# Questions tagged [filtrations]

The filtrations tag has no usage guidance.

39
questions

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### Does weak convergence of filtrations preserve progressive measurability?

Suppose on some probability space $(\Omega, \mathcal{F}, \mathbb{P})$ I have a sequence of filtrations $\mathbb{F}^n =(\mathcal{F}^n_t)_{t \geq 0}$ generated by Brownian motions $W^n$ for each $n$, ...

2
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1
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### Maps from $\mathbb A^1/ \mathbb G_m$ to Coherent sheaves

I am reading this paper https://arxiv.org/abs/1608.04797
Let $\Theta$ be the stack $\mathbb A^1/{\mathbb G_m}$. Let $X$ be a smooth projective curve of genus $g$ over a field $k$. Let $Coh_P$ be the ...

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1
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### How to compute the integer corresponding to a class in $G_0(B_{\mathrm{red}})$ for a commutative noetherian ring $B$?

$\newcommand{\red}{\mathrm{red}}$Let $k$ be an algebraically closed field of characteristic zero and $m$ be a positive integer. Let $R$ be the subring $k[x,xy,xy^2,…,xy^m]$ of the polynomial ring $k[x,...

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### Is every filtration on an abelian category strict?

It's well-known that the category of filtered objects in an abelian category is generally not an abelian category. One must generally add extra structure to ensure that all morphisms are strict for ...

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### Has anyone written about filtered Tannakian categories?

tl;dr Is there any source that discusses the concept of a filtered Tannakian category? I'm writing a paper with this notion and want to know if it's ever been discussed.
The original book by Saavedra-...

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### Martingale w.r.t. filtration

Let $(\Omega,\mathcal{F},\mathbb{P})$ be some probability space and $(\mathcal{F}_{t})_{t \in \mathbb{N}}$ be a filtration over $(\Omega,\mathcal{F})$. Let $X : \Omega \mapsto \mathbb{R}$ be any $\...

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### A two-dimensional variant of Bessel stochastic differential equation

Let $Z$ be a complex Brownian motion starting at $0$. The stochastic integral
$$W = \int_0^t \frac{Z_s}{|Z_s|} \mathrm{d}Z_s.$$
yields a complex Brownian motion (starting at $0$). The natural ...

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### Filtration of norm-one elements of quaternion algebra over local field with respect to an involution

Let $K$ be a local non-archimedean field, with ring of integers $\mathcal{O}_K$, uniformizing element $\varpi_K$, and residue field $\mathcal{O}_K/\varpi_K\mathcal{O}_K \cong \mathbb{F}_q$. For ...

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### When enlarging a filtration makes a stochastic processes into a solution to an SDE

Let $n$ be a positive integer and let $(Y_t)_{t\in [0,1]}$ on $\mathbb{R}^n$ be a stochastic process defined on a filtered probability space $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\in [0,1]},\mathbb{P}...

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### Dimension of the associated graded module at an ideal

Let $I$ be an ideal of a Noetherian local ring $(R, \mathfrak m)$. Define the associated graded ring $G_I(R):=\bigoplus_{n=0}^\infty I^n/I^{n+1}$. Then $G_I(R)$ is a Noetherian ring of the same ...

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### Properties of filtrations preserved by a DG-algebra homomorphism

Suppose we have a homomorphism $f : A^{\bullet} \longrightarrow B^{\bullet}$ of differential graded algebras over a field $k$, and consider the filtration
\begin{align*}
A^{\bullet} \supseteq F^0A^{\...

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333
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### Filtration over tensor product

Let
$$ M \supset M_1 \supset \ldots \supset M_n \supset \ldots \text{ and } N \supset N_1 \supset \ldots \supset N_n \supset \ldots$$
be exhaustive decreasing filtrations of modules over a commutative ...

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1
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172
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### can we take skeletons of covering maps to give new covering maps?

Let $X$ be an $n$-dimensional cell complex.
We attach an $(n+1)$-cell $e^{n+1}$ to $X$ and obtain a new cell complex $X'$.
Take the universal cover (or a general covering space) $\tilde X'$ of $X'$.
...

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### If $W$ is a Markov chain and $N$ is a Poisson process, then $\left(W_{N_t}\right)_{t\ge0}$ is Markov

Let $(\Omega,\mathcal A,\operatorname P)$ be a probability space, $(E,\mathcal E)$ be a measurable space, $(W_n)_{n\in\mathbb N_0}$ be a time-homogeneosu Markov chain on $(\Omega,\mathcal A,\...

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### References about transfinite socle series

I would like to know if there is any literature that discusses "transfinite socle series" of a ring module. Below is my attempt at defining the series.
Let $R$ be an associative unital ring and $...

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1
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203
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### Poset filtrations

Consider a chain complex $C$ and a poset $P$ so that there is a filtration by subcomplexes $C^p$ of $C$ where $p\in P$ in such a way that $p<q$ implies $C^p \leqslant C^q$.
As a second option, ...

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### Ordered sequence of elements of poset relevant to some filtration -- highest weight category

Let $\mathcal{C}$ be a highest-weight category with $\Lambda$ as a interval-finite poset -- I'm using a definition of the highest-weight category given by Cline, Parshall and Scott and it is presented ...

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### Standard reference/name for "initial ideals $\Leftrightarrow$ associated graded rings"

Let $R$ be commutative ring with a $\mathbb Z$-grading $\deg$ and let $I\subset R$ be an ideal. On one hand, we may consider the initial ideal $\mathrm{in}_{\deg}(I)$. That is the space spanned by ...

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### If $(Y_n)_{n\in\mathbb N_0}$ and $(N_t)_{t\ge0}$ are stochastic processes, what is the filtration generated by $\left(Y_{N_t}\right)_{t\ge0}$?

