Related papers: Typical martingale diverges at a typical point

We provide a characterization of the family of non-negative local martingales that have continuous running supremum and vanish at infinity. This is done by describing the class of random times that identify the times of maximum of such…

It is well known that Lagrangian dynamical systems naturally arise in describing wave front dynamics in the limit of short waves (which is called pseudoclassical limit or limit of geometrical optics). Wave fronts are the surfaces of…

In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new probability measures associated to a positive strict local martingale as done…

In this paper we consider extremal and almost extremal bounds on the normal Hilbert coefficients of ${\mathfrak m}$-primary ideals of an analytically unramified Cohen-Macaulay ring $R$ of dimension $d>0$ and infinite residue field. In these…

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…

In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…

Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

We establish normal forms for conformal vector fields on pseudo-Riemannian manifolds in the neighborhood of a singularity. For real-analytic Lorentzian manifolds, we show that the vector field is analytically linearizable or the manifold is…

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

Hamiltonian stationary Lagrangian submanifolds (HSLAG) are a natural generalization of special Lagrangian manifolds (SLAG). The latter only make sense on Calabi-Yau manifolds whereas the former are defined for any almost K\"ahler manifold.…

We give some rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales with differences having finite variances. For the Kolmogorov distances, we present some exact Berry-Esseen bounds for martingales,…

We provide a convergence result for sequences of random variables taking values in a metric space that satisfy a stochastic quasi-Fej\'er monotonicity condition, in the context of a (local) compactness assumption. Our result is quantitative…

The conformal properties of complex Finsler metrics are studied. We give a characterization of a compact complex Finsler manifold to be globally conformal K\"ahler. The critical points of the total holomorphic curvature and total Ricci…

We obtain a criterion for an analytic subset of a Euclidean space to contain points of differentiability of a typical Lipschitz function, namely, that it cannot be covered by countably many sets, each of which is closed and purely…

A martingale transform $ T$, applied to an integrable locally supported function $ f$, is pointwise dominated by a positive sparse operator applied to $ \lvert f\rvert $, the choice of sparse operator being a function of $ T$ and $ f$. As a…

This paper introduces a geometrically constrained variational problem for the area functional. We consider the area restricted to the langrangian surfaces of a Kaehler surface, or, more generally, a symplectic 4-manifold with suitable…

We study one-dimensional disordered systems with average non-invertible symmetries, where quenched disorder may locally break part of the symmetry while preserving it upon disorder averaging. A canonical example is the random…

When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has…

In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…