Related papers: SLE local martingales, reversibility and duality
This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for…
We prove results on solvability of nonlinear elliptic partial differential systems of principle type of second order. They are consequences of existence of non-radial solutions for nonlinear partial differential systems of Poisson type. As…
We implement a version of radial conformal field theory in a family of statistical fields generated by central charge modification of the Gaussian free field and show that the correlation functions of such fields under the insertion of…
In this paper, we present martingale decomposition on time scales. We establish the related backward stochastic dynamic equations on time scales (this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales) which unify…
We use duality in the manner of Serre to generalize a theorem of Hedenmalm on solution of the $\bar \partial $ equation with inverse of the weight in H\"ormander $\displaystyle L^{2}$ estimates.\
We describe dualities and complexes of logarithmic forms and differentials for central affine and corresponding projective arrangements. We generalize the Borel-Serre formula from vector bundles to sheaves on projective d-space with locally…
We describe a simple algebraic approach to several spectral duality results for integrable systems and illustrate the method for two types of examples: The Bertola-Eynard-Harnad spectral duality of the two-matrix model as well as the…
We generalize Iarrobino's symmetric decomposition for the associated graded algebra of an Artinian Gorenstein algebra to a symmetric decomposition of finite-length self-dual modules over a local algebra, and we deduce consequences for the…
In a recent work \cite{BG}, given a collection of continuous semimartingales, authors derive a semimartingale decomposition from the corresponding ranked processes in the case that the ranked processes can meet more than two original…
Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…
The appearance of L$_\infty$ structures for supersymmetric symmetry algebras in two-dimensional conformal field theories is investigated. Looking at the simplest concrete example of the ${\cal N}=1$ super-Virasoro algebra in detail, we…
A high-order quadrature scheme is constructed for the evaluation of Laplace single and double layer potentials and their normal derivatives on smooth surfaces in three dimensions. The construction begins with a harmonic approximation of the…
The groups $O(N)$ and $Sp(N)$ are related by an analytic continuation to negative values of $N$, $O(-N)\simeq Sp(N)$. This duality has been studied for vector models, $SO(N)$ and $Sp(N)$ gauge theories, as well as some random matrix…
Using the balayage formula, we prove an inequality between the measures associated to local times of semimartingales. Our result extends the "comparison theorem of local times" of Ouknine $(1988)$, which is useful in the study of stochastic…
This work is devoted to the study of semimartingales on the dual of a general nuclear space. We start by establishing conditions for a cylindrical semimartingale in the strong dual $\Phi'$ of a nuclear space $\Phi$ to have a $\Phi'$-valued…
The two matrix model is considered, with measure given by the exponential of a sum of polynomials in two different variables. It is shown how to derive a sequence of pairs of ``dual'' finite size systems of ODEs for the corresponding…
We complete the proof of the Howe duality conjecture in the theory of local theta correspondence by treating the remaining case of quaternionic dual pairs in arbitrary residual characteristic.
We study a backward stochastic differential equation whose terminal condition is an integrable function of a local martingale and generator has bounded growth in $z$. When the local martingale is a strict local martingale, the BSDE admits…
The semimartingale stochastic approximation procedure, namely, the Robbins-Monro type SDE is introduced which naturally includes both generalized stochastic approximation algorithms with martingale noises and recursive parameter estimation…
We establish a super-replication duality in a continuous-time financial model where an investor's trades adversely affect bid- and ask-prices for a risky asset and where market resilience drives the resulting spread back towards zero at an…