Gauss Decomposition with Prescribed Semisimple Part in Quadratic Groups

Quadratic groups, whose definitions depend on form parameters, contain the orthogonal groups, symplectic groups, classical unitary groups and all the classical groups of Dieudonné [4 Dieudonné , J. ( 1963 ). La Géométrie des Groupes Classiques . Berlin , Heidelberg , New York : Springer . [Google Scholar]] as well as those of Bruhat and Tits [2 Bruhat , F. , Tits , J. ( 1972 ). Groupes réductifs sur un corps local I: Donneés radicielles valuées . Publ. Math. IHES 41 : 5 – 251 . [Google Scholar]]. Gauss decomposition with prescribed semisimple part in these groups is presented. As an application, the analog of a conjecture of Thompson is also studied for these groups.     

Über Die Assoziierten Primideale des Bidualen

Let (R, 𝔪) be a commutative, noetherian, local ring, E the injective hull of the residue field R/𝔪, and M ^○○ = Hom _R (Hom _R (M, E), E) the bidual of an R-module M. We investigate the elements of Ass(M ^○○) as well as those of Coatt(M) = {𝔭 ∈ Spec(R)|𝔭 = Ann _R (Ann _M (𝔭))} and provide criteria for equality in one of the two inclusions Ass(M) ? Ass(M ^○○) ? Coatt(M). If R is a Nagata ring and M a minimax module, i.e., an extension of a finitely generated R-module by an artinian R-module, we show that Ass(M ^○○) = Ass(M) ∪ {𝔭 ∈ Coatt(M)| R/𝔭 is incomplete}.     

On Finite Factorization Rings

Let R be a commutative ring with identity. R is a finite factorization ring (FFR) if every nonzero nonunit of R has only a finite number of factorizations up to order and associates. In this article, we give a characterization of R for R[X] and R[[X]] to be an FFR.     

Tame Automorphisms of Elementary Free Groups

We prove that the automorphism group of a finitely generated fully residually free group is tame.     

A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment

Motivated by the theory of bond markets, we consider an infinite assets model driven by marked point process and Wiener process. The self-financed wealth processes are defined by using measure-valued strategies. Going further on the works of Bjork et al. [“Bond market structure in the presence of marked point processes”, Mathematical Finance, 7 (1997a) pp. 211–239; “Towards a general theory of bond markets”, Finance and Stochastics, 1 (1997b) pp. 141–174] who focus on the existence of martingale measures and market completeness questions, we study here the incompleteness case. Our main result is a predictable decomposition theorem for supermartingales in this infinite assets model context. The concept of approximate wealth processes is introduced, and we show in an example that the space of measure-valued strategies is not complete with respect to the semimartingale topology. As in the case of stock markets, one can then derive a dual representation of the super-replication cost and study the problem of utility maximization by duality methods.