Related papers: A representation theorem for set-valued submarting…
In this paper we explore the fundamentals of the Martingale Representation Theorem (MRT) and a closely related result, the Clark-Ocone formula. We also investigate how far these theorems can be taken, notably beyond the regular Sobolev…
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…
A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…
The necessary and sufficient conditions for existence of a generalized representer theorem are presented for learning Hilbert space-valued functions. Representer theorems involving explicit basis functions and Reproducing Kernels are a…
Representation theory of finite groups portrays a marvelous crossroad of group theory, algebraic combinatorics, and probability. In particular the Plancherel measure is a probability that arises naturally from representation theory, and in…
The first and second representation theorems for sign-indefinite, not necessarily semi-bounded quadratic forms are revisited. New straightforward proofs of these theorems are given. A number of necessary and sufficient conditions ensuring…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent counterpart of the extension from the heat equation to fully nonlinear parabolic equations…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
We study and classify representations of a torsion group $G$ over an idempotent semifield with special attention on the case over the Boolean semifield $\mathbb{B}$. In subsequent work we extend this theory to studying representations of…
In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric…
This paper is addressed to the well-posedness of some linear and semilinear backward stochastic differential equations with general filtration, without using the Martingale Representation Theorem. The point of our approach is to introduce a…
Lurie's representability theorem gives necessary and sufficient conditions for a functor to be an almost finitely presented derived geometric stack. We establish several variants of Lurie's theorem, making the hypotheses easier to verify…
We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…
Default logic can be regarded as a mechanism to represent families of belief sets of a reasoning agent. As such, it is inherently second-order. In this paper, we study the problem of representability of a family of theories as the set of…
We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as…
The Representation Theorem of Lions (RTL) is a version of the Lax--Milgram Theorem where completeness of one of the spaces is not complete. In this paper, RTL is deduced from an operator-theoretical version on normed space. The main point…
Martingales constitute a basic tool in stochastic analysis; this paper considers their application to counting processes. We use this tool to revisit a renewal theorem and its extensions for various counting processes. We first consider a…
Representation theorems relate seemingly complex objects to concrete, more tractable ones. In this paper, we take advantage of the abstraction power of category theory and provide a general representation theorem for a wide class of…
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…