Related papers: Remarks on martingale representation theorem for s…
The aim of the present article is to reveal a structure shared by two basic zeta-functions in their fourth power moments through the view point of representation theory of Lie groups, relying specifically upon the Kirillov model. It might…
This paper is addressed to the well-posedness of some linear and semilinear backward stochastic differential equations with general filtration, without using the Martingale Representation Theorem. The point of our approach is to introduce a…
We establish a weighted simultaneous Khintchine-type theorem, both convergence and divergence, for all nondegenerate manifolds, which answers a problem posed in [Math. Ann., 337(4):769-796, 2007]. This extends the main results of [Acta…
We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire…
A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…
The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
We prove a Mackey formula for representations of finite groups of Lie type, in the case where the groups come from disconnected reductive groups.
The paper develops multiplicative compensation for complex-valued semimartingales and studies some of its consequences. It is shown that the stochastic exponential of any complex-valued semimartingale with independent increments becomes a…
P. Deligne defined interpolations of the tensor category of representations of the symmetric group S_n to complex values of n. Namely, he defined tensor categories Rep(S_t) for any complex t. This construction was generalized by F. Knop to…
Given a set-valued stochastic process $(V_t)_{t=0}^T$, we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors $\xi_t\in V_t$, admitting an equivalent martingale measure. The aim of this…
A new continuity for set-valued functions is introduced, and an existence theorem is proved for such continuous set-valued functions.
Let (f_n) be a mean zero vector valued martingale sequence. Then there exist vector valued functions (d_n) from [0,1]^n such that int_0^1 d_n(x_1,...,x_n) dx_n = 0 for almost all x_1,...,x_{n-1}, and such that the law of (f_n) is the same…
A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.
We provide martingale analogs of weakly cancelling differential operators and prove a Sobolev-type embedding theorem for these operators in the martingale setting.
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…
We consider a general regularised interpolation problem for learning a parameter vector from data. The well known representer theorem says that under certain conditions on the regulariser there exists a solution in the linear span of the…
The aim of this paper is to represent any polynomial in terms of the degenerate Frobenius-Euler polynomials and more generally of the higher-order degenerate Frobenius-Euler polynomials. We derive explicit formulas with the help of umbral…
As is well-known, poly-Bernoulli polynomials are defined in terms of polylogarithm functions. Recently, as degenerate version of such functions and polynomials, degenerate polylogarithm functions were introduced and degenertae…
In this note, we show that the spectral theorem, has two representations; the Stone-von Neumann representation and one based on the polar decomposition of linear operators, which we call the deformed representation. The deformed…