Related papers: An invariance principle for Az\'{e}ma martingales
In this paper we consider switched nonlinear systems under average dwell time switching signals, with an otherwise arbitrary compact index set and with additional constraints in the switchings. We present invariance principles for these…
A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.
We present a new variational principle for linking models of beams and deformable solids, providing also its mathematical analysis. Despite the apparent differences between the two types of governing equations, it will be shown that the…
This paper identifies a new class of shape invariant models. These models are based on extensions of conventional quantum mechanics that satisfy a string-motivated minimal length uncertainty relation. An important feature of our…
A novel method to make Lagrangians Galilean invariant is developed. The method, based on null Lagrangians and their gauge functions, is used to demonstrate the Galilean invariance of the Lagrangian for Newton's law of inertia. It is…
We show an invariance principle for rescaled clocks of positive semi-stable Markov processes, proving a conjecture presented in Remark 4 in Demni, Rouault, Zani [11], 2015.
The existence of an inertial manifold for the modified Leray-$\alpha$ model with periodic boundary conditions in three-dimensional space is proved by using the so-called spatial averaging principle. Moreover, an adaptation of the Perron…
Based on the d'Alembert-Lagrange-Poincar\'{e} variational principle, we formulate general equations of motion for mechanical systems subject to nonlinear nonholonomic constraints, that do not involve Lagrangian undetermined multipliers. We…
Multidimensional consistency has emerged as a key integrability property for partial difference equations (P$\Delta$Es) defined on the "space-time" lattice. It has led, among other major insights, to a classification of scalar affine-linear…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable)…
In this survey we talk about what is known as Invariance Principle in dynamical systems. It states that the disintegration of measures with zero center Lyapunov exponents admits some extra invariance by holonomies. We focus on explaining…
In this survey we recall basic notions of disintegration of measures and entropy along unstable laminations. We review some roles of unstable entropy in smooth ergodic theory including the so-called invariance principle, Margulis…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
We construct a space which is useful in order to study the entropy of meromorphic maps by using projective limits. We deduce a variational principle for meromorphic maps.
The recent researches in non equilibrium and far from equilibrium systems have been proved to be useful for their applications in different disciplines and many subjects. A general principle to approach all these phenomena with a unique…
It is shown how to construct exactly gauge-invariant S-matrix elements for processes involving unstable gauge particles such as the $Z^0$ boson. The results are applied to derive a physically meaningful expression for the cross-section…
We propose a method to bound the expectation of the supremum of the price process in stochastic volatility models. It can be applied, for example, to the rough Bergomi model, avoiding the need to discuss finiteness of higher moments. Our…