相关论文: A general Doob-Meyer-Mertens decomposition for $g$…
We study primary submodules and primary decompositions from a differential and computational point of view. Our main theoretical contribution is a general structure theory and a representation theorem for primary submodules of an arbitrary…
The purpose of the paper is twofold. Firstly, we want to present a Meta Theorem to show the existence of a martingale solution for coupled systems of non-linear stochastic differential equations. The idea is first to split the system by…
We introduce decomposition complexes of posets, which generalize order complexes. The main advantage of our construction is that decomposition complexes are closed under taking products. Other special instances of this theory include nested…
We present a unified approach to Doob's $L^p$ maximal inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have…
We investigate decompositions of Betti diagrams over a polynomial ring within the framework of Boij--Soederberg theory. That is, given a Betti diagram, we decompose it into pure diagrams. Relaxing the requirement that the degree sequences…
This article establishes some elementary dualities for root systems with automorphisms. We give several applications to reductive groups over nonarchimedean local fields: (1) the proof of a conjecture of Pappas-Rapoport-Smithling…
Let $o$ be the ring of integers in a finite extension $K/\mathbb{Q}_p$ and $G=\mathbf{G}(\mathbb{Q}_p)$ be the $\mathbb{Q}_p$-points of a $\mathbb{Q}_p$-split reductive group $\mathbf{G}$ defined over $\mathbb{Z}_p$ with connected centre…
Generalized B\"acklund-Darboux transformations (GBDTs) of discrete skew-selfadjoint Dirac systems have been successfully used for explicit solving of direct and inverse problems of Weyl-Titchmarsh theory. During explicit solving of the…
The goal of this paper is to construct a semifree resolution for a non-negatively graded strongly commutative DG algebra $B$ over the enveloping DG algebra $B\otimes_AB$, where $A\subseteq B$ is a DG subalgebra and $B$ is semifree over $A$.…
We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…
A very general KSGNS type dilation theorem in the context of right (not necessarily Hilbert) modules over $C^*$-algebras is presented. The proof uses Kolmogorov type decompositions for positive-definite kernels with values in spaces of…
Let $G$ be a simple simply connected algebraic group over an algebraically closed field $k$ of characteristic $p$, with $r$-th Frobenius kernel $G_r$. Let $M$ be a $G_r$-module and $V$ a rational $G$-module. We put a variety structure on…
We give a framework to produce constructible functions from natural functors between categories, without need of a morphism of moduli spaces to model the functor. We show using the Riemann-Hilbert correspondence that any natural (derived)…
We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…
We describe a recursive algorithm that decomposes an algebraic set into locally closed equidimensional sets, i.e. sets which each have irreducible components of the same dimension. At the core of this algorithm, we combine ideas from the…
We consider biorthogonal polynomials that arise in the study of a generalization of two--matrix Hermitian models with two polynomial potentials V_1(x), V_2(y) of any degree, with arbitrary complex coefficients. Finite consecutive…
This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…
Considering one of the fundamental notions of Bers' theory of pseudoanalytic functions the generating pair via an intertwining relation we introduce its generalization for biquaternionic equations corresponding to different first-order…
The Moore-Penrose algorithm provides a generalized notion of an inverse, applicable to degenerate matrices. In this paper, we introduce a covariant extension of the Moore-Penrose method that permits to deal with general relativity involving…
The paper is directly motivated by the pricing of vulnerable European and American options in a general hazard process setup and a related study of the corresponding pre-default backward stochastic differential equations (BSDE) and…