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

Let $X$ be a progressively measurable, almost surely right-continuous stochastic process such that $X_\tau \in L^1$ and $E[X_\tau] = E[X_0]$ for each finite stopping time $\tau$. In 2006, Cherny showed that $X$ is then a uniformly…

We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…

The purpose of this note is to give an affirmative answer to a conjecture appearing in [Integral Transforms Spec. Funct. 26 (2015) 90-95].

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

Two simple proofs of the triangle inequality for the Jaccard distance in terms of nonnegative, monotone, submodular functions are given and discussed.

We prove non-convergence theorems towards an unstable equilibrium (or a trap) for stochastic processes. The processes we consider are continuous-time or discrete-time processes and can be pertubations of the flow generated by a vector…

We give a simple proof of Kolmogorov's theorem on the persistence of a quasiperiodic invariant torus in Hamiltonian systems. The theorem is first reduced to a well-posed inversion problem (Herman's normal form) by switching the frequency…

We prove that the half plane version of the uniform infinite planar triangulation (UIPT) is recurrent. The key ingredients of the proof are a construction of a new full plane extension of the half plane UIPT, based on a natural…

In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…

We derive the Chern-Gauss-Bonnet Theorem for manifolds with smooth non-degenerate boundary in the pseudo-Riemannian context from the corresponding result in the Riemannian setting by examining the Euler-Lagrange equations associated to the…

We give a simple proof of Strassen's theorem on stochastic dominance using linear programming duality, without requiring measure-theoretic arguments. The result extends to generalized inequalities using conic optimization duality and…

In this paper we prove a sharp quantitative version of the Kendall's Theorem. The Kendal Theorem states that under some mild conditions imposed on a probability distribution on positive integers (i.e. probabilistic sequence) one can prove…

We note that Pillay's result on the stability of an algebraically closed field with a predicate for a group of Lang type implies that number uniformity follows formally from the finiteness results analogous to Faltings' Theorem.

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…

A Lagrange Theorem in dimension 2 is proved, for a particular two-dimensional algorithm, with a very natural geometrical definition. Dirichlet-type properties for the convergence of the algorithm are also proved. These properties procced…

In this note, simple proofs of certain well-known results involving the positive square root of positive matrices are given.

We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…

We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…