A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary

We study an inverse first-passage-time problem for Wiener process X(t) subject to hold and jump from a boundary c. Let be given a threshold S > X(0) ≥ c, and a distribution function F on [0, +∞). The problem consists in finding the distribution of the holding time at c and the distribution of jumps from c, so that the first-passage time of X(t) through S has distribution F.     

An inverse first-passage problem for one-dimensional diffusions with random starting point

We consider an inverse first-passage time (FPT) problem for a homogeneous one-dimensional diffusion X(t), starting from a random position η. Let S(t) be an assigned boundary, such that P(η≥S(0))=1, and F an assigned distribution function. The problem consists of finding the distribution of η such that the FPT of X(t) below S(t) has distribution F. We obtain some generalizations of the results of Jackson et al., 2009, which refer to the case when X(t) is Brownian motion and S(t) is a straight line across the origin.     

The nonlinear version of Pazy’s local existence theorem

LetX be a real Banach space,U ⊂X a given open set,A ⊂X×X am-dissipative set andF:C(0,a;U) →L ^∞(0,a;X) a continuous mapping. Assume thatA generates a nonlinear semigroup of contractionsS(t): {ie221-2}) → {ie221-3}), strongly continuous at the origin, withS(t) compact for allt>0. Then, for eachu ₀ ∈ {ie221-4}) ∩U there existsT ∈ ]0,a] such that the following initial value problem: (du(t))/(dt) ∈Au(t) +F(u)(t),u(0)=u ₀, has at least one integral solution on [0,T]. Some extensions and applications are also included.     

Small time two-sided LIL behavior for Lévy processes at zero

We wish to characterize when a Lévy process X _t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup _t→0|X _t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup _t→0 |X _t |/b(t) = 1.     

Donsker's Delta Function of Lévy Process

Let X={X(t):tR} be a Lévy process and a non-decreasing, right continuous, bounded function with (–)=0 (((1+u ²)/u ²)d(u) is the Lévy measure). In this paper we define the Donsker delta function (X(t)–a), t>0 and aR, as a generalized Lévy functional under the condition that (0)–(0–)>0. This leads us to define F(X(t)) for any tempered distribution F, and as an application, we derive an Itô formula for F(X(t)) when has jumps at 0 and 1.     

Bayesian testing of nonparametric hypotheses and its application to global optimization

Random distribution functions are the basic tool for solving nonparametric decision-theoretic problems. In 1974, Doksum introduced the family of distributions neutral to the right, that is, distributions such thatF(t ₁),[F(t ₂)–F(t ₁)]/[1 –F(t ₁)],...,[F(t _k)–F(t _{k – 1})]/[1 –F(t _{k – 1})] are independent whenevert ₁ < ... <t _kIn practice, application of distributions neutral to the right has been prevented by the lack of a manageable analytical expression for probabilities of the typeP(F(t)<q) for fixedt andq. A subclass of such distributions can be provided which allows for a close expression of the characteristic function of log[1–F(t)], given the sample. Then, thea posteriori distribution ofF(t) is obtained by numerical evaluation of a Fourier integral. As an application, the global optimization problem is formulated as a problem of inference about the quantiles of the distributionF(y) of the random variableY=f(X), wheref is the objective function andX is a random point in the search domain.The author thanks J. Koronacki and R. Zielinski of the Polish Academy of Sciences for their valuable criticism during the final draft of the paper.     

On Behavior of Solvable Ideals of Lie Algebras Under Outer Derivations

Let L be a finite dimensional Lie algebra over a field F. It is well known that the solvable radical S(L) of the algebra L is a characteristic ideal of L if char F = 0, and there are counterexamples to this statement in case char F = p > 0. We prove that the sum S(L) of all solvable ideals of a Lie algebra L (not necessarily finite dimensional) is a characteristic ideal of L in the following cases: 1) char F = 0; 2) S(L) is solvable and its derived length is less than log₂ p.     

A critical case for Brownian slow points

Summary LetX _t be a Brownian motion and letS(c) be the set of realsr0 such that üX _r+t –X _r üct, 0th, for someh=h(r)>0. It is known thatS(c) is empty ifc<1 and nonempty ifc>1, a.s. In this paper we prove thatS(1) is empty a.s.This research was partially supported by NSF Grant 9322689.     

