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In this paper we provide a pricing-hedging duality for the model-independent superhedging price with respect to a prediction set $\Xi\subseteq C[0,T]$, where the superhedging property needs to hold pathwise, but only for paths lying in…

Mathematical Finance · Quantitative Finance 2020-01-16 Daniel Bartl , Michael Kupper , Ariel Neufeld

We prove sectorial extension theorems for ultraholomorphic function classes of Beurling type defined by weight functions with a controlled loss of regularity. The proofs are based on a reduction lemma, due to the second author, which allows…

Functional Analysis · Mathematics 2022-12-29 David Nicolas Nenning , Armin Rainer , Gerhard Schindl

We classify all irreducible highest-weight unitary modules over the non-compact real form $\mathfrak{u}(p,q|n)$ of the general linear Lie superalgebra $\mathfrak{gl}_{p+q|n}$. The classification is given by explicit necessary and sufficient…

Representation Theory · Mathematics 2026-04-28 Mark D. Gould , Artem Pulemotov , Jorgen Rasmussen , Yang Zhang

A mixed type dual to a nondifferentiable variational problem involving higher order derivative is formulated and duality results are proved under generalized invexity conditions. Special cases are generated from our results.

Optimization and Control · Mathematics 2010-06-07 I Husain , Rumana G. Mattoo

We characterize the equality between ultradifferentiable function classes defined in terms of abstractly given weight matrices and in terms of the corresponding matrix of associated weight functions by using new growth indices. These…

Functional Analysis · Mathematics 2021-12-08 Javier Jiménez-Garrido , Javier Sanz , Gerhard Schindl

We construct several new spaces of quantum sequences and their quantum families of maps in sense of So{\l}tan. Then, we introduce noncommutative distributional symmetries associated with these quantum maps and study simple relations between…

Operator Algebras · Mathematics 2015-05-12 Weihua Liu

Perturbative expansions in physical applications are generically divergent, and their physical content can be studied using Borel analysis. Given just a finite number of terms of such an expansion, this input data can be analyzed in…

High Energy Physics - Theory · Physics 2021-10-22 Ovidiu Costin , Gerald V. Dunne

In complex dynamics, the bungee set is defined as the set points whose orbit is neither bounded nor tends to infinity. In this paper we study, for the first time, the bungee set of a quasiregular map of transcendental type. We show that…

Dynamical Systems · Mathematics 2018-11-14 Daniel A. Nicks , David J. Sixsmith

We show the relevance of a multifractal-type analysis for pointwise convergence and divergence properties of wavelet series: Depending on the sequence space which the wavelet coefficients sequence belongs to, we obtain deterministic upper…

Functional Analysis · Mathematics 2017-01-12 Céline Esser , Stéphane Jaffard

The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…

Optimization and Control · Mathematics 2012-05-01 C. H. Jeffrey Pang

For a smooth projective toric variety of Picard rank two we classify all exceptional sequences of invertible sheaves which have maximal length. In particular, we prove that unlike non-maximal sequences, they (a) remain exceptional under…

Algebraic Geometry · Mathematics 2024-04-03 Klaus Altmann , Frederik Witt

In this paper non-asymptotic exact rearrangement invariant norm estimates are derived for the maximum distribution of the family elements of some rearrangement invariant (r.i.) space over unbounded measure in the entropy terms and in the…

Functional Analysis · Mathematics 2008-08-26 E. Ostrovsky , E. Rogover

Many problems in machine learning are naturally expressed in the language of undirected graphical models. Here, we propose black-box learning and inference algorithms for undirected models that optimize a variational approximation to the…

Machine Learning · Computer Science 2017-11-20 Volodymyr Kuleshov , Stefano Ermon

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…

Probability · Mathematics 2022-01-26 C Cuny , J Dedecker , F Merlevède

This expository article is devoted to the notion of quasianalytic classes and the Borel mapping. Although quasianalytic classes are well known in analysis since several decades. We are interested in certain properties of Denjoy-Carleman's…

Classical Analysis and ODEs · Mathematics 2025-01-06 Abdelhafed Elkhadiri

Consider the set of Borel probability measures on $\mathbf{R}^k$ and endow it with the topology of weak convergence. We show that the subset of all probability measures which belong to the domain of attraction of some multivariate extreme…

Probability · Mathematics 2022-11-23 Paolo Leonetti , Amir Khorrami Chokami

We prove an extension theorem for ultraholomorphic classes defined by so-called Braun-Meise-Taylor weight functions and transfer the proofs from the single weight sequence case from V. Thilliez [28] to the weight function setting. We are…

Functional Analysis · Mathematics 2018-05-25 Javier Jiménez-Garrido , Javier Sanz , Gerhard Schindl

Uncertainty quantification in neural networks gained a lot of attention in the past years. The most popular approaches, Bayesian neural networks (BNNs), Monte Carlo dropout, and deep ensembles have one thing in common: they are all based on…

Machine Learning · Computer Science 2020-10-06 Sina Däubener , Asja Fischer

We provide a condition on a set of directions $\Omega \subset \mathbb{S}^1$ ensuring that the associated directional maximal operator $M_\Omega$ is unbounded on $L^p(\mathbb{R}^2)$ for every $1 \leq p < \infty$. The techniques of proof…

Classical Analysis and ODEs · Mathematics 2025-07-14 Paul Hagelstein , Blanca Radillo-Murguia , Alexander Stokolos

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

Dynamical Systems · Mathematics 2016-05-03 Ian Melbourne