Related papers: A proof of the continuous martingale convergence t…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

Using, as main tool, the convergence theorem for discrete martingales and the mean value property of harmonic functions we solve, a particular case of, Dirichlet problem.

The Doob convergence theorem implies that the set of divergence of any martingale has measure zero. We prove that, conversely, any $G\_{\delta\sigma}$ subset of the Cantor space with Lebesgue-measure zero can be represented as the set of…

In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…

In this paper we develop the continuous averaging method of Treschev to work on the simultaneous Diophantine approximation and apply the result to give a new proof of the Nekhoroshev theorem. We obtain a sharp normal form theorem and an…

The Bertrand's theorem can be formulated as the solution of an inverse problem for a classical unidimensional motion. We show that the solutions of these problems, if restricted to a given class, can be obtained by solving a numerical…

We settle in the affirmative the Graham-Sloane conjecture.

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

We give a remarkably elementary proof of the Brouwer fixed point theorem. The proof is verifiable for most of the mathematicians.

In this paper, we present a constructive proof of Herschfeld's Convergence Theorem. Our formulation differs from Herschfeld's in a few ways: We consider radicals that nest transfinitely many times, as these are essential to the proof;…

Plunnecke's inequality is the standard tool to obtain estimates on the cardinality of sumsets and has many applications in additive combinatorics. We present a new proof. The main novelty is that the proof is completed with no reference to…

In this article, we give a proof on the Arnold-Chekanov Lagrangian intersection conjecture on the cotangent bundles and its generalizations.

We prove game-theoretic generalizations of some well known zero-one laws. Our proofs make the martingales behind the laws explicit, and our results illustrate how martingale arguments can have implications going beyond measure-theoretic…

We give a concise introduction to the theory of continuants and show how Perron used them in his proof of Tietze theorem on the convergence of infinite semi-regular continued fractions, as well as for the study of the convergence of purely…

In this paper we give a complete proof of the Brumer-Stark conjecture over $\mathbf{Z}$.

A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…

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…

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…