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

In this paper we study the representation theory of the algebras generated by the single bond transfer matrices in dilute lattice models. This representation theory is related to a tensor product of monoidal categories. This construction is…

For a set-valued stochastic sequence $(G_n)_{n=0}^N$ with relatively open convex values $G_n(\omega)$ we give a criterion for the existence of an adapted sequence $(x_n)_{n=0}^N$ of selectors, admitting an equivalent martingale measure.…

We illustrate a process that constructs martingales from raw material that arises naturally from the theory of sampling without replacement.The usefulness of the new martingales is illustrated by the development of maximal inequalities for…

The Sylvester-Gallai Theorem states that every rank-$3$ real-representable matroid has a two-point line. We prove that, for each $k\ge 2$, every complex-representable matroid with rank at least $4^{k-1}$ has a rank-$k$ flat with exactly $k$…

Using the theory of representations of the symmetric group, we propose an algorithm to compute the invariant ring of a permutation group. Our approach have the goal to reduce the amount of linear algebra computations and exploit a thinner…

We introduce a new class of reflected backward stochastic differential equations with two c\`adl\`ag barriers, which need not satisfy any separation conditions. For that reason, in general, the solutions are not semimartingales. We prove…

In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…

We give an algorithm for computing the irreducible admissible representations of a real reductive group with regular integral infinitesimal character. This algorithm has been implemented on a computer, as part of the Atlas of Lie Groups and…

We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…

We prove higher moment formulas for Siegel transforms defined over the space of unimodular $S$-lattices in $\mathbb Q_S^d$, $d\ge 3$, where in the real case, the formulas are introduced by Rogers (1955). As applications, we obtain the…

We study and classify representations of a torsion group $G$ over an idempotent semifield with special attention on the case over the Boolean semifield $\mathbb{B}$. In subsequent work we extend this theory to studying representations of…

The classic model of computable randomness considers martingales that take real or rational values. Recent work by Bienvenu et al. (2012) and Teutsch (2014) shows that fundamental features of the classic model change when the martingales…

A theorem of Bondal and Kapranov lifts representations of cohomological functors from semiorthogonal decompositions of triangulated categories. We present a version of this result for triangulated functors. To this end, we introduce…

In this paper we study higher Deligne--Lusztig representations of reductive groups over finite quotients of discrete valuation rings. At even levels, we show that these geometrically constructed representations coincide with certain induced…

We investigate convergence of martingales adapted to a given filtration of finite $\sigma$-algebras. To any such filtration we associate a canonical metrizable compact space $K$ such that martingales adapted to the filtration can be…

In this paper we establish a connection between the associated variety of a representation and the existence of certain degenerate Whittaker functionals, for both smooth and K-finite vectors, for all quasi-split real reductive groups,…

This work is motivated to study the representation theory of the non-semisimple deformed Fomin-Kirillov algebras $\mathcal{D}_4(\alpha_1, \alpha_2)$. In particular, we consider Gabriel's theorem applications in regard of constructing…

We associate to every matroid M a polynomial with integer coefficients, which we call the Kazhdan-Lusztig polynomial of M, in analogy with Kazhdan-Lusztig polynomials in representation theory. We conjecture that the coefficients are always…

In a preceding Letter (Opt. Lett. 32, 554 (2007)) we have proposed complex continuous wavelet transforms (CCWTs) and found Laguerre--Gaussian mother wavelets family. In this work we present the inversion formula and Parsval theorem for CCWT…

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…