Related papers: Constructive martingale representation in function…

We introduce some classical concepts in the representation theory of compact groups, in order to use them for a new generalization of the Peter-Weyl Theorem. We mostly deal with functions on locally compact groups possessing large…

Functional representations of the capacity monad based on the max and min operations were considered in \cite{Ra1} and \cite{Ny1}. Nykyforchyn considered in \cite{Ny2} some alternative monad structure for the possibility capacity functor…

This paper introduces a space of variable lotteries and proves a constructive version of the expected utility theorem. The word ``constructive'' is used here in two senses. First, as in constructive mathematics, the logic underlying proofs…

We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…

We refine stochastic calculus for symmetric Markov processes without using time reverse operators. Under some conditions on the jump functions of locally square integrable martingale additive functionals, we extend Nakao's divergence-like…

The Functional Machine Calculus (FMC), recently introduced by the authors, is a generalization of the lambda-calculus which may faithfully encode the effects of higher-order mutable store, I/O and probabilistic/non-deterministic input.…

We show that the fermionic matrix model can be realized by $W$-representation. We construct the Virasoro constraints with higher algebraic structures, where the constraint operators obey the Witt algebra and null 3-algebra. The remarkable…

We calculate the formal analytic expansions of certain formal translations in a space of formal iterated logarithmic and exponential variables. The results show how the algebraic structure naturally involves the Stirling numbers of the…

This dissertation focuses on developing a new construction of a functional calculus using Henstock-Kurzweil integration methods. The assignment of a functional calculus will be applied to self-adjoint operators. We will address both the…

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable…

Using Dupire's notion of vertical derivative, we provide a functional (path-dependent) extension of the It\^o's formula of Gozzi and Russo (2006) that applies to C^{0,1}-functions of continuous weak Dirichlet processes. It is motivated and…

Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…

This paper provides an introduction to quantum filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as a least squares estimate, and culminating in the…

Real numbers do not admit an extensional procedure for observing discrete information, such as the first digit of its decimal expansion, because every extensional, computable map from the reals to the integers is constant, as is well known.…

In this paper we introduce the localization construction for quantales. A quantale is a complete semilattice combined with a multiplication. We mimic the notion of filter in a lattice to define multiplicative filters in a quantale, and…

We introduce local iterated function systems and present some of their basic properties. A new class of local attractors of local iterated function systems, namely local fractal functions, is constructed. We derive formulas so that these…

We develop an abstract framework for the investigation of quantization and dequantization procedures based on orthogonality relations that do not necessarily involve group representations. To illustrate the usefulness of our abstract method…

We study the predictable representation property in the progressive enlargement F^\tau of a reference filtration F by a random time \tau. Our approach is based on the decomposition of any random time into two parts, one overlapping…

A new representation -which is similar to the Bargmann representation- of the creation and annihilation operators is introduced, in which the operators act like "multiplication with" and like "derivation with respect to" a single real…

In the terms of triples $D^+\to H\to D^-$ of Hilbert spaces we construct an analogue of Friedrichs's extension for operator matrices. Also we establish some general approach to construction of variational principles for such matrices.