Forward-backward SDEs with discontinuous coefficients

In this paper, we are interested in the well-posedness of a class of fully coupled forward-backward SDE (FBSDE) in which the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. Such an FBSDE is motivated by a practical issue in regime-switching term structure interest rate models, and the discontinuity makes it beyond any existing framework of FBSDEs. In a Markovian setting with non-degenerate forward diffusion, we show that a decoupling function can still be constructed and that it is a Sobolev solution to the corresponding quasilinear PDE. As a consequence we can then argue that the FBSDE admits a weak solution in the sense of [1 Antonelli, F., Ma, J. (2003). Weak solutions of forward-backward SDE’s. Stochastic Analysis and Applications 21(3):493–514.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], 2 Ma, J., Zhang, J., Zheng, Z. (2008). Weak solutions for backward stochastic differential equations, A martingale approach. The Annals of Probability 36(6):2092–2125.[Crossref], [Web of Science ®] , [Google Scholar]]. In the one-dimensional case, we further prove that the weak solution of the FBSDE is actually strong, and it is pathwisely unique. Our approach does not use the well-known Yamada–Watanabe Theorem, but instead follows the idea of Krylov for SDEs with measurable coefficients.     

Fractional powers of sectorial operators via the Dirichlet-to-Neumann operator

In the very influential paper [4 Caffarelli, L.A., Silvestre, L. (2007). An extension problem related to the fractional Laplacian. Commun. Partial Differential Equations 32:1245–1260.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]] Caffarelli and Silvestre studied regularity of (?Δ)^s, 0<s<1, by identifying fractional powers with a certain Dirichlet-to-Neumann operator. Stinga and Torrea [15 Stinga, P.R., Torrea, J. (2010). Extension problem and Harnack’s inequality for some fractional operators. Commun. Partial Differential Equations 35:2092–2122.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]] and Galé et al. [7 Galé, J., Miana, P., Stinga, P.R. (2013). Extension problem and fractional operators: semigroups and wave equations. J. Evol. Eqn. 13:343–368.[Crossref], [Web of Science ®] , [Google Scholar]] gave several more abstract versions of this extension procedure. The purpose of this paper is to study precise regularity properties of the Dirichlet and the Neumann problem in Hilbert spaces. Then the Dirichlet-to-Neumann operator becomes an isomorphism between interpolation spaces and its part in the underlying Hilbert space is exactly the fractional power.     

Note on Conic Bundles over Henselian Discrete Valued Fields with Real Closed Residue Field

ABSTRACT

Let ? be a complete set of Sylow subgroups of a finite group G, that is, ? contains exactly one and only one Sylow p-subgroup of G for each prime p. A subgroup H of a finite group G is said to be ?-permutable if H permutes with every member of ?. The purpose of this article is to study the influence of ?-permutability of all maximal subgroups of the Sylow subgroups of the generalized Fitting subgroup of some normal subgroup of a finite group G on the structure of G. Our results improve and extend the main results of Asaad (1998 Asaad , M. ( 1998 ). On maximal subgroups of Sylow subgroups of finite groups . Comm. Algebra 26 ( 11 ): 3647 – 3652 . [CSA] [Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]), Asaad and Heliel (2003 Asaad , M. , Heliel , A. A. ( 2003 ). On permutable subgroups of finite groups . Arch. Math. 80 : 113 – 118 . [CROSSREF] [CSA] [Crossref], [Web of Science ®] , [Google Scholar]), Asaad et al. (1991 Asaad , M. , Ramadan , M. , Shaalan , A. ( 1991 ). Influence of π-quasinormality on maximal subgroups of Sylow subgroups of Fitting subgroup of a finite group . Arch. Math. 56 : 521 – 527 . [CROSSREF] [CSA] [Crossref], [Web of Science ®] , [Google Scholar]), Li et al. (2003 Li , Y. , Wang , Y. , Wei , H. ( 2003 ). The influence of π-quasinormality of maximal subgroups of Sylow subgroups of a finite group . Arch. Math. 81 ( 3 ): 245 – 252 . [CROSSREF] [CSA] [Crossref], [Web of Science ®] , [Google Scholar]), Ramadan (1992 Ramadan , M. ( 1992 ). Influence of normality on maximal subgroups of Sylow subgroups of a finite group . Acta Math. Hungar. 59 ( 1–2 ): 107 – 110 . [CSA] [Crossref], [Web of Science ®] , [Google Scholar]), and Srinivasan (1980 Srinivasan , S. ( 1980 ). Two sufficient conditions for supersolvability of finite groups . Israel J. Math. 35 : 210 – 214 . [CSA] [Crossref], [Web of Science ®] , [Google Scholar]).     

