Quasi sure analysis of local times of anticipating smooth semimartingales

Let be the anticipating smooth semimartingale and be its generalized local time. In this paper, we give some estimates about the quasi sure property of Xt and its quadratic variation process t〈X〉. We also study the fractional smoothness of and prove that the quadratic variation process of can be constructed as the quasi sure limit of the form , where is a sequence of subdivisions of [a,b], , i=0,1,…,n².     

Exponentiable monomorphisms in categories of domains

We give a characterization of exponentiable monomorphisms in the categories of ω-complete posets, of directed complete posets and of continuous directed complete posets as those monotone maps f that are convex and that lift an element (and then a queue) of any directed set (ω-chain in the case of ) whose supremum is in the image of f (Theorem 1.9). Using this characterization, we obtain that a monomorphism f:X→B in (, ) exponentiable in w.r.t. the Scott topology is exponentiable also in (, ). We prove that the converse is true in the category , but neither in , nor in .     

Equivariant chain complexes, twisted homology and relative minimality of arrangements

We show that the π-equivariant chain complex (), , associated to a Morse-theoretic minimal CW-structure X on the complement of an arrangement , is independent of X. The same holds for all scalar extensions, , a field, where X is an arbitrary minimal CW-structure on a space M. When is a section of another arrangement , we show that the divisibility properties of the first Betti number of the Milnor fiber of  obstruct the homotopy realization of  as a subcomplex of a minimal structure on .If is aspherical and is a sufficiently generic section of , then may be described in terms of π, L and , for an arbitrary local system L; explicit computations may be done, when is fiber-type. In this case, explicit -presentations of arbitrary abelian scalar extensions of the first non-trivial higher homotopy group of , π_p(M), may also be obtained. For nonresonant abelian scalar extensions, the -rank of is combinatorially determined.     

Cospectral graphs and the generalized adjacency matrix

Let J be the all-ones matrix, and let A denote the adjacency matrix of a graph. An old result of Johnson and Newman states that if two graphs are cospectral with respect to yJ − A for two distinct values of y, then they are cospectral for all y. Here we will focus on graphs cospectral with respect to yJ − A for exactly one value of y. We call such graphs -cospectral. It follows that is a rational number, and we prove existence of a pair of -cospectral graphs for every rational . In addition, we generate by computer all -cospectral pairs on at most nine vertices. Recently, Chesnokov and the second author constructed pairs of -cospectral graphs for all rational , where one graph is regular and the other one is not. This phenomenon is only possible for the mentioned values of , and by computer we find all such pairs of -cospectral graphs on at most eleven vertices.     

Polynomial identities and noncommutative versal torsors

To any cleft Hopf Galois object, i.e., any algebra obtained from a Hopf algebra H by twisting its multiplication with a two-cocycle α, we attach two “universal algebras” and . The algebra is obtained by twisting the multiplication of H with the most general two-cocycle σ formally cohomologous to α. The cocycle σ takes values in the field of rational functions on H. By construction, is a cleft H-Galois extension of a “big” commutative algebra . Any “form” of can be obtained from by a specialization of and vice versa. If the algebra is simple, then is an Azumaya algebra with center . The algebra is constructed using a general theory of polynomial identities that we set up for arbitrary comodule algebras; it is the universal comodule algebra in which all comodule algebra identities of are satisfied. We construct an embedding of into ; this embedding maps the center of into when the algebra is simple. In this case, under an additional assumption, , thus turning into a central localization of . We completely work out these constructions in the case of the four-dimensional Sweedler algebra.     

A new majorization between functions, polynomials, and operator inequalities

Let P₊ be the set of all non-negative operator monotone functions defined on [0,∞), and put . Then and . For a function and a strictly increasing function h we write if is operator monotone. If and and if and , then . We will apply this result to polynomials and operator inequalities. Let and be non-increasing sequences, and put for t≧a₁ and for t≧b₁. Then v₊?u₊ if m≦n and : in particular, for a sequence of orthonormal polynomials, (p_n-1)₊?(p_n)₊. Suppose 0<r,p and s=0 or 1≦s≦1+p/r. Then 0≦A≦B implies for 0<α≦r/(p+r).     

A note on maximality of analytic crossed products

Let G be a compact abelian group with the totally ordered dual group which admits the positive semigroup . Let N be a von Neumann algebra and be an automorphism group of on N. We denote to the analytic crossed product determined by N and α. We show that if is a maximal σ-weakly closed subalgebra of , then induces an archimedean order in .     

On the asymptotic number of inequivalent binary self-dual codes

Let Ψn be the number of inequivalent self-dual codes in . We prove that , where . Let Δn be the number of inequivalent doubly even self-dual codes in . We also prove that .     

Holomorphy of spectral multipliers of the Ornstein-Uhlenbeck operator

Let γ be the Gauss measure on and the Ornstein-Uhlenbeck operator. For every p in [1,∞)?{2}, set , and consider the sector . The main results of this paper are the following. If p is in (1,∞)?{2}, and , i.e., if M is an Lp(γ)uniform spectral multiplier of in our terminology, and M is continuous on , then M extends to a bounded holomorphic function on the sector . Furthermore, if p=1 a spectral multiplier M, continuous on , satisfies the condition if and only if M extends to a bounded holomorphic function on the right half-plane, and its boundary value M(i·) on the imaginary axis is the Euclidean Fourier transform of a finite Borel measure on the real line. We prove similar results for uniform spectral multipliers of second order elliptic differential operators in divergence form on belonging to a wide class, which contains . From these results we deduce that operators in this class do not admit an H^∞ functional calculus in sectors smaller than .