Let
$(\Omega,\mathcal A)$ and $(E,\mathcal E)$ be measurable spaces
$(Y_n)_{n\in\mathbb N_0}$ be a $(E,\mathcal E)$-valued stochastic process on $(\Omega,\mathcal A)$
$(N_t)_{t\ge0}$ be a $\mathbb ...

2
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### Condition for a map to carry over to Leray spectral sequences

I am trying to understand the conditions for two Leray spectral sequences to be related by a map.
Let $f_1 : X_1 \to Y_1$ and $f_2 : X_2 \to Y_2$ be two continuous maps of topological spaces (with ...

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### Mysterious "raison d'être" of filtrations of congruence subgroups

I wonder for long why congruence subgroups seem to arise so naturally in certain filtrations. Everything below is on a local field $F_p$.
Filtration for $GL_n$. Casselman and later Jacquet, Piatetski-...

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### Whether the first moment two stochastic processes differ can be formulated in terms of filtrations?

I am, struggling to see whether the first moment when two processes are different (in terms of their finite dimensional distributions) can be defined in terms of their filtrations and would ...

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### Writing $\sigma$-algebra in terms of predictble processes?

If $X_t$ is a semi-martingale, $\mathfrak{F}_t$ is the $\sigma$-field generated by $X_t$ and $L^2(Pred)$ is the set of all $\mathfrak{F}_t$-predictible processes. Then is it true that:
$$
\mathfrak{G}...

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### In which sense does the quadratic variation depend on the considered filtration?

Let
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\ge 0}$ be a complete right-continuous filtration on $(\Omega,\mathcal A,\operatorname P)$
$X$ be an almost surely ...

2
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204
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### Stopping time sigma-fields

Let $(F_n)$ be a discrete Filtration and $S_n,S$ (not necessarily finite) stopping times with $S_n\uparrow S$ (increasing convergence).
Is it true that the associated sigma-fields satisfy $F_{S_n}\...

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### Is the class of acyclic complexes deconstructible?

Let $\mathcal{C}$ be a category, then a class $\mathcal{A}\subseteq \mathcal{C}$ is deconstructible if there is a set $\mathcal{S}\subseteq\mathcal{C}$ such that $\mathcal{A}$ consists of $\mathcal{S}$...

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### When is the hitting time of an open set a stopping time?

Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_t)_{t \in [0,T]}$ a filtration. Consider an adapted, right-continuous process $X$ taking values in $\mathcal{X}$ and let $B$ be ...

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### What is the sigma field of the derivative of a process?

When $t\to X_t$ is an absolutely continuous process ($X_t= X_0+ \int_0^t Y_s dt$ for some measurable process $Y_t$) we have for all $t$ $$\sigma(Y_t) \subset \cap_{\epsilon >0}\sigma(X_{s}, s\in [t,...

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### When the completed filtration of a process increases slowly

If $\mathcal{F}_t$ is the filtration of the evaluation process on $C_T$ (continuous function on $[0,T]$). Can we find some law of continuous process $\mathbb{P}$ so that for $t\leq T$
$$\mathcal{F}^{\...

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### Is semistability of smooth Weil sheaf preserved under tensor product?

Let $X_0$ be a smooth, geometrically connected scheme over $\mathbb{F}_q$. As usual, let $\tau : \bar{\mathbb{Q}}_{\ell} \simeq \mathbb{C}$ be a fixed isomorphism. Let $\mathcal{C}$ be the category of ...

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### Does martingale convergence hold for arbitrary time?

Let $\{\mathcal B_i:i\in I\}$ be a family of $\sigma$-algebras (over the same set $\Omega$) which are totally ordered by inclusion, in the sense that for any $i,j\in I$ either $\mathcal B_i\subset\...

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### Properties preserved under passage to augmented filtration

Dear all,
generally speaking, my question is about which properties of a stochastic process are preserved when I skip from the original to the augmented filtration.
Recall that if $(\mathcal{F}_t)_{...

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1
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### Right-continuity of natural filtrations

My question: Is the natural filtration of a right-continuous process also right-continuous?
I would say yes, but don't know where to start proving it.
Thanks for your help/ideas!

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2
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### Does there exist a functorial splitting for the weight filtration (of singular cohomology)?

There are plenty of examples of varieties whose singular cohomology with rational coefficients considered as a mixed Hodge structure does not decompose as the direct sum of its pure (weight) factors. ...

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### Do Deligne's decalage and two filtrations for mixed Hodge complexes have a conceptual explanation?

As far as I understood, there are two way to assign weights to a mixed Hodge complex (a way that does not depend on shifts, and another one that does). There is a clever way to relate these to ways ...

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### Is the first filtration Hausdorff?

Maybe this is too technical and elementary, but I cannot make up my mind, nor find a reference.
The situation is the following: let $X$ be a double cochain (right half-plane) complex of abelian ...

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1
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### Semistable filtered vector spaces, a Tannakian category.

Let $k$ be a field (char = 0, perhaps). Let $(V,F)$ be a pair, where $V$ is a finite-dimensional $k$-vector space, and $F$ is a filtration of $V$, indexed by rational numbers, satisfying:
$F^i V \...

9
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### If associated-graded of a filtered bialgebra is Hopf, does it follow that the original bialgebra was Hopf?

Warning: older texts use the word "Hopf algebra" for what's now commonly called "bialgebra", whereas now "Hopf" is an extra condition. So as to avoid any confusion, I'll ...

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### What is the universal property of associated graded?

Given a filtered vector space (or module over a ring) $0=V_{0}\subseteq V_{1}\subseteq\cdots\subseteq V$, you can construct the associated graded vector space $\mathrm{gr}\left(V\right)=\oplus_{i}V_{i+...