Related papers: Optional Decomposition for continuous semimartinga…

We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations and show that this rate is asymptotically close to the…

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

We extend the decomposition theorem for numerically $K$-trivial varieties with log terminal singularities to the K\"ahler setting. Along the way we prove that all such varieties admit a strong locally trivial algebraic approximation, thus…

In this article we study different aspects of Hermitian operators applying the concept of positive decompositions. On the one hand, we characterize the positivity of an Hermitian operator by means of a norm condition where the factors of…

This work is an extension of the incomplete probability theory from the simple case of monofractals previously studied to the more general case of multifractals which can occur in the phase space without equiprobable partition.

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire…

Decomposing tensors into orthogonal factors is a well-known task in statistics, machine learning, and signal processing. We study orthogonal outer product decompositions where the factors in the summands in the decomposition are required to…

We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…

We introduce a class of non-local Lagrangians which allow for the variational derivation of non-local conser- vation laws in a self-consistent manner. The formalism developed here generalizes previous approaches, used in the context of…

We prove results on solvability of nonlinear elliptic partial differential systems of principle type of second order. They are consequences of existence of non-radial solutions for nonlinear partial differential systems of Poisson type. As…

This paper presents a generalization of the Kunita-Watanabe decomposition of a $L^2$ space with nonlinear stochastic integrals where the integrator is a family of continuous martingales bounded in $L^2$. To get the result, a useful relation…

We develop a method for systematically constructing Lagrangian functions for dissipative mechanical, electrical and, mechatronic systems. We derive the equations of motion for some typical mechatronic systems using deterministic principles…

We study copositive matrices which admit a decomposition into a sum of a positive semidefinite matrix and a matrix with nonnegative entries. Our main result shows that if the off-diagonal entries of a copositive matrix are nondecreasing in…

We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

In [3] (Rend. Lincei Mat. Appl. 26 (2015), 1-10; see also arXiv:1503.08145 [math.DS]) the following result has been announced: Theorem. Consider a real-analytic nearly-integrable mechanical system with potential $f$, namely, a Hamiltonian…

We introduce a precise notion, in terms of few Schlessinger's type conditions, of extended deformation functors which is compatible with most of recent ideas in the Derived Deformation Theory (DDT) program and with geometric examples. With…

In this paper, we present a combinatorial approach to the opposite 2-variable bi-free partial $S$-transforms where the opposite multiplication is used on the right. In addition, extensions of this partial $S$-transforms to the conditional…

We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…