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Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
In this paper, we show that some fundamental results for smooth mappings (e.g., the Brouwer degree formula, the implicit function and inverse function theorems, the mean value theorem, Sard's theorem, Hadamard's global invertibility…
We present here "the" cartesian closed theory for real analytic mappings. It is based on the concept of real analytic curves in locally convex vector spaces. A mapping is real analytic, if it maps smooth curves to smooth curves and real…
We extend the closed graph theorem and the open mapping theorem to a context in which a natural duality interchanges their extensions.
In a previous paper [1] it was discussed the viability of functional analysis using as a basis a couple of generic functions, and hence vectorial decomposition. Here we complete the paradigm exploiting one of the analysis methodologies…
An analytic proof is proposed of Wiener's theorem on factorization of positive definite matrix-functions.
In proving large deviation estimates, the lower bound for open sets and upper bound for compact sets are essentially local estimates. On the other hand, the upper bound for closed sets is global and compactness of space or an exponential…
We give a simplified proof of analyticity of pluripolar multifunctions
We study mappings that satisfy the inverse modulus inequality of Poletsky type in a fixed domain. It is shown that, under some additional restrictions, the image of a ball under such mappings contains a fixed ball uniformly over the class.…
We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…
The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…
In this paper we give an ordinal analysis of the theory of second order arithmetic. We do this by working with proof trees -- that is, "deductions" which may not be well-founded. Working in a suitable theory, we are able to represent…
We consider two classes of piecewise expanding maps $T$ of $[0,1]$: a class of uniformly expanding maps for which the Perron-Frobenius operator has a spectral gap in the space of bounded variation functions, and a class of expanding maps…
We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…
This paper suggests a perfect-information game, along the lines of Levy's characterization of Brownian motion, that formalizes the process of Brownian motion in game-theoretic probability. This is perhaps the simplest situation where…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
Conformal mapping has been applied mostly to harmonic functions, i.e. solutions of Laplace's equation. In this paper, it is noted that some other equations are also conformally invariant and thus equally well suited for conformal mapping in…
Brownian motion is a building block in modern probability theory. In this paper, we describe a formalization of Brownian motion using the Lean theorem prover. We build on the existing measure-theoretic foundations in Lean's mathematical…
In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses exponential functionals as anticipating factors. Our result…
We prove a structure theorem for multiplicative functions which states that an arbitrary bounded multiplicative function can be decomposed into two terms, one that is approximately periodic and another that has small Gowers uniformity norm…