Related papers: A note on joint functional convergence of partial …

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

This article deals with the lower compactness property of a sequence of integrands and the use of this key notion in various domains: convergence theory, optimal control, non-smooth analysis. First about the interchange of the weak…

A uniformly continuously integrable sequence of real-valued measurable functions, defined on some probability space, is relatively compact in the $\sigma(L^1,L^\infty)$ topology. In this paper, we link such a result to weak convergence…

For certain subordinators $(X_t)_{t\ge 0}$ it is shown that the process $(-t\log X_{ts})_{s>0}$ tends to an extremal process $(\hat\eta_s)_{s>0}$ in the sense of convergence of the finite dimensional distributions. Additionally it is also…

We continue the study of convergence of multipole pluricomplex Green functions for a bounded hyperconvex domain of $\mathbb C^n$, in the case where poles collide. We consider the case where all poles do not converge to the same point in the…

We consider a L\'evy process that starts from $x<0$ and conditioned on having a positive maximum. When Cram\'er's condition holds, we provide two weak limit theorems as $x\to -\infty$ for the law of the (two-sided) path shifted at the first…

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

We introduce a topology on the space of actions modulo weak equivalence finer than the one previously studied in the literature. We show that the product of actions is a continuous operation with respect to this topology, so that the space…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Let $R$ be a unitary commutative real algebra and $K\subseteq Hom(R,\mathbb{R})$, closed with respect to the product topology. We consider $R$ endowed with the topology $\mathcal{T}_K$, induced by the family of seminorms…

In order to approximate a continuous time stochastic process by discrete time Markov chains one has several options to embed the Markov chains into continuous time processes. On the one hand there is the Markov embedding, which uses…

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…

We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

We develop a Hungarian construction for the partial sum process of independent non-identically distributed random variables. The process is indexed by functions $f$ from a class $\mathcal{H}$, but the supremum over $f\in $ $\mathcal{H}$ is…

Consider the partial sums {S_t} of a real-valued functional F(Phi(t)) of a Markov chain {Phi(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the…

Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…

This paper aims to study the dual of an extended locally convex space. In particular, we study the weak and weak* topologies as well as the topology of uniform convergence on bounded subsets of an extended locally convex space. As an…

In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…