Interpolation and approximation in

Assume a standard Brownian motion W=(W_t)_t[0,1], a Borel function such that f(W₁)L₂, and the standard Gaussian measure γ on the real line. We characterize that f belongs to the Besov space , obtained via the real interpolation method, by the behavior of , where is a deterministic time net and the orthogonal projection onto a subspace of ‘discrete’ stochastic integrals with X being the Brownian motion or the geometric Brownian motion. By using Hermite polynomial expansions the problem is reduced to a deterministic one. The approximation numbers a_X(f(X₁);τ) can be used to describe the L₂-error in discrete time simulations of the martingale generated by f(W₁) and (in stochastic finance) to describe the minimal quadratic hedging error of certain discretely adjusted portfolios.     

Intersective polynomials and the polynomial Szemerédi theorem

Let be a family of polynomials such that , i=1,…,r. We say that the family P has the PSZ property if for any set with there exist infinitely many such that E contains a polynomial progression of the form {a,a+p₁(n),…,a+p_r(n)}. We prove that a polynomial family P={p₁,…,p_r} has the PSZ property if and only if the polynomials p₁,…,p_r are jointly intersective, meaning that for any there exists such that the integers p₁(n),…,p_r(n) are all divisible by k. To obtain this result we give a new ergodic proof of the polynomial Szemerédi theorem, based on the fact that the key to the phenomenon of polynomial multiple recurrence lies with the dynamical systems defined by translations on nilmanifolds. We also obtain, as a corollary, the following generalization of the polynomial van der Waerden theorem: If are jointly intersective integral polynomials, then for any finite partition of , there exist i{1,…,k} and a,nE_i such that {a,a+p₁(n),…,a+p_r(n)}E_i.     

An upper bound on Jacobi polynomials

Let be an orthonormal Jacobi polynomial of degree k. We will establish the following inequality:

where δ_-1<δ₁ are appropriate approximations to the extreme zeros of . As a corollary we confirm, even in a stronger form, T. Erdélyi, A.P. Magnus and P. Nevai conjecture [T. Erdélyi, A.P. Magnus, P. Nevai, Generalized Jacobi weights, Christoffel functions, and Jacobi polynomials, SIAM J. Math. Anal. 25 (1994) 602–614] by proving that

in the region .     

On complexity of Ehrenfeucht–Fraïssé games

In this paper, we initiate the study of Ehrenfeucht–Fraïssé games for some standard finite structures. Examples of such standard structures are equivalence relations, trees, unary relation structures, Boolean algebras, and some of their natural expansions. The paper concerns the following question that we call the Ehrenfeucht–Fraïssé problem. Given nω as a parameter, and two relational structures and from one of the classes of structures mentioned above, how efficient is it to decide if Duplicator wins the n-round EF game ? We provide algorithms for solving the Ehrenfeucht–Fraïssé problem for the mentioned classes of structures. The running times of all the algorithms are bounded by constants. We obtain the values of these constants as functions of n.     

On Ulyanov inequalities in Banach spaces and semigroups of linear operators

Let X,Y be Banach spaces and {T(t):t≥0} be a consistent, equibounded semigroup of linear operators on X as well as on Y; it is assumed that {T(t)} satisfies a Nikolskii type inequality with respect to X and Y:T(2t)f_Y(t)T(t)f_X. Then an abstract Ulyanov type inequality is derived between the (modified) K-functionals with respect to (X,D_X((-A)^α)) and (Y,D_Y((-A)^α)),α>0, where A is the infinitesimal generator of {T(t)}. Particular choices of X,Y are Lorentz–Zygmund spaces, of {T(t)} are those connected with orthogonal expansions such as Fourier, spherical harmonics, Jacobi, Laguerre, Hermite series. Known characterizations of the K-functionals lead to concrete Ulyanov type inequalities. In particular, results of Ditzian and Tikhonov in the case , are partly covered.     

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.     

On general perturbations of symmetric Markov processes

Let X be a symmetric right process, and let be a multiplicative functional of X that is the product of a Girsanov transform, a Girsanov transform under time-reversal and a continuous Feynman–Kac transform. In this paper we derive necessary and sufficient conditions for the strong L²-continuity of the semigroup given by T_tf(x)=E_x[Z_tf(X_t)], expressed in terms of the quadratic form obtained by perturbing the Dirichlet form of X in the appropriate way. The transformations induced by such Z include all those treated previously in the literature, such as Girsanov transforms, continuous and discontinuous Feynman–Kac transforms, and generalized Feynman–Kac transforms.     

On the pullback equation

We discuss the existence of a diffeomorphism such that

φ^*(g)=f

where are closed differential forms and 2kn. Our main results (the case k=n having been handled by Moser [J. Moser, On the volume elements on a manifold, Trans. Amer. Math. Soc. 120 (1965) 286–294] and Dacorogna and Moser [B. Dacorogna, J. Moser, On a partial differential equation involving the Jacobian determinant, Ann. Inst. H. Poincaré Anal. Non Linéaire 7 (1990) 1–26]) are that

– when n is even and k=2, under some natural non-degeneracy condition, we can prove the existence of such diffeomorphism satisfying Dirichlet data on the boundary of a bounded open set and the natural Hölder regularity; at the same time we get Darboux theorem with optimal regularity;

– we are also able to handle the degenerate cases when k=2 (in particular when n is odd), k=n−1 and some cases where 3kn−2.

