3 papers
math.PR2026
First to reach game
Stanislav Volkov, Magnus Wiktorsson
We consider a game with two players, consisting of a number of rounds, where the first player to win rounds becomes the overall winner. Who wins each individual round is govern…
math.PR2024
Stability in quadratic variation
Philip Kennerberg, Magnus Wiktorsson
Consider a sequence of cadlag processes , and some fixed function . If is continuous then under several modes of convergence implies corresponding conv…
math.PR2024
Stability in quadratic variation, with applications
Philip Kennerberg, Magnus Wiktorsson
We show that non continuous Dirichlet processes, defined as in \cite{NonCont} are closed under a wide family of locally Lipschitz continuous maps (similar to the time-homogeneous v…