相关论文: Remarks on martingale representation theorem for s…
We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…
We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…
Lurie's representability theorem gives necessary and sufficient conditions for a functor to be an almost finitely presented derived geometric stack. We establish several variants of Lurie's theorem, making the hypotheses easier to verify…
Backward stochastic differential equations extend the martingale representation theorem to the nonlinear setting. This can be seen as path-dependent counterpart of the extension from the heat equation to fully nonlinear parabolic equations…
In the article we give some estimations of the {\L}ojasiewicz exponent of nondegenerate surface singularities in terms of their Newton diagrams. We also give an exact formula for the {\L}ojasiewicz exponent of such singularities in some…
We consider several weak type estimates for singular operators using the Bellman function approach. We disprove the $A_1$ conjecture of Muckenhoupt, which stayed open after Muckenhoupt--Wheeden's conjecture was disproved by Reguera--Thiele.
The representation theory (idempotents, quivers, Cartan invariants and Loewy series) of the higher order unital peak algebras is investigated. On the way, we obtain new interpretations and generating functions for the idempotents of descent…
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…
Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the…
In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…
Explicit expressions for the Temperley-Lieb-Martin algebras, i.e., the quotients of the Hecke algebra that admit only representations corresponding to Young diagrams with a given maximum number of columns (or rows), are obtained, making…
In this paper, we give an expository presentation of the paper of Olivier Mathieu. The paper of Mathieu proves that a Lie group-theoretic conjecture implies the Jacobian Conjecture. To give Mathieu's proof, we first review the required…
Representation theorems relate seemingly complex objects to concrete, more tractable ones. In this paper, we take advantage of the abstraction power of category theory and provide a general representation theorem for a wide class of…
The First and Second Representation Theorem for sign-indefinite quadratic forms are extended. We include new cases of unbounded forms associated with operators that do not necessarily have a spectral gap around zero. The kernel of the…
We discuss the application of the Discrete Variable Representation to Schr\"odinger problems which involve singular Hamiltonians. Unlike recent authors who invoke transformations to rid the eigenvalue equation of singularities at the cost…
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…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…