paper is to show that for any non-negative integer n, the least integer i such that the i-th local cohomology with respect to a is not…

Let I be a finitely supported complete m-primary ideal of a regular local ring (R, m). A theorem of Lipman implies that I has a unique factorization as a *-product of special *-simple complete ideals with possibly negative exponents for…

A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…

Matrix completion is a classical problem that has received recurring interest across a wide range of fields. In this paper, we revisit this problem in an ultra-sparse sampling regime, where each entry of an unknown, $n\times d$ matrix $M$…

We consider extensions of the language of Peano arithmetic by transfinitely iterated truth definitions satisfying uniform Tarskian biconditionals. Without further axioms, such theories are known to be conservative extensions of the original…

From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…

We give a necessary and sufficient condition on a sequence of functions on a set $\Omega$ under which there is a measure on $\Omega$ which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a…

We consider scattering waves through truncated periodic potentials with perturbations that support localized gap eigenstates. In a small complex neighborhood around an assumed positive bound state of the model operator, we prove the…

We propose the notions of uniform local weak o-minimality and $*$-local weak o-minimality. Local monotonicity theorems hold in definably complete locally o-minimal structures and uniformly locally o-minimal structures of the second kind. In…

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…

We deal with a conjectured dichotomy for compact Hausdorff spaces: each such space contains a non-trivial converging omega-sequence or a non-trivial converging omega_1-sequence. We establish that this dichotomy holds in a variety of models;…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

Let $M$ be a finitely generated module over a ring $\Lambda$. With certain mild assumptions on $\Lambda$, it is proven that $M$ is a reflexive $\Lambda$-module, once $M \cong M^{**}$ as a $\Lambda$-module.

We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…

In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the present article, the formulation is extended to handle reflective…

Let (f_n) be a mean zero vector valued martingale sequence. Then there exist vector valued functions (d_n) from [0,1]^n such that int_0^1 d_n(x_1,...,x_n) dx_n = 0 for almost all x_1,...,x_{n-1}, and such that the law of (f_n) is the same…

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

We give a simple example of an $n$-tuple of orthonormal elements in $L_2$ (actually martingale differences) bounded by a fixed constant, and hence subgaussian with a fixed constant but that are Sidon only with constant $\approx \sqrt n$.…

Given a number field $k$ with the ring of integers $\mathcal{O}_k$ and a matrix $M\in \mathrm{M}_{n}(\mathcal{O}_k)$. We prove that if $\mathcal{O}_k$ is a principal ideal domain, the local-global principle for triangularizability and…

This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable)…