相关论文: Locally Feller processes and martingale local prob…

We study local-global principles for torsors under reductive linear algebraic groups over semi-global fields; i.e., over one variable function fields over complete discretely valued fields. We provide conditions on the group and the…

We lay down the fundations of the theory of groups of finite Morley rank in which local subgroups are solvable and we proceed to the local analysis of these groups. We prove the main Uniqueness Theorem, analogous to the Bender method in…

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…

This note investigates core properties of martingales, emphasizing the measure-theoretic formulation of conditional expectation, the martingale transform, and the upcrossing lemma. These results lead to the Martingale Convergence Theorem,…

We introduce a topology, which we call the regional topology, on the space of all real functions on a given locally compact metric space. Next we obtain a new versions of Schauder's fixed point theorem and Ascoli's theorem. We use these…

We introduce a Markov-functional approach to construct local volatility models that are calibrated to a discrete set of marginal distributions. The method is inspired by and extends the volatility interpolation of Bass (1983) and Conze and…

A new technique is proposed to classify a topological field in abelian lattice gauge theories. We perform the classification by regarding the topological field as a local composite field of the gauge field tensor instead of the vector…

The existence theory for solutions of the linearized field equations for causal variational principles is developed. We begin by studying the Cauchy problem locally in lens-shaped regions, defined as subsets of space-time which admit…

We introduce the notion of locally finite root supersystems as a generalization of both locally finite root systems and generalized root systems. We classify irreducible locally finite root supersystems.

Local search methods can quickly find good quality solutions in cases where systematic search methods might take a large amount of time. Moreover, in the context of pattern set mining, exhaustive search methods are not applicable due to the…

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 problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…

The aim of this paper is investigating the existence and multiplicity of weak solutions to non--local equations involving the {\em magnetic fractional Laplacian}, when the nonlinearity is subcritical and asymptotically linear at infinity.…

Numerical resolution of exterior Helmholtz problems requires some approach to domain truncation. As an alternative to approximate nonreflecting boundary conditions and invocation of the Dirichlet-to-Neumann map, we introduce a new, nonlocal…

We give conditions under which a product of topological spaces satisfies some local property. The conditions are necessary and sufficient when the corresponding global property is preserved under finite products. Further examples include…

While there is a well developed theory of locally solid topologies, many important convergences in vector lattice theory are not topological. Yet they share many properties with locally solid topologies. Building upon the theory of…

Local fixpoint iteration describes a technique that restricts fixpoint iteration in function spaces to needed arguments only. It has been studied well for first-order functions in abstract interpretation and also in model checking. Here we…

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

This paper presents an integrated framework to construct local-energy solutions to fairly general nonlinear diffusion equations for initial data growing at infinity under suitable assumptions on local-energy estimates for approximate…