Fuzzy Optimality Conditions for Fractional Multiobjective Bilevel Problems Under Fractional Constraints

In this article, we are concerned with fractional multiobjective optimization problems. In order to derive optimality conditions, we consider a new single level problem [12 J.J. Ye ( 2006 ). Constraint qualification and KKT conditions for bilevel programming problems . Mathematics of Operations Research 31 : 811 – 824 .[Crossref], [Web of Science ®] , [Google Scholar]], which is locally equivalent to the bilevel fractional multiobjective problem (P) at the optimal solution. Our approach consists of using another approach initiated by Mordukhovich [7 B.S. Mordukhovich ( 1976 ). Maximum principle in problems of time optimal control with nonsmooth constraints . J. Appl. Math. Mech. 40 : 960 – 969 .[Crossref], [Web of Science ®] , [Google Scholar], 8 B.S. Mordukhovich ( 1980 ). Metric approximations and necessary optimality conditions for general classes of nonsmooth extremal problems . Soviet. Math. Dokl. 22 : 526 – 530 . [Google Scholar]], which does not involve any convex approximations and convex separation arguments, called the extremal principle [5 B.S. Mordukhovich ( 2006 ). Variational Analysis and Generalized Differentiation, I: Basic Theory . Grundlehren Series (Fundamental Principles of Mathematical Sciences) , Vol. 330 , Springer , Berlin . [Google Scholar], 6 B.S. Mordukhovich ( 2006 ). Variational Analysis and Generalized Differentiation, II: Applications , Grundlehren Series (Fundamental Principles of Mathematical Sciences) , Vol. 331 , Springer , Berlin . [Google Scholar], 9 B.S. Mordukhovich ( 1994 ). Generalized differential calculus for nonsmooth and set-valued mappings . J. Math. Anal. Appl. 183 : 250 – 288 .[Crossref], [Web of Science ®] , [Google Scholar]], for the study of necessary optimality conditions in fractional vector optimization.     

A General Optimal Multiple Stopping Problem with an Application to Swing Options

In their paper, Carmona and Touzi [8 Carmona, R., and Touzi, N. 2008. Optimal multiple stopping and valuation of swing options. Mathematical Finance 18(2):239–268.[Crossref], [Web of Science ®] , [Google Scholar]] studied an optimal multiple stopping time problem in a market where the price process is continuous. In this article, we generalize their results when the price process is allowed to jump. Also, we generalize the problem associated to the valuation of swing options to the context of jump diffusion processes. We relate our problem to a sequence of ordinary stopping time problems. We characterize the value function of each ordinary stopping time problem as the unique viscosity solution of the associated Hamilton–Jacobi–Bellman variational inequality.     

Global Existence and Uniform Boundedness of Smooth Solutions to a Cross-Diffusion System with Equal Diffusion Rates

We consider the Shigesada-Kawasaki-Teramoto cross-diffusion model for two competing species. If both species have the same random diffusion coefficients and the space dimension is less than or equal to three, we establish the global existence and uniform boundedness of smooth solutions to the model in convex domains. This extends some previous works of Kim [12 Kim, J.U. (1984). Smooth solutions to a quasilinear system of diffusion equations for a certain population model. Nonlinear Anal. 8:1121–1144.[Crossref], [Web of Science ®] , [Google Scholar]] and Shim [21 Shim, S.-A. (2002). Uniform boundedness and convergence of solutions to cross-diffusion systems. J. Diff. Eqs. 185:281–305.[Crossref], [Web of Science ®] , [Google Scholar]] in one dimensional space.     

A note on some structure theorems of modules in category 0

ABSTRACT

Using the local subgroup strategy of An and O'Brien (1997 An , J. , O'Brien , E. A. ( 1997 ). A local strategy to decide the Alperin and Dade conjectures . J. Alg. 189 : 34 – 57 . [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]), An and O'Brien (1999 An , J. , O'Brien , E. A. ( 1999 ). The Alperin and Dade conjectures for the Fischer simple group Fi₂₃ . Internat. J. Alg. Comput. 9 : 621 – 670 . [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]), we classify the radical subgroups and chains of the Fischer simple group Fi ₂₂ and verify the Alperin weight conjecture and the Uno reductive conjecture for this group; the latter is a refinement of the Dade reductive and Isaacs–Navarro conjectures.

