Related papers: Martingale-coboundary decomposition for stationary…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
We find optimal conditions on $m$-linear Fourier multipliers to give rise to bounded operators from a product of Hardy spaces $H^{p_j}$, $0<p_j\le 1$, to Lebesgue spaces $L^p$. The conditions we obtain are necessary and sufficient for…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
In this paper we derive characterizations of boundedness of the subsequences of partial sums with respect to Vilenkin system on the martingale Hardy spaces when $ 0<p<1 $. Moreover, we find necessary and sufficient conditions for the…
Let $p(\cdot)$ be a measurable function defined on a probability space satisfying $0<p_-:={\rm ess}\inf_{x\in \Omega}p(x)\leq {\rm ess}\sup_{x\in\Omega}p(x)=:p_+<\infty$. We investigate five types of martingale Hardy spaces $H_{p(\cdot)}$…
Answering a question left open in \cite{MZ2}, we show for general symmetric hyperbolic boundary problems with constant coefficients, including in particular systems with characteristics of variable multiplicity, that the uniform Lopatinski…
The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969),…
This work deals with the Landau equation in a bounded domain with the Maxwell reflection condition on the boundary for any (possibly smoothly position dependent) accommodation coefficient and for the full range of interaction potentials,…
We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…
In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in ${\mathcal{H}}$ (a real and separable Hilbert space) admits an approximation, in…
We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four…
We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as…
We show that all local martingales with respect to the initially enlarged natural filtration of a vector of multivariate point processes can be weakly represented up to the minimum among the explosion times of the components. We also prove…
Consider $\mathbb{G}$ the progressive enlargement of a filtration $\mathbb{F}$ with a random time $\tau$. Assuming that, in $\mathbb{F}$, the martingale representation property holds, we examine conditions under which the martingale…
In a fully general setting, we study the relation between martingale spaces under two locally absolutely continuous probabilities and prove that the martingale representation property (MRP) is always stable under locally absolutely…
This paper makes 3 contributions. First, it generalizes the Lindeberg\textendash Feller and Lyapunov Central Limit Theorems to Hilbert Spaces by way of $L^2$. Second, it generalizes these results to spaces in which sample failure and…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
A quantum field theory in its algebraic description may admit many irregular states. So far, selection criteria to distinguish physically reasonable states have been restricted to free fields (Hadamard condition) or to flat spacetimes (e.g.…
We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…