A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion

In this work we revisit the problem of the hedging of contingent claim using mean-square criterion. We prove that in incomplete market, some probability measure can be identified so that becomes -martingale under .This is in fact a new proposition on the martingale representation theorem. The new results also identify a weight function that serves to be an approximation to the Radon-Nikodým derivative of the unique neutral martingale measure.

Super-resolution in confocal scanning microscopy: generalized inversion formulae

It was shown in previous papers that the resolution of a confocal scanning microscope can be significantly improved by measuring, for each scanning position, the full diffraction image and by inverting these data to recover the value of the object at the confocal point. In the present work, the authors generalize the data inversion procedure by allowing, for reconstructing the object at a given point, to make use of the data samples recorded at other scanning positions. This leads them to a family of generalized inversion formulae, either exact or approximate. Some previously known formulae are re-derived here as special cases in a particularly simple way.

Erratum: Generalized Smarr relation for Kerr-AdS black holes from improved surface integrals (Physical Review D (2005) 71 (044016)

SCOPUS: er.j