Related papers: Concrete representation of martingales
Let $k$ be a function field of one variable over a finite field with the characteristic not equal to two. In this paper, we consider the prehomogeneous representation of the space of binary quadratic forms over $k$. We have two main…
This paper is devoted to the general theory of systems of time-fractional differential-operator equations. The representation formulas for solutions of systems of ordinary differential equations with single (commensurate) fractional order…
Convolution powers of $1/x$ are transformed into functions $f_n$, which satisfy a simple recurrence relation. Solutions are characterized and analyzed.
Given the univariate marginals of a real-valued, continuous-time martingale, (respectively, a family of measures parameterised by $t \in [0,T]$ which is increasing in convex order, or a double continuum of call prices) we construct a family…
The dominated convergence theorem implies that if (f_n) is a sequence of functions on a probability space taking values in the interval [0,1], and (f_n) converges pointwise a.e., then the sequence of integrals converges to the integral of…
This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored, and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact…
We extend to Segal-Piatetski-Shapiro sequences previous results on the Luca-Schinzel question over integral valued polynomial sequences. Namely, we prove that for any real $c$ larger than $1$ the sequence $(\sum_{m\le n} \varphi(\lfloor m^c…
To a function with values in the power set of a pre-ordered, separated locally convex space a family of scalarizations is given which completely characterizes the original function. A concept of a Legendre-Fenchel conjugate for set-valued…
A rational homogeneous (of degree one) positive real matrix-valued function is presented as the Schur complement of a block of the linear pencil with positive semidefinite matrix coefficients. The partial derivative numerators of a rational…
An analogue of D. Waterman's result on the summability of the Fourier series for functions of bounded \Lambda-variation by the Ces\'aro methods of negative order is obtained in multidimensional case. It is proved that, unlike…
We prove the analogue of the Martingale Convergence Theorem for polynomial spline sequences. Given a natural number $k $ and a sequence $(t_i)$ of knots in $[0,1]$ with multiplicity $\le k-1$, we let $P_n $ be the orthogonal projection onto…
This paper addresses the problem of evaluating a subset of the range of a vector-valued function. It is based on a work by Gold- sztejn and Jaulin which provides methods based on interval analysis to address this problem when the dimension…
In this paper, we aim at characterizing generalized functionals of discrete-time normal martingales. Let $M=(M_n)_{n\in \mathbb{N}}$ be a discrete-time normal martingale that has the chaotic representation property. We first construct…
The property of isotonicity of a continuous convex function defined on the entire space or only on the positive cone is characterized via subdifferentials. Numerous examples illustrating the obtained results are included.
A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…
In this paper we characterize the congruence associated to the direct sum of all irreducible representations of a finite semigroup over an arbitrary field, generalizing results of Rhodes for the field of complex numbers. Applications are…
We consider sequences of generalized Bell numbers B(n), n=0,1,... for which there exist Dobinski-type summation formulas; that is, where B(n) is represented as an infinite sum over k of terms P(k)^n/D(k). These include the standard Bell…
Macdonald polynomials are an important class of symmetric functions, with connections to many different fields. Etingof and Kirillov showed an intimate connection between these functions and representation theory: they proved that Macdonald…
In order to investigate minimal sufficient conditions for an abstract integral to belong to the convex hull of the integrand, we propose a system of axioms under which it happens. If the integrand is a continuous $R^n$-valued function over…
We investigate monotone operator functions of several variables under a trace or a trace-like functional. In particular, we prove the inequality \tau(x_1... x_n)\le\tau(y_1... y_n) for a trace \tau on a C^*-algebra and abelian n-tuples…