Transfer Results for the FIP and FCP Properties of Ring Extensions

For an extension E: R ? S of (commutative) rings and the induced extension F: R(X) ? S(X) of Nagata rings, the transfer of the FCP and FIP properties between E and F is studied. Then F has FCP ? E has FCP. The extensions E for which F has FIP are characterized. While E has FIP whenever F has FIP, the converse fails for certain subintegral extensions; it does hold if E is integrally closed, seminormal, or subintegral with R quasi-local having infinite residue field. If F has FIP, conditions are given for the sets of intermediate rings of E and F to be order-isomorphic.     

Viscosity Approximation Methods for Multivalued Mappings in Banach Spaces

Let K be a nonempty closed and convex subset of a real reflexive Banach space X that has weakly sequentially continuous duality mapping J. Let T: K → K be a multivalued non-expansive non-self-mapping satisfying the weakly inwardness condition as well as the condition T(y) = {y} for any y ∈ F(T) and such that for a contraction f: K → K and any t ∈ (0, 1), there exists x _t  ∈ K satisfying x _t  ∈ tf(x _t ) + (1 ? t)Tx _t . Then it is proved that {x _t } ? K converges strongly to a fixed point of T, which is also a solution of certain variational inequality. Moreover, the convergence of two explicit methods are also investigated.     

Upper functions for lévy processes having only negative jumps

Let X_t,t ≥ 0 be a real valued process with stationary independentincrements having only negative jumps. We obtain b(t) such that lim sup X_t )/b(t) equals a finite positive constant with probability one as t → 0 and t → ∞ under extra condition. The hypotheses about the behavior of Lévy measure near zero and infinity are necessary to guarantee that the lim sup is positive     

A GENERALIZATION OF AUSLANDER–BUCHSBAUM AND BASS FORMULAS

Abstract

Given a contravariant functor F : 𝒞 → 𝒮ets for some category 𝒞, we say that F (𝒞) (or F) is generated by a pair (X, x) where X is an object of 𝒞 and x ∈ F(X) if for any object Y of 𝒞 and any y ∈ F(Y), there is a morphism f : Y → X such that F(f)(x) = y. Furthermore, when Y = X and y = x, any f : X → X such that F(f)(x) = x is an automorphism of X, we say that F is minimally generated by (X, x). This paper shows that if the ring R is left noetherian, then there exists a minimal generator for the functor ?xt (?, M) : ? → 𝒮ets, where M is a left R-module and ? is the class (considered as full subcategory of left R-modules) of injective left R-modules.     

Finite determinacy and Whitney equisingularity of map germs from {\mathbb{C}^n} to {\mathbb{C}^{2n-1}}

We show that a holomorphic map germ ${f : (\mathbb{C}^n,0)\to(\mathbb{C}^{2n-1},0)}$ is finitely determined if and only if the double point scheme D(f) is a reduced curve. If n ≥ 3, we have that μ(D ²(f)) = 2μ(D ²(f)/S ₂)+C(f)?1, where D ²(f) is the lifting of the double point curve in ${(\mathbb{C}^n\times \mathbb{C}^n,0)}$ , μ(X) denotes the Milnor number of X and C(f) is the number of cross-caps that appear in a stable deformation of f. Moreover, we consider an unfolding F(t, x) = (t, f _t (x)) of f and show that if F is μ-constant, then it is excellent in the sense of Gaffney. Finally, we find a minimal set of invariants whose constancy in the family f _t is equivalent to the Whitney equisingularity of F. We also give an example of an unfolding which is topologically trivial, but it is not Whitney equisingular.     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.     

