3 papers
math.PR2026
Arcade Processes for Informed Martingale Interpolation
Georges Kassis, Andrea Macrina
Arcade processes are a class of continuous stochastic processes that interpolate in a strong sense, i.e., omega by omega, between zeros at fixed pre-specified times. Their additive…
math.PR2026
Information-Based Martingale Optimal Transport
Georges Kassis, Andrea Macrina
Randomised arcade processes are a class of continuous stochastic processes that interpolate in a strong sense, i.e., omega by omega, between any given ordered set of random variabl…
math.PR2025
The Quadratic Variation of Gauss-Markov Semimartingales
Georges Kassis
The covariance function of a Gauss-Markov process evaluated at points admits a representation as a product of a function of and a function of . We ca…