Related papers: Skorokhod's topologies on path space
Methods for proving functional limit laws are developed for sequences of stochastic processes which allow a recursive distributional decomposition either in time or space. Our approach is an extension of the so-called contraction method to…
In this article, we introduce the space $D([0,1];D)$ of functions defined on $[0,1]$ with values in the Skorohod space $D$, which are right-continuous and have left limits with respect to the $J_1$ topology. This space is equipped with the…
We provide criteria for It\^o integration to behave continuously with respect to Skorokhod's J1 and M1 topologies, when the integrands and integrators converge weakly or in probability. The results are novel in the M1 setting and unify…
Connectedness, path connectedness, and uniform connectedness are well-known concepts. In the traditional presentation of these concepts there is a substantial difference between connectedness and the other two notions, namely connectedness…
We correct a gap in the proof of a basic theorem by Jakubowski (1986) on the Skorohod topology on the space of functions on [0,1] with values in a completely regular topological space.
We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…
The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…
We prove joint functional limit theorems in the Skorokhod space equipped with the $J_1$-topology for successive Lebesgue-Stieltjes convolutions of nondecreasing stochastic processes with themselves. These convolutions arise naturally in…
We introduce the concept of an $\mathrm{L}^{1}$ full group associated with a measure-preserving action of a Polish normed group on a standard probability space. These groups carry a natural Polish group topology induced by an $\mathrm{L}^1$…
The symmetries of paths in a manifold $M$ are classified with respect to a given pointwise proper action of a Lie group $G$ on $M$. Here, paths are embeddings of a compact interval into $M$. There are at least two types of symmetries:…
The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which…
In Persistent Homology and Topology, filtrations are usually given by introducing an ordered collection of sets or a continuous function from a topological space to $\R^n$. A natural question arises, whether these approaches are equivalent…
In these notes, uniform convergence on compacta is studied on the space of functions taking values in the set of finite Borel measures. Related limit theorems, including L\'evy's continuity theorem and functional limit theorems for…
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…
In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…
We analyze the space of geometrically continuous piecewise polynomial functions or splines for quadrangular and triangular patches with arbitrary topology and general rational transition maps. To define these spaces of G 1 spline functions,…
This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…
We generalize the definition of topological entropy given by Adler, Konheim, and McAndrew (AKM) for piecewise continuous self-maps defined on a compact interval (pc-maps). For this notion of entropy, we prove that the properties of the…
The paper presents a factorization theorem for a certain class of stochastic processes. Skorohod spaces carry the rich structure of standard Borel spaces and appear to be suitable universal sample path spaces. We show that, if $\xi$ is a…
A series of recent papers by Bergfalk, Lupini and Panagiotopoulus developed the foundations of a field known as `definable algebraic topology,' in which classical cohomological invariants are enriched by viewing them as groups with a Polish…