Spreading Properties and Complex Dynamics for Monostable Reaction–Diffusion Equations

This paper is concerned with the study of the large-time behavior of the solutions u of a class of one-dimensional reaction–diffusion equations with monostable reaction terms f, including in particular the classical Fisher-KPP nonlinearities. The nonnegative initial data u ₀(x) are chiefly assumed to be exponentially bounded as x tends to + ∞ and separated away from the unstable steady state 0 as x tends to ? ∞. On the one hand, we give some conditions on u ₀ which guarantee that, for some λ > 0, the quantity c _λ = λ +f′(0)/λ is the asymptotic spreading speed, in the sense that lim  _t→+∞ u(t, ct) = 1 (the stable steady state) if c < c _λ and lim  _t→+∞ u(t, ct) = 0 if c > c _λ. These conditions are fulfilled in particular when u ₀(x) e ^λx is asymptotically periodic as x → + ∞. On the other hand, we also construct examples where the spreading speed is not uniquely determined. Namely, we show the existence of classes of initial conditions u ₀ for which the ω-limit set of u(t, ct + x) as t tends to + ∞ is equal to the whole interval [0, 1] for all x ∈ ? and for all speeds c belonging to a given interval (γ₁, γ₂) with large enough γ₁ < γ₂ ≤ + ∞.     

Regular Action in Rings

Let R be a ring with identity, X(R) the set of all nonzero non-units of R and G(R) the group of all units of R. By considering left and right regular actions of G(R) on X(R), the following are investigated: (1) For a local ring R such that X(R) is a union of n distinct orbits under the left (or right) regular action of G(R) on X(R), if J ⁿ  ≠ 0 = J ⁿ⁺¹ where J is the Jacobson radical of R, then the set of all the distinct ideals of R is exactly {R, J, J ²,…, J ⁿ , 0}, and each orbit under the left regular action is equal to the one under the right regular action. (2) Such a ring R is left (and right) duo ring. (3) For the full matrix ring S of n × n matrices over a commutative ring R, the number of orbits under left regular action of G(S) on X(S) is equal to the number of orbits under right regular action of G(S) on X(S); the result also holds for the ring of n × n upper triangular matrices over R.     

On the sectionwise connectedness of a contingent

Let X be a real normed space and let f: ? → X be a continuous mapping. Let T _f (t ₀) be the contingent of the graph G(f) at a point (t ₀, f(t ₀)) and let S ⁺ ? (0,∞) × X be the “right” unit hemisphere centered at (0, 0 _X ). We show that

1. 1.
   If dimX < ∞ and the dilation D(f, t ₀) of f at t ₀ is finite then T _f (t ₀) ∩ S ⁺ is compact and connected. The result holds for \(T_f (t_0 ) \cap \overline {S^ + } \) even with infinite dilation in the case f: [0,∞) → X.
    
2. 2.
   If dimX = ∞, then, given any compact set F ? S ⁺, there exists a Lipschitz mapping f: ? → X such that T _f (t ₀) ∩ S ⁺ = F.
    
3. 3.
   But if a closed set F ? S ⁺ has cardinality greater than that of the continuum then the relation T _f (t ₀) ∩ S ⁺ = F does not hold for any Lipschitz f: ? → X.
    

     

Generalized Derivations with Engel Conditions on Polynomials

Let R be a noncommutative prime ring with extended centroid C, and let D: R → R be a nonzero generalized derivation, f(X ₁,…, X _t ) a nonzero polynomial in noncommutative indeterminates X ₁,…, X _t over C with zero constant term, and k ≥ 1 a fixed integer. In this article, D and f(X ₁,…, X _t ) are characterized if the Engel identity is satisfied: [D(f(x ₁,…, x _t )), f(x ₁,…, x _t )] _k  = 0 for all x ₁,…, x _t  ∈ R.     

Uppers to Zero in Polynomial Rings and Prüfer-Like Domains

Let D be an integral domain and X an indeterminate over D. It is well known that (a) D is quasi-Prüfer (i.e., its integral closure is a Prüfer domain) if and only if each upper to zero Q in D[X] contains a polynomial g ∈ D[X] with content c _D (g) = D; (b) an upper to zero Q in D[X] is a maximal t-ideal if and only if Q contains a nonzero polynomial g ∈ D[X] with c _D (g) ^v  = D. Using these facts, the notions of UMt-domain (i.e., an integral domain such that each upper to zero is a maximal t-ideal) and quasi-Prüfer domain can be naturally extended to the semistar operation setting and studied in a unified frame. In this article, given a semistar operation ☆ in the sense of Okabe–Matsuda, we introduce the ☆-quasi-Prüfer domains. We give several characterizations of these domains and we investigate their relations with the UMt-domains and the Prüfer v-multiplication domains.