Related papers: Optional Decomposition for continuous semimartinga…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
We give a collection of explicit sufficient conditions for the true martingale property of a wide class of exponentials of semimartingales. We express the conditions in terms of semimartingale characteristics. This turns out to be very…
We present several combinatorial properties of semiselective ideals on the set of natural numbers. The continuum hypothesis implies that the complement of every selective ideal contains a selective ultrafilter, however for semiselective…
This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model. In a…
Let $K$ be a complete non-archimedean valuation field of characteristic $0$, with non-trivial valuation, equipped with (possibly multiple) commuting bounded derivations. We prove a decomposition theorem for finite differential modules over…
Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…
We extend the dipole formalism for massless and massive partons to random polarisations of the external partons. The dipole formalism was originally formulated for spin-summed matrix elements and later extended to individual helicity…
This paper studies the problem of decomposing a low-rank positive-semidefinite matrix into symmetric factors with binary entries, either $\{\pm 1\}$ or $\{0,1\}$. This research answers fundamental questions about the existence and…
We show that for a wide class of functions $F$ that: $$ {\lim_{\epsilon \downarrow 0} {\frac{1}{\epsilon}} \int_0^t \Big\{F(s, X_s) - F(s, X_s - \epsilon)\Big\} d\big<X,X\big>_s} = - \int_0^t\int_{\R} F(s, x) d L_s^x $$ where $X_t$ is a…
This paper presents a bicomplex version of the Spectral Decomposition Theorem on infinite dimensional bicomplex Hilbert spaces. In the process, the ideas of bounded linear operators, orthogonal complements and compact operators on bicomplex…
A new derivative, called deformable derivative, is introduced here which is equivalent to ordinary derivative in the sense that one implies other. The deformable derivative is defined using limit approach like that of ordinary one but with…
We consider impulsive semiflows defined on compact metric spaces and deduce a variational principle. In particular, we generalize the classical notion of topological entropy to our setting of discontinuous semiflows.
We construct, on continuous $Q_1$ finite elements over Cartesian meshes, an interpolation operator that does not increase the total variation. The operator is stable in $L^1$ and exhibits second order approximation properties. With the help…
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by those of stationary…
We describe how to obtain a global t-structure from a semiorthogonal decomposition with compatible t-structures on every component. This result is used to generalize a well-known theorem of Bondal on full strong exceptional sequences.
Working in the context of restricted forms of the Axiom of Choice, we consider the problem of splitting the ordinals below $\lambda$ of cofinality $\theta$ into $\lambda$ many stationary sets, where $\theta < \lambda$ are regular cardinals.…
Exponential operator decompositions are an important tool in many fields of physics, for example, in quantum control, quantum computation, or condensed matter physics. In this work, we present a method for obtaining such decompositions,…
A local exclusion principle is observed for identical particles obeying intermediate/fractional exchange statistics in one and two dimensions, leading to bounds for the kinetic energy in terms of the density. This has implications for…
We prove a conjecture stated in a previous paper by the author about the existence of canonical filtrations for a family of vertex operator algebras in rational levels.
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtration associated with general semimartingales. This generalizes…