Related papers: Convergence of Local Supermartingales
For any discrete-time $P$--local martingale $S$ there exists a probability measure $Q \sim P$ such that $S$ is a $Q$--martingale. A new proof for this result is provided. The core idea relies on an appropriate modification of an argument by…
We propose a correlation of local observables on many sites in macroscopic quantum systems. By measuring the correlation one can detect, if any, superposition of macroscopically distinct states, which we call macroscopic entanglement, in…
We characterize the random times $\rho$ whose Azema supermartingales $Z^\rho$ take the form $Z^\rho=U/U^*$ for some non negative local martingales $U$ starting from 1 vanishing at infinity, where $U^*$ denotes the running maximum process of…
We analyze the properties of a Luttinger liquid under the influence of a periodic driving of the interaction strength. Irrespective of the details the driven system develops an instability due to a parametric resonance. For slow and fast…
We generalise the randomness test definitions in the literature for both the Martin-L\"of and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued rather than merely precise forecasts for these outcomes,…
Matter collineations of locally rotationally symmetric spacetimes are considered. These are investigated when the energy-momentum tensor is degenerate. We know that the degenerate case provides infinite dimensional matter collineations in…
In this paper the local regularity of the Hilbert transform is considered, and local smoothness and real analyticity results are obtained.
We investigate the relation between local unitary symmetries and entanglement invariants of multi-qubit systems. The Hilbert space of such systems can be stratified in terms of states with different types of symmetry. We review the…
We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with…
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
In this article we study fine regularity properties for mappings of finite distortion. Our main theorems yield strongly localized regularity results in the borderline case in the class of maps of exponentially integrable distortion.…
A fractal-like (Cantor-like) stratified structure of chiral and convenient isotropic layers is considered. Peculiarities of the wave localization, self-similarity, scalability and sequential splitting in the reflected field of both the…
We tackle the calibration of the so-called Stochastic-Local Volatility (SLV) model. This is the class of financial models that combines the local and stochastic volatility features and has been subject of the attention by many researchers…
A $d$-dimensional binary Markov random field on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, potentials $a=a(n)$ and $b=b(n)$ depend on $n$. Precise bounds for the probability for local configurations to…
Given a bounded sequence $\{X^{n}\}_{n}$ of semimartingales on a time interval $[0,T]$, we find a sequence of convex combinations $\{Y^{n}\}_{n}$ and a limiting semimartingale $Y$ such that $\{Y^{n}\}_{n}$ converges to $Y$ in a…
We obtain results concerning the so-called factorization for the convergence of random variables almost everywhere (almost surely or with probability one), belonging to the classical Lebesgue-Riesz spaces and we extend these results to the…
We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.
This paper continues our study of the interconnection between controllability and mixing properties of random dynamical systems. We begin with an abstract result showing that the approximate controllability to a point and a local…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…