相关论文: Remarks on martingale representation theorem for s…

This paper does not suppose a priori that the evolution of the price of a financial asset is a semimartingale. Since possible strategies of investors are self-financing, previous prices are forced to be finite quadratic variation processes.…

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

The orthogonal groups are a series of simple Lie groups associated to symmetric bilinear forms. There is no analogous series associated to symmetric trilinear forms. We introduce an infinite dimensional group-like object that can be viewed…

Let $\pi$ be an irreducible unitary representation of a finitely generated nonabelian free group $\Gamma$; suppose $\pi$ is weakly contained in the regular representation. In 2001 the first and third authors conjectured that such a…

We extend the notion of representation of a matroid to algebraic structures that we call skew partial fields. Our definition of such representations extends Tutte's definition, using chain groups. We show how such representations behave…

We prove some finiteness theorems for the Picard functor of an algebraic stack, in the spirit of SGA 6, exp. XII and XIII. In particular, we give a stacky version of Raynaud's relative representability theorem, we give sufficient conditions…

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

We extend the local non-homogeneous Tb theorem of Nazarov, Treil and Volberg to the setting of singular integrals with operator-valued kernel that act on vector-valued functions. Here, `vector-valued' means `taking values in a function…

Studying degenerate versions of various special polynomials have become an active area of research and yielded many interesting arithmetic and combinatorial results. Here we introduce a degenerate version of polylogarithm function, called…

The aim of this note is to give a gentle introduction to algebras of partial triangulations of marked surfaces, following the structure of a talk given during the 49th symposium on ring theory and representation theory, held in Osaka. This…

We generalize the notion of expanded degenerations and pairs for a simple degeneration or smooth pair to the case of smooth Deligne-Mumford stacks. We then define stable quotients on the classifying stacks of expanded degenerations and…

We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…

This paper has two main purposes. Firstly we generalise Ram's explicit construction of calibrated representations of the affine Hecke algebra to the multi-parameter case (including the non-reduced $BC_n$ case). We then derive the Plancherel…

This paper outlines a covariant theory of operators defined on groups and homogeneous spaces. A systematic use of groups and their representations allows to obtain results of algebraic and analytical nature. The consideration is…

In this paper we intend to give some calculus rules for tangent sets in the sense of Bouligand and Ursescu, as well as for corresponding derivatives of set-valued maps. Both first and second order objects are envisaged and the assumptions…

A recently proposed integral representation for permanents is rederived using only elementary combinatorics. For this proof the assumption that the matrix, for which the permanent is calculated, has an inverse is not necessary.

Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…

We study real-valued, continuous and translation invariant valuations defined on the space of quasi-concave functions of N variables. In particular, we prove a homogeneous decomposition theorem of McMullen type, and we find a representation…

We introduce degenerate Hermite polynomials as a degenerate version of the ordinary Hermite polynomials. Then, among other things, by using the formula about representing one lambda-Sheffer polynomial in terms of other lambda-Sheffer…

To study induced representation of some class of groups, Mackey's theory is very useful. In this paper, we consider some generalization of Mackey's theory for locally profinite groups. In particular, we give conditions on groups under which…