Author

Levin David Schwab

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Preprint Sep 2026

Market Completeness and Optional Projections under Restricted Information

In a finite discrete-time market, trading decisions may be predictable with respect to a filtration that does not adapt asset prices. The first fundamental theorem then characterizes absence of arbitrage by measures under which the optional projection of discounted prices is a martingale. We examine the corresponding c...

Levin David Schwab · 0 citations

#machine learning Preprint Sep 2026

Marginal Log-Likelihood Increments under Dirichlet-Smoothed Markov Estimation

For a Dirichlet-smoothed transition model, the effect of adding one workflow trace to the training archive is an exact change in reference-weighted log likelihood. We derive that change and show that it is a weighted reduction of Kullback--Leibler divergence between the reference conditionals and the model. From this f...

Levin David Schwab · 0 citations