Related papers: Concrete representation of martingales
Let ||.|| be a norm in R^d whose unit ball is B. Assume that V\subset B is a finite set of cardinality n, with \sum_{v \in V} v=0. We show that for every integer k with 0 \le k \le n, there exists a subset U of V consisting of k elements…
Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…
We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a…
A new derivative, called deformable derivative, is introduced here which is equivalent to ordinary derivative in the sense that one implies other. The deformable derivative is defined using limit approach like that of ordinary one but with…
We apply some recent developments of Baldoni-Beck-Cochet-Vergne on vector partition function, to Kostant's and Steinberg's formulae, for classical Lie algebras $A\_r$, $B\_r$, $C\_r$, $D\_r$. We therefore get efficient {\tt Maple} programs…
Integral properties of multifunctions determined by vector valued functions are presented. Such multifunctions quite often serve as examples and counterexamples. In particular it can be observed that the properties of being integrable in…
We have discovered three non-power infinite series representations for Bessel functions of the first kind of integer orders and real arguments. These series contain only elementary functions and are remarkably simple. Each series was…
In this note we give a short and self-contained proof that, for any $\delta > 0$, $\sum_{x \leq n \leq x+x^\delta} \lambda(n) = o(x^\delta)$ for almost all $x \in [X, 2X]$. We also sketch a proof of a generalization of such a result to…
The new notion of operator/matrix $k$-tone functions is introduced, which is a higher order extension of operator/matrix monotone and convex functions. Differential properties of matrix $k$-tone functions are shown. Characterizations,…
This paper introduces and studies a generalization of the $\mathtt{k}$-Bessel function of order $\nu$ given by \[\mathtt{W}^{\mathtt{k}}_{\nu, c}(x):= \sum_{r=0}^\infty \frac{(-c)^r}{\Gamma_{\mathtt{k}}\left( r \mathtt{k}…
Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…
We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale…
Given a vector function ${\bf F}=(F_1,\ldots,F_d),$ analytic on a neighborhood of some compact subset $E$ of the complex plane with simply connected complement, we define a sequence of vector rational functions with common denominator in…
We classify all functions which, when applied term by term, leave invariant the sequences of moments of positive measures on the real line. Rather unexpectedly, these functions are built of absolutely monotonic components, or reflections of…
By introducing a kind of special functions namely exponent-like function, cosine-like function and sine-like function, we obtain explicitly the basic structures of solutions of initial value problem at the original point for this kind of…
We define a counting function that is related to the binomial coefficients. An explicit formula for this function is proved. In some particular cases, simpler explicit formuls are derived. We also derive a formula for the number of…
The paper considers the representation of k-valued logical functions in the class of disjunctive normal forms. Various classes of monotone functions of k-valued logic are investigated. Theorems are proved on the coincidence of reduced and…
We formalize the notion of vector semi-inner products and introduce a class of vector seminorms which are built from these maps. The classical Pythagorean theorem and parallelogram law are then generalized to vector seminorms that have a…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…