相关论文: Uniqueness of the representation for $G$-martingal…
We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.
A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.
The aim of this paper is to investigate different types of multi-integrals of finite variation and to obtain decomposition results.
This paper presents the integral(or differential) form of G-BSDEs, gives some kind of apriori estimates of their solutions, and under a very strong condition, proves the G-martingale representation theorem, and the existence and uniqueness…
This paper considers the nonlinear theory of G-martingales as introduced by Peng. A martingale representation theorem for this theory is proved by using the techniques and the results established in an accompanying paper for the second…
In this paper we establish a complete representation theorem for $G$-martingales. Unlike the existing results in the literature, we provide the existence and uniqueness of the second order term, which corresponds to the second order…
Consider $\mathbb{G}$ the progressive enlargement of a filtration $\mathbb{F}$ with a random time $\tau$. Assuming that, in $\mathbb{F}$, the martingale representation property holds, we examine conditions under which the martingale…
Martingale representation theorem for set-valued martingales was proposed by M. Kisielewicz [J. Math. Anal. Appl. 2014]. We shall prove that the result holds only for very special case: the set-valued martingale degenerates to the…
The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study some extensions of stochastic calculus with respect to…
In this short note, we prove the uniqueness of exterior differentiation on locally finite graphs.
The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submartingales. We also extend the stochastic…
This paper is a review containing new original results on the finite order variational sequence and its different representations with emphasis on applications in the theory of variational symmetries and conservation laws in physics.
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
We give a proof of a Martingale Representation Theorem using the methods of nonstandard analysis.
In this article we give an elementary introduction to the representation theory of finite magnetic groups from a purely mathematical point of view. -- En este art\'iculo damos una introducci\'on elemental a la teor\'ia de representaciones…
In this paper, we study the integral representation of g-expectations with two kinds of terminal constraints, and obtain the corresponding necessary and sufficient conditions.
A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
We determine the finite groups whose real irreducible representations have different degrees.
In this paper, we introduce the notions of motivic representation stability that is an algebraic counterpart of the notion of representation stability. In the process, we also introduce the notion of motivic decomposition for varieties…