Related papers: Martingale Type, the Gamlen-Gaudet Construction an…

We consider a complete probability space $(\Omega,\mathcal{F},\mathbb{P})$, which is endowed with two filtrations, $\mathbb{G}$ and $\mathbb{F}$, assumed to satisfy the usual conditions and such that $\mathbb{F} \subset \mathbb{G}$. On this…

Assume that we are given a filtration $(\mathscr F_n)$ on a probability space $(\Omega,\mathscr F,\mathbb P)$ of the form that each $\mathscr F_n$ is generated by the partition of one atom of $\mathscr F_{n-1}$ into two atoms of $\mathscr…

Given a probability space $(\Omega, \mathsf{A}, \mu)$, let $\mathsf{A}_1, \mathsf{A}_2, ...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let $\mathsf{E}_1, \mathsf{E}_2, ...$ denote the corresponding family of conditional…

Motivated by the cohomology theory of loop spaces, we consider a special class of higher order homotopy commutative differential graded algebras and construct the filtered Hirsch model for such an algebra $A$. When $x\in H(A)$ with…

We provide a categorical proof of convergence for martingales and backward martingales in mean, using enriched category theory. The enrichment we use is in topological spaces, with their canonical closed monoidal structure, which encodes a…

In a previous paper, we proved that for any submartingale $(X_t)_{t \geq 0}$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical…

Let $(X,\mathcal{B},P)$ be a probability space and $\mathit{a}$ be a sub $\sigma$-field that is generated by an increasing sequence of sub $\sigma$-fields $(\mathit{a}_{n})_{n \in \mathbb{N}}$. Given $\theta \in \Theta$, where $\Theta$ is…

Let X be a smooth, projective variety over the field of complex numbers. On the space H of its rational cohomology of degree i we have the arithmetic filtration F^p. On the other hand, on the space of cohomology of degree i of X with…

Consider $\mathbb{G}$ the progressive enlargement of a filtration $\mathbb{F}$ with a random time $\tau$. Assuming that, in $\mathbb{F}$, the martingale representation property holds, we examine conditions under which the martingale…

In this paper we consider Meyer-Yoeurp decompositions for UMD Banach space-valued martingales. Namely, we prove that $X$ is a UMD Banach space if and only if for any fixed $p\in (1,\infty)$, any $X$-valued $L^p$-martingale $M$ has a unique…

Let X be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequences one has \[\E\|f\|^p \leq…

This paper studies a new maximal operator introduced by Hyt\"onen, McIntosh and Portal in 2008 for functions taking values in a Banach space. The L^p-boundedness of this operator depends on the range space; certain requirements on type and…

Let $p(\cdot)$ be a measurable function defined on a probability space satisfying $0<p_-:={\rm ess}\inf_{x\in \Omega}p(x)\leq {\rm ess}\sup_{x\in\Omega}p(x)=:p_+<\infty$. We investigate five types of martingale Hardy spaces $H_{p(\cdot)}$…

Let $X$ be a Banach space with RNP, $(\vO,\vS,\mu)$ be a complete probability space and $\vG:\vO\to{cb(X)}$ (nonempty, closed convex and bounded subsets of $X$) be a multifunction. Assume that $\vX\subset\vS$ is a $\sigma$-algebra and the…

Let $f:=(f_n)_{n\in \mathbb{Z}_+}$ and $g:=(g_n)_{n\in \mathbb{Z}_+}$ be two martingales related to the probability space $(\Omega,\mathcal F,\mathbb P)$ equipped with the filtration $(\mathcal F_n)_{n\in \mathbb{Z}_+}.$ Assume that $f$ is…

In the present paper we introduce the notion of strongly orthogonal martingales. Moreover, we show that for any UMD Banach space $X$ and for any $X$-valued strongly orthogonal martingales $M$ and $N$ such that $N$ is weakly differentially…

We prove the boundedness on $L^p$, $1<p<\infty$, of operators on manifolds which arise by taking conditional expectation of transformations of stochastic integrals. These operators include various classical operators such as second order…

In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…

Let $(X_i, \mathcal{F}_i)_{i\geq1}$ be a martingale difference sequence in a smooth Banach space. Let $S_n=\sum_{i=1}^nX_i, n\geq 1,$ be the partial sums of $(X_i, \mathcal{F}_i)_{i\geq 1}$. We give upper bounds on the quantity…

Bayesian inference provides principled uncertainty quantification but is often limited by the challenges of prior and likelihood elicitation. The martingale posterior (MGP) (Fong et al., 2023) offers an alternative by replacing these…