Related papers: A representation theorem for set-valued submarting…

We work in the setting of the progressive enlargement $\mathbb G$ of a reference filtration $\mathbb F$ through the observation of a random time $\tau$. We study an integral representation property for some classes of $\mathbb…

We extend the notion of representation of a matroid to algebraic structures that we call skew partial fields. Our definition of such representations extends Tutte's definition, using chain groups. We show how such representations behave…

We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.

In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…

We start with definitions of the general notions of the theory of $\Bbb Z_{2}$-graded algebras. Then we consider theory of inductive families of $\Bbb Z_{2}$-graded semisimple finite-dimensional algebras and its representations in the…

We will prove the Brannan conjecture for particular values of the parameter. The basic tool of the study is an integral representation published in a recent work [3].

We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.

We present a new direct proof of a topological representation theorem for oriented matroids in the general rank case. Our proof is based on an earlier rank 3 version. It uses hyperline sequences and the generalized Sch{\"o}nflies theorem.…

We consider some versions and generalizations of an approach to the expansion of iterated Ito stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on generalized multiple Fourier series. Expansions of iterated…

The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…

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…

The purpose of the paper is twofold. Firstly, we want to present a Meta Theorem to show the existence of a martingale solution for coupled systems of non-linear stochastic differential equations. The idea is first to split the system by…

In the last decades the Moore-Penrose pseudoinverse has found a wide range of applications in many areas of Science and became a useful tool for physicists dealing, for instance, with optimization problems, with data analysis, with the…

We extend the notion of matroid representations by matrices over fields and consider new representations of matroids by matrices over finite semirings, more precisely over the boolean and the superboolean semirings. This idea of…

We develop the rudiments of a finite-dimensional representation theory of groups over idempotent semifields by considering linear actions on tropical linear spaces. This can be considered a tropical representation theory, a characteristic…

We construct C-algebras for a class of surfaces that are inverse images of certain polynomials of arbitrary degree. By using the directed graph associated to a matrix, the representation theory can be understood in terms of ``loop'' and…

We propose a general formalism of iterated random functions with semigroup property, under which exact and approximate Bayesian posterior updates can be viewed as specific instances. A convergence theory for iterated random functions is…

This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and…

In this paper, we consider the problem of representing any polynomial in terms of the degenerate Bernoulli polynomials and more generally of the higher-order degenerate Bernoulli polynomials. We derive explicit formulas with the help of…

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…