Related papers: Optional Decomposition for continuous semimartinga…

We investigate convergence of martingales adapted to a given filtration of finite $\sigma$-algebras. To any such filtration we associate a canonical metrizable compact space $K$ such that martingales adapted to the filtration can be…

We establish a version of a semistable reduction theorem over a log point with a non-trivial nilpotent structure. In order to do this we extend the classical desingularization theories to non-reduced schemes with generically principal…

Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…

This note aims to clarify the deep relationship between birational modifications of a variety and semiorthogonal decompositions of its derived category of coherent sheaves. The result is a conjecture on the existence and properties of…

This paper investigates connections between discrete and continuous approaches for decomposable submodular function minimization. We provide improved running time estimates for the state-of-the-art continuous algorithms for the problem…

The Hodge-de Rham Theorem is introduced and discussed. This result has implications for the general study of several partial differential equations. Some propositions which have applications to the proof of this theorem are used to study…

The general decomposition theory of exponential operators is briefly reviewed. A general scheme to construct independent determining equations for the relevant decomposition parameters is proposed using Lyndon words. Explicit formulas of…

We begin by proving a local existence result for a fractional Caputo nonlocal thermistor problem. Then, additional existence and continuation theorems are obtained, ensuring global existence of solutions.

We give a Cram\'{e}r moderate deviation expansion for martingales with differences having finite conditional moments of order $2+\rho, \rho \in (0,1],$ and finite one-sided conditional exponential moments. The upper bound of the range of…

We consider Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part. We consider abstract splitting methods associated with this decomposition where no discretization in space is made. We prove a…

With the regular decomposition technique, we decompose the space $\mathbf{H}_0^s(\mathbf{curl}; \Omega)$ into the sum of a vector potential space and the gradient of a scalar space, both possessing higher regularity. Based on this new high…

Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial…

We show that with suitable restrictions on allowable trading strategies, one has no arbitrage in settings where the traditional theory would admit arbitrage possibilities. In particular, price processes that are not semimartingales are…

For a quasimartingale majorized by another quasimartingale, it is natural to ask whether a third quasimartingale can be inserted between them. In this paper, we give an affirmative answer to this problem. We also establish a dominated…

An operational probabilistic theory where all systems are classical, and all pure states of composite systems are entangled, is constructed. The theory is endowed with a rule for composing an arbitrary number of systems, and with a…

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…

In a recent paper by M. Mantoiu and M. Ruzhansky, a global pseudo-differential calculus has been developed for unimodular groups of type I. In the present article we generalize the main results to arbitrary locally compact groups of type I.…

Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…

This article studies optional and predictable projections of integrands and convex-valued stochastic processes. The existence and uniqueness are shown under general conditions that are analogous to those for conditional expectations of…

We prove that for any martingale with respect to a biparameter atomic filtration satisfying $(F_4)$ condition there is a martingale having the same joint distribution but with respect to the canonical $(F_4)$ filtration. Even in one…