相关论文: On the Skorokhod Representation Theorem

In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. A special inequality which…

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…

We show that the sequential closure of a family of probability measures on the canonical space of c{\`a}dl{\`a}g paths satisfying Stricker's uniform tightness condition is a weak${}^*$ compact set of semimartingale measures in the pairing…

If $\alpha $ is an irreducible nonexpansive ergodic automorphism of a compact abelian group $X$ (such as an irreducible nonhyperbolic ergodic toral automorphism), then $\alpha $ has no finite or infinite state Markov partitions, and there…

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes…

We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…

We develop a theory for the representation of opaque solids as volumes. Starting from a stochastic representation of opaque solids as random indicator functions, we prove the conditions under which such solids can be modeled using…

A basic and natural coupling between two probabilities on $\mathbb R^N$ is given by the Knothe-Rosenblatt coupling. It represents a multiperiod extension of the quantile coupling and is simple to calculate numerically. We consider the…

For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…

In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space (POP), association (both positive and negative) of all finite dimensional marginals implies that of the infinite…

The path spaces of a directed graph play an important role in the study of graph $\css$. These are topological spaces that were originally constructed using groupoid and inverse semigroup techniques. In this paper, we develop a simple,…

We study the problem of approximation of solutions of the Skorokhod problem and reflecting stochastic differential equations (SDEs) with jumps by sequences of solutions of equations with penalization terms. Applications to discrete…

The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…

This article contributes to the new summation of Sz\'asz operators with the help of Appell polynomials of class $A^{2}$. We verified Bohman-Korovkin's theorem and prove the convergence results like Lipschitz-type space, Voronvaskaja-type…

The following selection theorem is established:\\ Let $X$ be a compactum possessing a binary normal subbase $\mathcal S$ for its closed subsets. Then every set-valued $\mathcal S$-continuous map $\Phi\colon Z\to X$ with closed $\mathcal…

We show that every $\mathbb{R}^d$-valued Sobolev path with regularity $\alpha$ and integrability $p$ can be lifted to a Sobolev rough path provided $\alpha < 1/p<1/3$. The novelty of our approach is its use of ideas underlying Hairer's…

Let $A$ be a commutative unital $\mathbb{R}$-algebra and let $\rho$ be a seminorm on $A$ which satisfies $\rho(ab)\leq\rho(a)\rho(b)$. We apply T. Jacobi's representation theorem to determine the closure of a $\sum A^{2d}$-module $S$ of $A$…

It is a well-known result of T.\,Kato that given a continuous path of square matrices of a fixed dimension, the eigenvalues of the path can be chosen continuously. In this paper, we give an infinite-dimensional analogue of this result,…

Representation theory of finite groups portrays a marvelous crossroad of group theory, algebraic combinatorics, and probability. In particular the Plancherel measure is a probability that arises naturally from representation theory, and in…

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…