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math.PR2026
Stochastic Approximation in Banach Spaces Without Geometric Constraints
Rajeeva Laxman Karandikar, B V Rao
The thrust of this article is to show that on all Banach spaces, stochastic approximation holds when the noise sequence is an i.i.d. sequence with mean 0, without imposing any cond…
math.PR2015
On the Second Fundamental Theorem of Asset Pricing
Rajeeva L Karandikar, B V Rao
Let be sigma-martingales on . We show that every bounded martingale (with respect to the underlying filtration) admits an integral representation…