Related papers: SLE local martingales, reversibility and duality

In the present paper, we devise a version of topological $L^2$-Serre duality for singular complex spaces with arbitrary singularities. This duality is used to deduce various new $L^2$-vanishing theorems for the $\bar{\partial}$-equation on…

In this paper we study local cohomology of finitely generated bigraded modules over a standard bigraded ring with respect to the irrelevant bigraded ideals and establish a duality theorem. Several applications are considered.

In this paper, we exploit the so-called value function reformulation of the bilevel optimization problem to develop duality results for the problem. Our approach builds on Fenchel-Lagrange-type duality to establish suitable results for the…

Causality serves as an abstract notion of time for concurrent systems. A computation is causal, or simply valid, if each observation of a computation event is preceded by the observation of its causes. The present work establishes that this…

We study a general class of nonlinear second-order variational inequalities with interconnected bilateral obstacles, related to a multiple modes switching game. Under rather weak assumptions, using systems of penalized unilateral backward…

We propose a very general construction of simple Virasoro modules generalizing and including both highest weight and Whittaker modules. This reduces the problem of classification of simple Virasoro modules which are locally finite over a…

We consider the concept of a local set of inference rules. A local rule set can be automatically transformed into a rule set for which bottom-up evaluation terminates in polynomial time. The local-rule-set transformation gives…

We consider the pricing of derivatives in a setting with trading restrictions, but without any probabilistic assumptions on the underlying model, in discrete and continuous time. In particular, we assume that European put or call options…

We use the abstract framework constructed in our earlier paper to study local duality for Noetherian $\mathbb{E}_{\infty}$-ring spectra. In particular, we compute the local cohomology of relative dualizing modules for finite morphisms of…

We study representations of a random variable $\xi$ as an integral of an adapted process with respect to the Lebesgue measure. The existence of such representations in two different regularity classes is characterized in terms of the…

We introduce a variational algorithm, which solves the classical inverse Sturm-Liouville problem when two spectra are given. In contrast to other approaches, it recovers the potential as well as the boundary conditions without a priori…

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

In this paper, we continue to study random convex analysis. First, we introduce the notion of an $L^0$--pre--barreled module. Then, we develop the theory of random duality under the framework of a random locally convex module endowed with…

Let $X$ and $Y$ denote two independent squared Bessel processes of dimension $m$ and $n-m$, respectively, with $n\geq 2$ and $m \in [0, n)$, making $X+Y$ a squared Bessel process of dimension $n$. For appropriately chosen function $s$, the…

Let $V$ be a free module of rank $n$ over a commutative unital ring $k$. We prove that tensor space $V^{\otimes r}$ satisfies Schur--Weyl duality, regarded as a bimodule for the action of the group algebra of the Weyl group of…

We analyze the time reversing procedure of Schramm Loewner evolutions and its relation to Liouville field theory or 2d pure gravity. It enables one to obtain martingale observables by the calculation of Liouville field theory correlation…

In this paper, we study the Fenchel-Rockafellar duality and the Lagrange duality in the general frame work of vector spaces without topological structures. We utilize the geometric approach, inspired from its successful application by B. S.…

State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide…

Generalising Jacob Lurie's idea on the relation between the Verdier duality and the iterated loop space theory, we study the Koszul duality for locally constant factorisation algebras. We formulate an analogue of Lurie's "nonabelian…

We present a new deep primal-dual backward stochastic differential equation framework based on stopping time iteration to solve optimal stopping problems. A novel loss function is proposed to learn the conditional expectation, which…