Related papers: The Martingale Representation Theorem and Clark-Oc…
We introduce a new representation concept for lattices by boolean matrices, and utilize it to prove that any matroid is boolean representable. We show that such a representation can be easily extracted from a representation of the…
We present diagrams and simple calculations for the apparent (i.e. photographable) length of a moving ruler skimming the observer's position, under three different classes of model. Special relativity's predictions in this particular…
In this paper we explore the representation property over sets. This property generalizes constructibility, however is weak enough to enable us to prove that the class of theories $T$ whose models are representable is exactly the class of…
Constitutive equations for the long-wavelength behaviour of the orientational dynamics of a super-cooled liquid are derived using a projection-operator technique and resulting expressions for light-scattering spectra are formulated. We thus…
A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.
This paper achieves, among other things, the following: 1)It frees the main result of [BFKM] from the hypothesis of determinant class and extends this result from unitary to arbitrary representations. 2)It extends (and at the same times…
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…
This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical interest, since it can be applied to approximate and…
In this paper we extend the theory of oriented matroids to Lagrangian orthogonal matroids and their representations, and give a completely natural transformation from a representation of a classical oriented matroid to a representation of…
In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration…
Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…
In this paper we study dynamic backward problems, with the computation of conditional expectations as a main objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a…
Martin-L\"of (ML)-reducibility compares $K$-trivial sets by examining the Martin-L\"of random sequences that compute them. We show that every $K$-trivial set is computable from a c.e.\ set of the same ML-degree. We investigate the interplay…
A noncommutative Kunita-Watanabe-type representation theorem is established for the martingales of quasifree states of CCR algebras. To this end the basic theory of quasifree stochastic integrals is developed using the abstract It\^o…
We construct a fake exponential Brownian motion, a continuous martingale different from classical exponential Brownian motion but with the same marginal distributions, thus extending results of Albin and Oleszkiewicz for fake Brownian…