Related papers: An invariance principle for Az\'{e}ma martingales
Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for…
Extremal principles can generally be divided into two rather distinct classes. There are, on the one hand side, formulations based on the Lagrangian or Hamiltonian mechanics, respectively, dealing with time dependent problems, but…
In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…
We obtain a quenched vector-valued almost sure invariance principle (ASIP) for random expanding on average cocycles. This is achieved by combining the adapted version of Gou\"{e}zel's approach for establishing ASIP and the recent…
We prove Marchenko-type uniqueness theorems for inverse Sturm-Liouville problems. Moreover, we prove a generalization of Ambarzumyans theorem.
A gauge-independent approach to resonant transition amplitudes with nonconserved external currents is presented, which is implemented by the pinch technique. The analytic expressions derived with this method are $U(1)_{em}$ invariant,…
Inspired by the classical Poincar\'e criterion about the instability of orientation preserving minimizing closed geodesics on surfaces, we investigate the relation intertwining the instability and the variational properties of periodic…
Pattern formation is ubiquitous in nature and the mechanism widely-accepted to underlay them is based on the Turing instability, predicted by Alan Turing decades ago. This is a non-trivial mechanism that involves nonlinear interaction terms…
An efficient way of resolving Gauss' law in Yang-Mills theory is presented by starting from the projected gauge invariant partition function and integrating out one spatial field variable. In this way one obtains immediately the description…
In this work, we identify the most general measure of arbitrage for any market model governed by It\^o processes. We show that our arbitrage measure is invariant under changes of num\'{e}raire and equivalent probability. Moreover, such…
This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tuning parameters. Making use of the martingale difference…
In particle physics, the fundamental forces are subject to symmetries called gauge invariance. It is a redundancy in the mathematical description of any physical system. In this article I will demonstrate that the transformer architecture…
In a preceding article, we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and…
Recently Kosaki proved an uncertainty principle for matrices, related to Wigner-Yanase-Dyson information, and asked if a similar inequality could be proved in the von Neumann algebra setting. In this paper we prove such an uncertainty…
Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian motion. A necessary and sufficient explicit condition…
Motivated from Deutsch entropic uncertainty principle and several product uncertainty principles, we derive an uncertainty principle for the product of entropies using functions.
In causal models, a given mechanism is assumed to be invariant to changes of other mechanisms. While this principle has been utilized for inference in settings where the causal variables are observed, theoretical insights when the variables…
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…