Related papers: Convergence of Local Supermartingales
This work presents higher order Lagrangian dynamics possessing locally conformal character. More concretely, locally conformal higher order Euler-Lagrange equations are written with particular focus on the second- and the third-order cases.
This paper is devoted to study a characterization of (strong) local maximal monotonicity in terms of a property involving the graphical derivative of a set-valued mapping defined on a Hilbert space. As a consequence, a second-order…
We show that if $f$ is locally in $L\log\log L$ then the lacunary spherical means converge almost everywhere. The argument given here is a model case for more general results on singular maximal functions and Radon transforms (see ref. 6).
Az\'{e}ma associated with an honest time L the supermartingale $Z_{t}^{L}=\mathbb{P}[L>t|\mathcal{F}_{t}]$ and established some of its important properties. This supermartingale plays a central role in the general theory of stochastic…
On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable processes coincide with $\mathbb{F}$…
A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…
Supermartingales are here defined on a non-probabilistic setting and can be interpreted solely in terms of superhedging operations. The classical expectation operator is replaced by a pair of subadditive operators one of them providing a…
The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…
In this article, we investigate sequences of discontinuous martingales on submanifolds of higher-dimensional Euclidean space. Those sequences naturally arise when we deal with a sequence of harmonic maps with respect to non-local Dirichlet…
Let $M$ be a strictly convex smooth connected hypersurface in $\mathbb R^n$ and $\widehat{M}$ its convex hull. We say that $M$ is locally polynomially integrable if the $(n-1)-$ dimensional volumes of the sections of $\widehat M$ by…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
We develop a martingale approximation framework yielding quantitative maximal large deviations estimates for invertible dynamical systems. From suitable decay of correlations, we deduce these estimates and, as an application, we obtain…
Based on methods of structural convergence we provide a unifying view of local-global convergence, fitting to model theory and analysis. The general approach outlined here provides a possibility to extend the theory of local-global…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…
This note investigates core properties of martingales, emphasizing the measure-theoretic formulation of conditional expectation, the martingale transform, and the upcrossing lemma. These results lead to the Martingale Convergence Theorem,…
We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…
We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…
In this paper, we study local systems of locally finite associative algebras over fields of characteristic p\ge0. We describe the perfect local systems and study the relation between them and their corresponding locally finite associative…
In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…