Related papers: Characterization Theorems for Generalized Function…
The concept of generalized functions taking values in a differentiable manifold is extended to a functorial theory. We establish several characterization results which allow a global intrinsic formulation both of the theory of…
The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…
Holderian functions have strong non-linearities, which result in singularities in the derivatives. This manuscript presents several fractional-order Taylor expansions of H\"olderian functions around points of non- differentiability. These…
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…
To extend several known centered Gaussian processes, we introduce a new centered mixed self-similar Gaussian process called the mixed generalized fractional Brownian motion, which could serve as a good model for a larger class of natural…
Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…
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…
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
Starting from kicked equations of motion with derivatives of non-integer orders, we obtain "fractional" discrete maps. These maps are generalizations of well-known universal, standard, dissipative, kicked damped rotator maps. The main…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable)…
We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting. Existing CTM detectors construct test martingales by continually…
We propose to interpret machine learning functions as physical observables, opening up the possibility to apply "standard" statistical-mechanical methods to outputs from neural networks. This includes histogram reweighting and finite-size…
One of the most important issues for the frequent special functions is the uniqueness conditions of such functions. As far as we know, there are no characterizations for the floor, ceiling, and fractional part functions in general (as real…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
In this chapter are given necessary and sufficient conditions for the regularity of solutions of the functional equation appearing in the theory of classical orthogonal polynomials. In addition, we also present the functional Rodrigues…
Martingales constitute a basic tool in stochastic analysis; this paper considers their application to counting processes. We use this tool to revisit a renewal theorem and its extensions for various counting processes. We first consider a…
We define dynamic treatment regimes and associated potential outcomes for data described by marked point processes (MPPs). These definitions motivate MPP analogues of the commonly used consistency, exchangeability, and positivity conditions…
A fundamental assumption of the dynamical density functional theory (DDFT) of colloidal systems is that a grand-canonical free energy functional may be employed to generate the thermodynamic driving forces. Using one-dimensional hard-rods…