Related papers: A general Doob-Meyer-Mertens decomposition for $g$…
We develop a Gr\"obner basis theory for a class of algebras that generalizes both PBW-algebras and rings of differential algebras on smooth varieties. Emphasis lies on methods to compute filtrations and graded structures defined by weight…
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration…
We present an effective method for computing parametric primary decomposition via comprehensive Gr\"obner systems. In general, it is very difficult to compute a parametric primary decomposition of a given ideal in the polynomial ring with…
We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…
In this article, a sublinear expectation induced by $G$-expectation is introduced, which is called $G$-evaluation for convenience. As an application, we prove that any $\xi\in L^\beta_G(\Omega_T)$ with some $\beta>1$ the decomposition…
This is an expanded version of a series of two lectures given at the IMA summer program "Symmetries and Overdetermined Systems of Partial Differential Equations". The main part of the article describes the Riemannian version of the…
We present a new deep primal-dual backward stochastic differential equation framework based on stopping time iteration to solve optimal stopping problems. A novel loss function is proposed to learn the conditional expectation, which…
As is known, a process of form $\int_0^t\eta_sd\langle B\rangle_s-\int_0^t2G(\eta_s)ds$, $\eta\in M^1_G(0,T)$, is a non-increasing $G$-martingale. In this paper, we shall show that a non-increasing $G$-martingale could not be form of…
Recent results of Kahle and Miller give a method of constructing primary decompositions of binomial ideals by first constructing "mesoprimary decompositions" determined by their underlying monoid congruences. These mesoprimary…
The focus of the paper is on constructing new solutions of the generalized classical Yang-Baxter equation (GCYBE) that are not skew-symmetric. Using regular decompositions of finite-dimensional simple Lie algebras, we construct Lie algebra…
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expectation of some running supremum process.…
For a dynamical system, we study the set of points $\cal W$ whose orbit approximates any chosen point at certain specified rates. Our basic setting is that of left shift acting on topological Markov chains endowed with a local weak Gibbs…
In this work, Bernstein's concentration inequalities for squared integrable matrix-valued discrete-time martingales are obtained. Based on Lieb's theory and Bernstein's condition, a suitable supermartingale can be constructed. Our proof is…
The use of spectral projection based methods for simulation of a stochastic system with discontinuous solution exhibits the Gibbs phenomenon, which is characterized by oscillations near discontinuities. This paper investigates a dynamic…
A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…
We present a unified approach to (bi-)orthogonal basis sets for gravitating systems. Central to our discussion is the notion of mutual gravitational energy, which gives rise to the self-energy inner product on mass densities. We consider a…
~Let $(g,~[-,-],~\omega)$ be a finite-dimensional complex $\omega$-Lie superalgebra. This paper explores the algbaraic structures of generalized derivation superalgebra ${\rm GDer}(g)$, compatatible generalized derivations algebra ${\rm…
We perform non-abelian T-duality for a generic Green-Schwarz string with respect to an isometry (super)group G, and we derive the transformation rules for the supergravity background fields. Specializing to G bosonic, or G fermionic but…
We present the formalization of Doob's martingale convergence theorems in the mathlib library for the Lean theorem prover. These theorems give conditions under which (sub)martingales converge, almost everywhere or in $L^1$. In order to…
We study how to generate new Lie algebras $\mathcal{G}(N_0,..., N_p,...,N_n)$ from a given one $\mathcal{G}$. The (order by order) method consists in expanding its Maurer-Cartan one-forms in powers of a real parameter $\lambda$ which…