Related papers: Characterization of max-continuous local martingal…
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…
This paper is devoted to tangent martingales in Banach spaces. We provide the definition of tangency through local characteristics, basic $L^p$- and $\phi$-estimates, a precise construction of a decoupled tangent martingale, new estimates…
Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…
The conventional definition of extremality of a finite collection of sets is extended by replacing a fixed point (extremal point) in the intersection of the sets by a collection of sequences of points in the individual sets with the…
The paper presents a phenomenon occurring in population processes that start near zero and have large carrying capacity. By the classical result of Kurtz~(1970), such processes, normalized by the carrying capacity, converge on finite…
We prove that for all $n$, simultaneously, we can choose prime filtrations of $R/I^n$ such that the set of primes appearing in these filtrations is finite.
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.
We discuss an infinitary refinement type system for input-output temporal specifications of functions that handle infinite objects like streams or infinite trees. Our system is based on a reformulation of Bonsangue and Kok's infinitary…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
In this paper, we construct solutions of Lagrangian mean curvature flow which exist and are embedded for all time, but form an infinite-time singularity and converge to an immersed special Lagrangian as $t\to\infty$. In particular, the flow…
We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.
Let $\mathbb{\hat{E}}$ be the upper expectation of a weakly compact but non-dominated family $\mathcal{P}$ of probability measures. Assume that $Y$ is a $d$-dimensional $\mathcal{P}$-semimartingale under $\mathbb{\hat{E}}$. Given an open…
We investigate the robustness of nonlinear filtering for continuous time finite state Markov chains, observed in white noise, with respect to misspecification of the model parameters. It is shown that the distance between the optimal filter…
We show that for any quasimeromorphic mapping with an essential singularity at infinity, there exist points whose iterates tend to infinity arbitrarily slowly. This extends a result by Nicks for quasiregular mappings, and Rippon and…
In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…
We study Farrell Nil-groups associated to a finite order automorphism of a ring $R$. We show that any such Farrell Nil-group is either trivial, or infinitely generated (as an abelian group). Building on this first result, we then show that…
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
In this paper, we provide a pathwise spine decomposition for superprocesses with both local and non-local branching mechanisms under a martingale change of measure. This result complements the related results obtained in Evans (1993),…
This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…