Induced representations,transferred Chern classes and Morava rings <Emphasis Type="Italic">K</Emphasis>(<Emphasis Type="Italic">s</Emphasis>)*(<Emphasis Type="Italic">BG</Emphasis>): Some calculations

The ring structure of Morava K-theory K(s)*(BG) for the 2-group no. 38 of order 32 from the Hall-Senior list is calculated. Previously it was known that K(s)*(BG) is evenly generated and for s = 2 is generated by Chern characteristic classes.     

The transfer and symplectic cobordism

The main result of this paper is the nilpotency fomula , for N. Ray classes in the torsion of the symplectic bordism ring

     

Morava K -theory rings for the modular groups in Chern classes

Morava K-theory rings of classifying spaces of the modular and quasi-dihedral groups are calculated in terms of Chern characteristic classes and the Honda formal group law. The author was supported by the INTAS 03-51-3251 and GRDF GEM1-3330-TB-03 grants.     

The skorokhod oblique reflection problem in a convex polyhedron

The Skorokhod oblique reflection problem is studied in the case ofn-dimensional convex polyhedral domains. The natural sufficient condition on the reflection directions is found, which together with the Lipschitz condition on the coefficients gives the existence and uniqueness of the solution. The continuity of the corresponding solution mapping is established. This property enables one to construct in a direct way the reflected (in a convex polyhedral domain) diffusion processes possessing the nice properties.     

The American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate

The classical Garman-Kohlhagen model for the currency exchange assumes that the domestic and foreign currency risk-free interest rates are constant and the exchange rate follows a log-normal diffusion process. In this paper we consider the general case, when exchange rate evolves according to arbitrary one-dimensional diffusion process with local volatility that is the function of time and the current exchange rate and where the domestic and foreign currency risk-free interest rates may be arbitrary continuous functions of time. First non-trivial problem we encounter in time-dependent case is the continuity in time argument of the value function of the American put option and the regularity properties of the optimal exercise boundary. We establish these properties based on systematic use of the monotonicity in volatility for the value functions of the American as well as European options with convex payoffs together with the Dynamic Programming Principle and we obtain certain type of comparison result for the value functions and corresponding exercise boundaries for the American puts with different strikes, maturities and volatilities. Starting from the latter fact that the optimal exercise boundary curve is left continuous with right-hand limits we give a mathematically rigorous and transparent derivation of the significant early exercise premium representation for the value function of the American foreign exchange put option as the sum of the European put option value function and the early exercise premium. The proof essentially relies on the particular property of the stochastic integral with respect to arbitrary continuous semimartingale over the predictable subsets of its zeros. We derive from the latter the nonlinear integral equation for the optimal exercise boundary which can be studied by numerical methods.     

Morava -theory rings for the dihedral, semidihedral and generalized quaternion groups in Chern classes

Morava -theory rings of classifying spaces of the dihedral, semidihedral and generalized quaternion groups are presented in terms of Chern classes.

     

Transferred Chern classes in Morava -theory

Let be a complex -plane bundle over the total space of a cyclic covering of prime index . We show that for the -th Chern class of the transferred bundle differs from a certain transferred class of by a polynomial in the Chern classes of the transferred bundle. The polynomials are defined by the formal group law and certain equalities in .

     

On the Buchstaber formal group law and some related genera

We calculate some formal group laws and genera closely related to the universal Buchstaber formal group law \(\mathcal{F}_B\) .