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

Uniqueness of the martingale problem corresponding to a degenerate SDE which models catalytic branching networks is proven. This work is an extension of a paper by Dawson and Perkins to arbitrary catalytic branching networks. As part of the…

In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale and martingale transform by means of martingale differences in the terms of moments and tails of distributions…

In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with linear growth. It generalizes some known representation theorems…

We study representations of a random variable $\xi$ as an integral of an adapted process with respect to the Lebesgue measure. The existence of such representations in two different regularity classes is characterized in terms of the…

In this work, we give a decomposition of a martingale into three martingales with applications to certain types of inequalities in the new theory of Stochastic Analysis in Vector Lattices

The paper establishes an analog Whittaker-Shannon-Kotelnikov sampling theorem with fast decreasing coefficient, as well as a new modification of the corresponding interpolation formula applicable for general type non-vanishing bounded…

Let $p$ be an odd prime and $q$ a power of $p$. We examine the deformation theory of reducible and indecomposable Galois representations $\bar{\rho}:G_{\mathbb{Q}}\rightarrow \text{GSp}_{2n}(\mathbb{F}_q)$ that are unramified outside a…

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

The objective of this paper is to establish the decomposition theorem for supermartingales under the $G$-framework. We first introduce a $g$-nonlinear expectation via a kind of $G$-BSDE and the associated supermartingales. We have shown…

Starting from the seventies mathematicians face the question whether a non-negative local martingale is a true or a strict local martingale. In this article we answer this question from a semimartingale perspective. We connect the…

A weak bialgebra is known to be a special case of a bialgebroid. In this paper we study the relationship of this fact with the Tannaka theory of bialgebroids as developed in [4]. We obtain a Tannaka representation theorem with respect to a…

The necessary and sufficient conditions for existence of a generalized representer theorem are presented for learning Hilbert space-valued functions. Representer theorems involving explicit basis functions and Reproducing Kernels are a…

We provide a short proof of the theorem that every real multivariate polynomial has a symmetric determinantal representation, which was first proved in J. W. Helton, S. A. McCullough, and V. Vinnikov, Noncommutative convexity arises from…

We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random variables by Maxwell and Woodroofe. Our approach is based on new results for…

We develop a simple algebraic approach to the study of the Weil representation associated to a finite abelian group. As a result, we obtain a simple proof of a generalisation of a well-known formula for the absolute value of its character.…

In this paper, we obtain two interpolation theorems on convex-set valued Lebesgue spaces, which generalize the Marcinkiewicz interpolation theorem and Riesz-Thorin interpolation theorem on classical Lebesgue spaces, respectively. As…

On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…

We initiate the representation theory of the degenerate affine periplectic Brauer algebra on $n$ strands by constructing its finite-dimensional calibrated representations when $n=2$. We show that any such representation that is…

We develop a martingale approximation framework yielding quantitative maximal large deviations estimates for invertible dynamical systems. From suitable decay of correlations, we deduce these estimates and, as an application, we obtain…

The Representation Theorem by Zomorodian and Carlsson has been the starting point of the study of persistent homology under the lens of algebraic representation theory. In this work, we give a more accurate statement of the original theorem…