Related papers: Martin's maximum and the non-stationary ideal
We deal with values taken by various pseudopower functions at a singular cardinal that is not a fixed point of the aleph function.
Let kappa be a regular uncountable cardinal and lambda > kappa a singular strong limit cardinal. We give a new characterization of the nonstationary subsets of P_kappa (lambda) and use this to prove that the nonstationary ideal on P_kappa…
In this paper, we explore Fourier analysis for noncommutative $L_p$ space-valued functions on $G$, where $G$ is a totally disconnected non-abelian compact group. By additionally assuming that the value of these functions remains invariant…
A new result on stability of an optimal nonlinear filter with respect to small perturbations on every step is established.
This paper studies the continuous time utility maximization problem on consumption with addictive habit formation in incomplete semimartingale markets. Introducing the set of auxiliary state processes and the modified dual space, we embed…
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…
The optimal function $f$ satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale $(X_1,X_1+X_2, ...,\sum_{i=1}^n X_i)$ is shown to be given by $$ f(a) = \max \Big\{a_k-\sum_{i=1}^{k-1}…
We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market with one safe asset and finitely many risky assets. We show that an optimal investment strategy exists if the…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
We study the asymptotics at zero of continuous functions on (0, 1] by means of their asymptotic ideals, i.e., ideals in the ring of continuous functions on (0, 1] satisfying a polynomial growth condition at 0 modulo rapidly decreasing…
In this paper we obtain some noncommutative multiplier theorems and maximal inequalities on semigroups. As applications, we obtain the corresponding individual ergodic theorems. Our main results extend some classical results of Stein and…
In this article, we study the fractional spherical maximal function and its lacunary counterpart. We study the necessary and sufficient conditions for $L^p-L^q$ boundedness of both maximal functions. In particular, we prove the restricted…
This paper is primarily concerned with the problem of maximality for the sum $A+B$ and composition $L^{*}ML$ in non-reflexive Banach space settings under qualifications constraints involving the domains of $A,B,M$. Here $X$, $Y$ are Banach…
In this paper, stochastic optimal control problems in continuous time and space are considered. In recent years, such problems have received renewed attention from the lens of reinforcement learning (RL) which is also one of our motivation.…
We study a specific convex maximization problem in the space of continuous functions defined on a semi-infinite interval. An unexplained connection to the discrete version of this problem is investigated.
In this article we focus on $L^{p}$ estimates for two types of multilinear lacunary maximal averages over hypersurfaces with curvature conditions. Moreover, we give a different proof for the bilinear lacunary spherical maximal functions. To…
We investigate the robustness of nonlinear filtering for continuous time finite state Markov chains, observed in white noise, with respect to misspecification of the model parameters. It is shown that the distance between the optimal filter…
We first show a counter intuitive result that in the ring of real valued continuous functions on $[0,1]$ non maximal prime ideals exist. This is a standard proof and a well known result. Interestingly, a non maximal prime ideal in this ring…
We derive the expectation value for the maximum stellar mass (m_max) in an ensemble of N stars, as a function of the IMF upper-mass cutoff (m_up) and N. We statistically demonstrate that the upper IMF of the local massive star census…
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…