Related papers: Typical martingale diverges at a typical point
We establish the existence of martingale solutions to a class of stochastic conservation equations. The underlying models correspond to random perturbations of kinetic models for collective motion such as the Cucker-Smale and Motsch-Tadmor…
We show that the group of isometries of an ultrametric normed space can be seen as a kind of a fractal. Then, we apply this description to study ultrametric counterparts of some classical problems in Archimedean analysis, such as the so…
We introduce and study the filtration on the space of automorphic functions (in the everywhere unramified situation for the function field case) obtained by transferring the filtration on the spectral side of the classical Langlands…
We consider the space of $n$-tuples of pairwise commuting elements in the Lie algebra of $U(m)$. We relate its one-point compactification to the subquotients of certain rank filtrations of connective complex $K$-theory. We also describe the…
Consider $\mathbb{G}$ the progressive enlargement of a filtration $\mathbb{F}$ with a random time $\tau$. Assuming that, in $\mathbb{F}$, the martingale representation property holds, we examine conditions under which the martingale…
We describe $\sigma$-matching, interchangeable and, as a consequence, totally compatible structures on the strictly upper triangular matrix algebra $UT_n(K)$ for all $n\ge 3$.
We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are…
We characterize all compact embedded stable minimal capillary surfaces with capillary angle close to either $0$ or $\pi$ that are supported on a complete embedded minimal surface with finite total curvature that is not an affine plane.…
Consider rings of single variable real analytic or complex entire functions, denoted by $\mathbb{K}\langle z\rangle$. We study "discrete $z$-filters" on $\mathbb{K}$ and their connections with the space of maximal ideals of…
A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…
We establish a general "boundedness implies convergence" principle for a family of evolving Riemannian metrics. We then apply this principle to collapsing Calabi-Yau metrics and normalized K\"ahler-Ricci flows on torus fibered minimal…
Consider discrete conformal maps defined on the basis of two conformally equivalent triangle meshes, that is edge lengths are related by scale factors associated to the vertices. Given a smooth conformal map $f$, we show that it can be…
The subject of this work is to study martingales in a reductive homogeneous space with respect to a symmetric connection. Our basic idea is to view homogenous spaces as principal fiber bundles and, thus, to study martingales on homogeneous…
Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices. In this paper, we explore how this contraction property relates to a more fundamental…
Let $C$ be a smooth complex projective curve with canonical divisor $K_C$ very ample. We explore the relation between the cup-product $$ H^1 (\Theta_C ) \longrightarrow (H^0({\cal O}_C (K_C))^{\ast} \otimes H^1 ({\cal O}_C) $$ where…
We compare the rate of convergence to the time average of a function over an integrable Hamiltonian flow with the one obtained by a stochastic perturbation of the same flow. Precisely, we provide detailed estimates in different Fourier…
Given a presilting object in a triangulated category, we find necessary and sufficient conditions for the existence of a complement. This is done both for classic (pre)silting objects and for large (pre)silting objects. The key technique is…
We consider multilinear averages in ergodic theory and harmonic analysis and prove their divergence in some range of $L^p$ spaces, with $p$ close enough to 1. We also prove that the trilinear Hilbert transform is unbounded in a similar…
As is well known, the "usual discrepancy" is defined for a normal Q-Gorenstein variety. By using this discrepancy we can define a canonical singularity and a log canonical singularity. In the same way, by using a new notion, Mather-Jacobian…
The survey is devoted to the combinatorial and metric theory of filtrations, i.\,e., decreasing sequences of $\sigma$-algebras in measure spaces or decreasing sequences of subalgebras of certain algebras. One of the key notions, that of…