Related papers: On the Martingale Representation with Respect to t…
In this paper we analyze the notion of morphisms of rings of superfunctions which is the basic concept underlying the definition of supermanifolds as ringed spaces (i.e. following Berezin, Leites, Manin, etc.). We establish a representation…
The Lusztig-Shoji algorithm is generalized to a complex reflection group $W$ and give us a version of the Springer correspondence of $W$. We show that the combinatorics of generalized Springer correspondences of dihedral groups of order…
The Schwinger oscillator operator representation of SU(3) is analysed with particular reference to the problem of multiplicity of irreducible representations. It is shown that with the use of an $Sp(2,R)$ unitary representation commuting…
We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…
We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…
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…
The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…
We consider local martingales which are standard or stochastic exponentials M of one component X of a multivariate affine process in the sense of Duffie, Filipovic and Schachermayer (2003). By completing their characterization of…
We present a way to normalize a combinatorial Morse function into an integer-valued canonical representative of the set of discrete Morse functions inducing a given gradient field.
We present a general form of the iteration and interpolation process used in implicit particle filters. Implicit filters are based on a pseudo-Gaussian representation of posterior densities, and are designed to focus the particle paths so…
We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the $L^p$ comparison of the maximal function with the square function: \begin{align*} E[(Sf)^p]…
When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has…
The representations of the kernels of the transmutation operator and of its inverse relating the one-dimensional Schr\"odinger operator with the second derivative are obtained in terms of the eigenfunctions of a corresponding…
For semisimple Lie superalgebras over an algebraically closed field of characteristic zero, whose category of finite dimensional super representations is semisismple, we classify all irreducible super representations for which the…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Differentiable real function reproducing primes up to a given number and having a differentiable inverse function is constructed. This inverse function is compared with the Riemann-Von Mangoldt exact expression for the number of primes not…
Let $X$ and $Y$ denote two independent squared Bessel processes of dimension $m$ and $n-m$, respectively, with $n\geq 2$ and $m \in [0, n)$, making $X+Y$ a squared Bessel process of dimension $n$. For appropriately chosen function $s$, the…
We develop an abstract framework for the investigation of quantization and dequantization procedures based on orthogonality relations that do not necessarily involve group representations. To illustrate the usefulness of our abstract method…
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…