Related papers: Remarks on martingale representation theorem for s…
We prove a set-theoretic version of the Landsberg--Weyman Conjecture on the defining equations of the tangential variety of a Segre product of projective spaces. We introduce and study the concept of exclusive rank. For the proof of this…
Suppose that $X_1, \ldots , X_n$ are continuous semimartingales that are reversible and have nondegenerate crossings. Then the corresponding rank processes can be represented by generalized Stratonovich integrals, and this representation…
We propose a theory of eigenvalues, eigenvectors, singular values, and singular vectors for tensors based on a constrained variational approach much like the Rayleigh quotient for symmetric matrix eigenvalues. These notions are particularly…
Within the framework of the theory of the column and row determinants, we obtain new determinantal representations of the W-weighted Drazin inverse over the quaternion skew field. We give determinantal representations of the W-weighted…
We introduce a novel notion of divergence between continuous martingales; the reciprocal specific relative entropy. First, we motivate this definition from multiple perspectives. Thereafter, we solve the reciprocal specific relative entropy…
A partial algebra construction of Gr\"atzer and Schmidt from "Characterizations of congruence lattices of abstract algebras" (Acta Sci. Math. (Szeged) 24 (1963), 34-59) is adapted to provide an alternative proof to a well-known fact that…
There is a compactification of the space of representations of a finitely generated group into the groups of isometries of all spaces with $\Delta$-thin triangles. The ideal points are actions on $\mathbb R$-trees. It is a geometric…
By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via…
In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a Borelian map and $M$ a $d$-dimensional continuous Markov martingale with respect to a Markov filtration $\mathcal{F}$ admits an exact…
The constructive martingale representation theorem of functional It\^o calculus is extended, from the space of square integrable martingales, to the space of local martingales. The setting is that of an augmented filtration generated by a…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.
The starting point of this paper are the Mittag-Leffler polynomials introduced by H. Bateman [1]. Based on generalized integer powers of real numbers and deformed exponential function, we introduce deformed Mittag-Leffler polynomials…
In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in ${\mathcal{H}}$ (a real and separable Hilbert space) admits an approximation, in…
The representation theory of tensor functions is essential to constitutive modeling of materials including both mechanical and physical behaviors. Generally, material symmetry is incorporated in the tensor functions through a structural or…
There exist several theorems which state that when a matroid is representable over distinct fields F_1,...,F_k, it is also representable over other fields. We prove a theorem, the Lift Theorem, that implies many of these results. First,…
We introduce the concept of a triangular representation of a Lie algebra, give a counterpart of Ado's theorem, and discuss $2$-irreducible triangular modules over a nonreductive Lie algebra.
A result by N.G. Makarov [Algebra i Analiz, 1989] states that for martingales $(M_n)$ on the torus we have the strict inequality \[ \liminf_{n\to\infty} \frac{M_n}{\sum_{k=1}^n |\Delta M_k|} > 0 \] on a set of Hausdorff dimension one,…
Let $\Lambda$ be a finite dimensional algebra over an algebraically closed field. We exhibit slices of the representation theory of $\Lambda$ that are always classifiable in stringent geometric terms. Namely, we prove that, for any…
Given a represented space (in the sense of TTE theory), an appropriate representation is constructed for the Moschovakis extension of its carrier (with paying attention to the cases of effective topological spaces and effective metric…