Related papers: SLE local martingales, reversibility and duality
For two Polish state spaces $E_X$ and $E_Y$, and an operator $G_X$, we obtain existence and uniqueness of a $G_X$-martingale problem provided there is a bounded continuous duality function $H$ on $E_X \times E_Y$ together with a dual…
Let $E$ be a complete, separable metric space and $A$ be an operator on $C_b(E)$. We give an abstract definition of viscosity sub/supersolution of the resolvent equation $\lambda u-Au=h$ and show that, if the comparison principle holds,…
The conventional duality analysis is employed to identify a location of a critical point on a uniform lattice without any disorder in its structure. In the present study, we deal with the random planar lattice, which consists of the…
A strict local martingale is a local martingale that is not a martingale. We investigate how such a process might arise from a true martingale as a result of an enlargement of the filtration. We study and implement a particular type of…
Partial inverse problems are studied for Sturm-Liouville operators with a discontinuity. The main results of the paper are local solvability and stability of the considered inverse problems. Our approach is based on a constructive algorithm…
An isospectral hierarchy of commutative integrable systems associated with a polynomial spectral problem is proposed. The resulting hierarchy possesses a recursion structure controlled by a hereditary operator. The nonisospectral flows…
We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The…
We develop a new approach to prove multiplier theorems in various geometric settings. The main idea is to use martingale transforms and a Gundy-Varopoulos representation for multipliers defined via a suitable extension procedure. Along the…
We show a decomposition into the sum of a martingale and a deterministic quantity for time averages of the solutions to non-autonomous SDEs and for discrete-time Markov processes. In the SDE case the martingale has an explicit…
We study finite-horizon optimal switching with discrete intervention dates on a general filtration, allowing continuous-time observations between decision dates, and develop a deep-learning-based dual framework with computable upper bounds.…
In this supplementary note, we study the traces of multiple SLE(0) systems with two or more additional marked points. For general chordal configurations, the traces correspond to the real locus of real rational functions; in the radial…
The characterisation of termination using well-founded monotone algebras has been a milestone on the way to automated termination techniques, of which we have seen an extensive development over the past years. Both the semantic…
The (bosonic) Virasoro minimal string, which relates worldsheet string theory to a deformation of the JT gravity matrix model, provides an interesting example of a tractable matrix/string duality. We explore its $\mathcal{N} =1$…
In this paper we introduce the generalized BMO martingale spaces by stopping time sequences, which enable us to characterize the dual spaces of martingale Hardy-Lorentz spaces $H_{p,q}^s$ for $0<p\leq1, 1<q<\infty$. Moreover, by duality we…
We construct martingale observables for systems of multiple SLE curves by applying screening techniques within the CFT framework recently developed by Kang and Makarov, extended to admit multiple SLEs. We illustrate this approach by…
We propose \textit{DeepMartingale}, a deep-learning framework for the dual formulation of discrete-monitoring optimal stopping problems under continuous-time models. Leveraging a martingale representation, our method implements a…
The coupled nonlocal NLS equation is studied by virtue of the $2\times2$ Dbar-problem. Two spectral transform matrices are introduced to define two associated Dbar-problems. The relations between the coupled nonlocal NLS potential and the…
This paper deals with asset price bubbles modeled by strict local martingales. With any strict local martingale, one can associate a new measure, which is studied in detail in the first part of the paper. In the second part, we determine…
In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…
In the series of lectures, we will discuss probability laws of random points, curves, and surfaces. Starting from a brief review of the notion of martingales, one-dimensional Brownian motion (BM), and the $D$-dimensional Bessel processes,…