Related papers: On the Martingale Representation with Respect to t…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

This work presents an approach towards the representation theory of the braid groups $B_n$. We focus on finite-dimensional representations over the field of Laurent series which can be obtained from representations of infinitesimal braids,…

An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…

The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…

We provide a unified approach to a priori estimates for supersolutions of BSDEs in general filtrations, which may not be quasi left-continuous. Unlike the previous related approaches in simpler settings, our results do not only rely on a…

We extend some results about shifted Schur functions to the general context of shifted Macdonald polynomials. We obtain two explicit formulas for these polynomials: a $q$-integral representation and a combinatorial formula. Our main tool is…

We consider (discrete time) branching particles in a random environment which is i.i.d. in time and possibly spatially correlated. We prove a representation of the limit process by means of a Brownian snake in random environment.

Let $f$ be a $r\times m$-matrix of holomorphic functions that is generically surjective. We provide explicit integral representation of holomorphic $\psi$ such that $\phi=f\psi$, provided that $\phi$ is holomorphic and annihilates a certain…

Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations of processes that are products of forward…

We study upper estimates of the martingale dimension $d_m$ of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that $d_m=1$…

In this paper we extend the notion of ``filtration-consistent nonlinear expectation" (or "${\cal F}$-consistent nonlinear expectation") to the case when it is allowed to be dominated by a $g$-expectation that may have a quadratic growth. We…

Based on recent work of Kaletha, we apply Hakim--Murnaghan's result to study distinguished regular supercuspidal representations of tamely ramified reductive $p$-adic groups. Assuming $p$ is sufficiently large, we obtain a necessary and…

In standard construction of hyperrational numbers using an ultrapower we assume that the ultrafilter is selective. It makes possible to assign real value to any finite hyperrational number. So, we can consider hyperrational numbers with…

In the present paper we continue the project of systematic construction of invariant differential operators on the example of representations of the conformal algebra induced from the maximal cuspidal parabolic.

We construct a relationship between integral and differential representation of second-order Jordan chains. Conditions to obtain regular potentials through the confluent supersymmetry algorithm when working with the differential…

The problem of representation of elements of weighted space of infinitely differentiable functions on real line by exponential series is considered.

Let p be an odd prime number. Using some previous work of the two authors, we determine the socle filtration of all irreducible smooth mod p representations of SL(2,Q_{p}).

We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…

The Bou\'e-Dupuis variational formula gives a representation for log Laplace transforms of bounded measurable functions of a finite dimensional Brownian motion on a compact time interval as an infimum of a suitable cost over a collection of…

In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…