Related papers: SLE local martingales, reversibility and duality
In this paper, we for the first time prove local solvability and stability of the inverse Sturm-Liouville problem with complex-valued singular potential and with polynomials of the spectral parameter in the boundary conditions. The proof…
In this paper semirings with an idempotent addition are considered. These algebraic structures are endowed with a partial order. This allows to consider residuated maps to solve systems of inequalities $A \otimes X \preceq B$. The purpose…
Let $g$ be a reductive Lie algebra over a field of characteristic zero. Suppose $g$ acts on a complex of vector spaces $M$ by $i_\lambda$ and $L_\lambda$, which satisfy the identities as contraction and Lie derivative do for smooth…
We define intermediate SLE$_\kappa(\underline\rho)$ and reversed intermediate SLE$_\kappa(\underline\rho)$ processes using Appell-Lauricella multiple hypergeometric functions, and use them to describe the time-reversal of…
A standard assumption in machine learning is the exchangeability of data, which is equivalent to assuming that the examples are generated from the same probability distribution independently. This paper is devoted to testing the assumption…
We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…
A set of on shell duality equations is proposed that leads to a map between strings moving on symmetric spaces with opposite curvatures. The transformation maps "waves" on a riemannian symmetric space to "waves" on its dual riemannian…
We study local approximation properties in hierarchical spline spaces through a twofold approach. First, we design and analyze a robust adaptive refinement algorithm to construct locally graded meshes. Second, we establish rigorous…
A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the…
Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…
Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…
Generalizing the concept of the Macaulay inverse system, we introduce a way to describe localizations of an ideal in a polynomial ring. This leads to an approach to the differential primary decomposition as a description of the affine…
We consider Sturm-Liouville problems with a discontinuity in an interior point, which are motivated by the inverse problems for the torsional modes of the Earth. We assume that the potential on the right half-interval and the coefficient in…
This talk presents work concepts and results for the determination of the fine structure constant $\alpha$ at the $Z_0$ mass resonance. The problem consisting of the break-down of global duality for singular integral weights is circumvented…
A class of spectral problems with a hidden Lie-algebraic structure is considered. We define a duality transformation which maps the spectrum of one quasi-exactly solvable (QES) periodic potential to that of another QES periodic potential.…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…
The objective of this paper is to study the local time and Tanaka formula of symmetric $G$-martingales. We introduce the local time of $G$-martingales and show that they belong to $G$-expectation space $L_{G}^{2}(\Omega _{T})$. The…
We over-approximate reachability sets in string rewriting by languages defined by admissible factors, called tiles. A sparse set of tiles contains only those that are reachable in derivations, and is constructed by completing an automaton.…
The duality principle in option pricing aims at simplifying valuation problems that depend on several variables by associating them to the corresponding dual option pricing problem. Here, we analyze the duality principle for options that…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…