LOCAL TIME ANALYSIS OF ADDITIVE LEVY PROCESSES WITH DIFFERENT L(E)VY EXPONENTS

Let X1 XN be independent, classical Levy processes on R^d with Levy exponents ψ1,…, ψN, respectively. The corresponding additive Levy process is defined as the following N-parameter random field on R^d, X（t） △= X1（t1） ＋ ... ＋ XN（tN）, At∈N. Under mild regularity conditions on the ψi＇s, we derive estimate for the local and uniform moduli of continuity of local times of X = {X（t）; t ∈R^N}.     

Comparaison des deux composantes d''un subordinateur bivarié, puis étude de l''enveloppe supérieure d''un processus de Lévy

Soit (Y,Z) un subordinateur bivarié. Nous donnons une condition suffisante pour que Y_t/Z_t converge vers zéro quand t tend vers 0 ou +∞. Ceci généralise partiellement des résultats de Bertoin et de Kesten–Erickson.Soit X un processus de Lévy et S_t=sup{X_s: st}. Soit f une fonction sous-additive. En appliquant le résultat précédent au subordinateur bivarié d'échelle, nous donnons des conditions nécéssaires et suffisantes pour que et égalent 0 ou +∞.Let (Y,Z) be a bivariate subordinator. Generalizing theorems of Bertoin and Kesten–Erickson, we give a sufficient condition for Y_t/Z_t to converge to 0 when t tends either to 0 or +∞.Let X be a Lévy process. Denote by S_t=sup{X_s: st} and let f be any sub-additive function. Applying our first result to the bivariate ladder process, we give necessary and sufficient conditions for and to be either 0 or +∞.     

On the graph of a function over a prime field whose small powers have bounded degree

Let f be a function from a finite field with a prime number p of elements, to . In this article we consider those functions f(X) for which there is a positive integer with the property that f(X)ⁱ, when considered as an element of , has degree at most p−2−n+i, for all i=1,…,n. We prove that every line is incident with at most t−1 points of the graph of f, or at least n+4−t points, where t is a positive integer satisfying n>(p−1)/t+t−3 if n is even and n>(p−3)/t+t−2 if n is odd. With the additional hypothesis that there are t−1 lines that are incident with at least t points of the graph of f, we prove that the graph of f is contained in these t−1 lines. We conjecture that the graph of f is contained in an algebraic curve of degree t−1 and prove the conjecture for t=2 and t=3. These results apply to functions that determine less than directions. In particular, the proof of the conjecture for t=2 and t=3 gives new proofs of the result of Lovász and Schrijver [L. Lovász, A. Schrijver, Remarks on a theorem of Rédei, Studia Sci. Math. Hungar. 16 (1981) 449–454] and the result in [A. Gács, On a generalization of Rédei’s theorem, Combinatorica 23 (2003) 585–598] respectively, which classify all functions which determine at most 2(p−1)/3 directions.     

The singularity spectrum of Lévy processes in multifractal time

Let X=(Xt)_t?0 be a Lévy process and μ a positive Borel measure on R₊. Suppose that the integral of μ defines a continuous increasing multifractal time . Under suitable assumptions on μ, we compute the singularity spectrum of the sample paths of the process X in time μ defined as the process (XF(t))_t?0.A fundamental example consists in taking a measure μ equal to an “independent random cascade” and (independently of μ) a suitable stable Lévy process X. Then the associated process X in time μ is naturally related to the so-called fixed points of the smoothing transformation in interacting particles systems.Our results rely on recent heterogeneous ubiquity theorems.     

Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises

We study the problem of parameter estimation for generalized Ornstein–Uhlenbeck processes with small Lévy noises, observed at n regularly spaced time points on [0, 1]. Least squares method is used to obtain an estimator of the drift parameter. The consistency and the rate of convergence of the least squares estimator (LSE) are established when a small dispersion parameter ε→0 and n→∞ simultaneously. The asymptotic distribution of the LSE in our general setting is shown to be the convolution of a normal distribution and a stable distribution. The obtained results are different from the classical cases where asymptotic distributions are normal.     

Cesàro means of Jacobi expansions on the parabolic biangle

We study Cesàro (C,δ) means for two-variable Jacobi polynomials on the parabolic biangle . Using the product formula derived by Koornwinder and Schwartz for this polynomial system, the Cesàro operator can be interpreted as a convolution operator. We then show that the Cesàro (C,δ) means of the orthogonal expansion on the biangle are uniformly bounded if δ>α+β+1, α≥β≥0. Furthermore, for the means define positive linear operators.     

Gröbner deformations, connectedness and cohomological dimension

In this paper we will compare the connectivity dimension c(P/I) of an ideal I in a polynomial ring P with that of any initial ideal of I. Generalizing a theorem of Kalkbrener and Sturmfels [M. Kalkbrener, B. Sturmfels, Initial complex of prime ideals, Adv. Math. 116 (1995) 365–376], we prove that c(P/LT(I))min{c(P/I),dim(P/I)−1} for each monomial order . As a corollary we have that every initial complex of a Cohen–Macaulay ideal is strongly connected. Our approach is based on the study of the cohomological dimension of an ideal in a noetherian ring R and its relation with the connectivity dimension of . In particular we prove a generalized version of a theorem of Grothendieck [A. Grothendieck, Cohomologie locale des faisceaux cohérents et théorèmes de Lefschetz locaux et globaux (SGA 2), in: Séminaire de Géométrie Algébrique du Bois Marie, 1962]. As consequence of these results we obtain some necessary conditions for an open subscheme of a projective scheme to be affine.     

Uniform decay in a Timoshenko-type system with past history

Fernández Sare and Rivera [H.D. Fernández Sare, J.E. Muñoz Rivera, Stability of Timoshenko systems with past history, J. Math. Anal. Appl. 339 (1) (2008) 482–502] considered the following Timoshenko-type system

ρ₁φ_tt−K(φ_x+ψ)_x=0,