scholarly journals Representation theorems for generators of BSDEs and the extended g-expectations in probability spaces with general filtration

2020 ◽  
Vol 487 (2) ◽  
pp. 124010 ◽  
Author(s):  
Panyu Wu ◽  
Guodong Zhang
Keyword(s):  
Representation Theorems ◽  
Probability Spaces ◽  
General Filtration

scholarly journals Reflected BSDEs with general filtration and two completely separated barriers

2019 ◽  
Vol 39 (1) ◽  
pp. 199-218 ◽  
Author(s):  
Mateusz Topolewski
Keyword(s):  
Existence And Uniqueness ◽  
Uniqueness Of Solutions ◽  
Dynkin Game ◽  
Class D ◽  
Probability Spaces ◽  
General Filtration ◽  
Zero Sum ◽  
Reflected Bsdes ◽  
Cadlag Processes ◽  
Two Barriers

We consider reflected backward stochastic differential equations, with two barriers, defined on probability spaces equipped with filtration satisfying only the usual assumptions of right-continuity and completeness. As for barriers, we assume that there are càdlàg processes of class D that are completely separated. We prove the existence and uniqueness of solutions for an integrable final condition and an integrable monotone generator. An application to the zero-sum Dynkin game is given.

Representation Theorems for Terms in a Certain Model for Information Systems

1982 ◽  
Vol 5 (1) ◽  
pp. 1-14
Author(s):  
Bernd Reusch ◽  
Gerd Szwillus
Keyword(s):  
Information Systems ◽  
Normal Forms ◽  
Abstract Model ◽  
Representation Theorems

We study a term-language, which is used by the “Warsaw-School” in an abstract model for information systems. Various normal forms as well as standard expansions with respect to product terms are formulated and proved correct. It is shown that the shortest sums of so-called maximal sub-products are the shortest representations of terms and algorithms for their generation are given.

Factorization of an adjontable Markov operator

2019 ◽  
Vol 22 (02) ◽  
pp. 1950013
Author(s):  
Carlo Pandiscia
Keyword(s):  
Hilbert Space ◽  
Matrix Algebra ◽  
Unitary Operator ◽  
Markov Operator ◽  
Factorization Property ◽  
Markov Operators ◽  
Dilation Theory ◽  
Probability Spaces

In this work, we propose a method to investigate the factorization property of a adjontable Markov operator between two algebraic probability spaces without using the dilation theory. Assuming the existence of an anti-unitary operator on Hilbert space related to Stinespring representations of our Markov operator, which satisfy some particular modular relations, we prove that it admits a factorization. The method is tested on the two typologies of maps which we know admits a factorization, the Markov operators between commutative probability spaces and adjontable homomorphism. Subsequently, we apply these methods to particular adjontable Markov operator between matrix algebra which fixes the diagonal.

scholarly journals Signature-Based Representations for the Reliability of Systems with Heterogeneous Components

2011 ◽  
Vol 48 (03) ◽  
pp. 856-867 ◽  
Author(s):  
Jorge Navarro ◽  
Francisco J. Samaniego ◽  
N. Balakrishnan
Keyword(s):  
Coherent Systems ◽  
Representation Theorems ◽  
Performance Of Systems ◽  
Independent And Identically Distributed

Signature-based representations of the reliability functions of coherent systems with independent and identically distributed component lifetimes have proven very useful in studying the ageing characteristics of such systems and in comparing the performance of different systems under varied criteria. In this paper we consider extensions of these results to systems with heterogeneous components. New representation theorems are established for both the case of components with independent lifetimes and the case of component lifetimes under specific forms of dependence. These representations may be used to compare the performance of systems with homogeneous and heterogeneous components.

scholarly journals Density and representation theorems for multipliers of type (p, q)

1967 ◽  
Vol 7 (1) ◽  
pp. 1-6 ◽  
Author(s):  
Alessandro Figà-Talamanca ◽  
G. I. Gaudry
Keyword(s):  
Linear Operator ◽  
Bounded Linear Operator ◽  
Important Class ◽  
Lebesgue Spaces ◽  
Representation Theorems ◽  
Locally Compact ◽  
Bounded Linear ◽  
Character Group ◽  
Hausdorff Group ◽  
Lca Group

Let G be a locally compact Abelian Hausdorff group (abbreviated LCA group); let X be its character group and dx, dx be the elements of the normalised Haar measures on G and X respectively. If 1 < p, q < ∞, and Lp(G) and Lq(G) are the usual Lebesgue spaces, of index p and q respectively, with respect to dx, a multiplier of type (p, q) is defined as a bounded linear operator T from Lp(G) to Lq(G) which commutes with translations, i.e. τxT = Tτx for all x ∈ G, where τxf(y) = f(x+y). The space of multipliers of type (p, q) will be denoted by Lqp. Already, much attention has been devoted to this important class of operators (see, for example, [3], [4], [7]).

Small Riesz spaces

1989 ◽  
Vol 105 (3) ◽  
pp. 523-536 ◽  
Author(s):  
G. Buskes ◽  
A. van Rooij
Keyword(s):  
Representation Theory ◽  
Direct Method ◽  
Riesz Space ◽  
Pictorial Representation ◽  
Representation Theorems ◽  
Riesz Spaces ◽  
Number Of Authors

Many facts in the theory of general Riesz spaces are easily verified by thinking in terms of spaces of functions. A proof via this insight is said to use representation theory. In recent years a growing number of authors has successfully been trying to bypass representation theorems, judging them to be extraneous. (See, for instance, [9,10].) In spite of the positive aspects of these efforts the following can be said. Firstly, avoiding representation theory does not always make the facts transparent. Reading the more cumbersome constructions and procedures inside the Riesz space itself one feels the need for a pictorial representation with functions, and one suspects the author himself of secret heretical thoughts. Secondly, the direct method leads to repeating constructions of the same nature over and over again.

On the cohomology equivalence classes for non-singular mappings

1998 ◽  
Vol 18 (6) ◽  
pp. 1385-1397
Author(s):  
ISAAC KORNFELD ◽  
ANDREI KRYGIN
Keyword(s):  
Ergodic Theorem ◽  
Equivalence Classes ◽  
Probability Spaces

The structure of the cohomology equivalence classes for non-singular, not necessarily invertible mappings of probability spaces is studied. In particular, some results of Kochergin and Ornstein–Smorodinsky on the structure of these classes for measure-preserving automorphisms are generalized to the case of non-singular endomorphisms. Our approach is based on Hopf's maximal ergodic theorem and its proof by Garsia.

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