     

Supercharacter Theory Constructions Corresponding to Schur Ring Products

Diaconis and Isaacs have defined the supercharacter theories of a finite group to be certain approximations to the ordinary character theory of the group [7 Diaconis , P. , Isaacs , I. M. ( 2008 ). Supercharacters and superclasses for algebra groups . Trans. Amer. Math. Soc. 360 : 2359 – 2392 .[Crossref], [Web of Science ®] , [Google Scholar]]. We make explicit the connection between supercharacter theories and Schur rings, and we provide supercharacter theory constructions which correspond to Schur ring products of Leung and Man [12 Leung , K. H. , Man , S. H. ( 1996 ). On Schur rings over cyclic groups, II . J. Algebra 183 : 273 – 285 .[Crossref], [Web of Science ®] , [Google Scholar]], Hirasaka and Muzychuk [10 Hirasaka , M. , Muzychuk , M. ( 2001 ). An elementary abelian group of rank 4 is a CI-group . J. Combin. Theory Ser. A 94 : 339 – 362 .[Crossref], [Web of Science ®] , [Google Scholar]], and Tamaschke [20 Tamaschke , O. ( 1970 ). On Schur-rings which define a proper character theory on finite groups . Math. Z. 117 : 340 – 360 .[Crossref], [Web of Science ®] , [Google Scholar]].     

Virtually Biautomatic Groups

We introduce virtually biautomatic groups (groups with finite index biautomatic subgroups) and generalize results of Gersten and Short [3 Gersten , S. , Short , H. ( 1991 ). Rational subgroups of biautomatic groups . Annals of Mathematics 134 : 125 – 128 .[Crossref], [Web of Science ®] , [Google Scholar]] and Mosher [5 Mosher , L. ( 1997 ). Central quotients of biautomatic groups . Comment. Math. Helv. 72 ( 1 ): 16 – 29 .[Crossref], [Web of Science ®] , [Google Scholar]] on centralizers, normalizers, and quotients to virtually biautomatic groups.     

Central Extensions and Derivations of the Lie Algebras of Skew Derivations for the Quantum Torus

ABSTRACT

In this article, we study the central extensions and derivations of the Lie algebra of skew derivations for the quantum torus. The results of the article generalize those obtained in Jiang and Meng (1998a Jiang , C. , Meng , D. ( 1998a ). The derivation algebra of the associative algebra C _q [X, Y, X ^?1, Y ^?1] . Comm. Algebra 26 : 1723 – 1736 . [CSA] [Taylor &; Francis Online], [Web of Science ®] , [Google Scholar] b Jiang , C. , Meng , D. ( 1998b ). The automorphism group of the derivation algebra of the Virasoro-like algebra . Adv. Math. (China) 27 : 175 – 183 . [CSA]  [Google Scholar]) and Kirkman et al. (1994 Kirkman , E. , Procesi , C. , Small , L. ( 1994 ). A q-analog for the Virasoro algebra . Comm. Algebra 22 : 3755 – 3774 . [CSA] [Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]).     

Novel Aggregate Deletion/Substitution/Addition Learning Algorithms for Recursive Partitioning

Many complex diseases are caused by a variety of both genetic and environmental factors acting in conjunction. To help understand these relationships, nonparametric methods that use aggregate learning have been developed such as random forests and conditional forests. Molinaro et al. (2010 Molinaro, A. M., Lostritto, K., and van der Laan, M. (2010), “Partdsa: Deletion/Substitution/Addition Algorithm for Partitioning the Covariate Space in Prediction,” Bioinformatics, 26:1357–1363.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]) described a powerful, single model approach called partDSA that has the advantage of producing interpretable models. We propose two extensions to the partDSA algorithm called bagged partDSA and boosted partDSA. These algorithms achieve higher prediction accuracies than individual partDSA objects through aggregating over a set of partDSA objects. Further, by using partDSA objects in the ensemble, each base learner creates decision rules using both “and” and “or” statements, which allows for natural logical constructs. We also provide four variable ranking techniques that aid in identifying the most important individual factors in the models. In the regression context, we compared bagged partDSA and boosted partDSA to random forests and conditional forests. Using simulated and real data, we found that bagged partDSA had lower prediction error than the other methods if the data were generated by a simple logic model, and that it performed similarly for other generating mechanisms. We also found that boosted partDSA was effective for a particularly complex case. Taken together these results suggest that the new methods are useful additions to the ensemble learning toolbox. We implement these algorithms as part of the partDSA R package. Supplementary materials for this article are available online.     

On Cohomological Periodicity After 2-Steps

The notion of cohomological periodicity after 1-step has been studied by Talelli in [7 Talelli , O. ( 1980 ) On cohomological periodicity for infinite groups . Comment. Math. Helvetici 55 : 178 – 192 .[Crossref], [Web of Science ®] , [Google Scholar], 8 Talelli , O. ( 1983 ). On groups with periodic cohomology after 1-step . Journal of Pure and Applied Algebra 30 : 85 – 93 .[Crossref], [Web of Science ®] , [Google Scholar]], and [9 Talelli , O. ( 1996 ). On cohomological periodicity isomorphisms . Bull. London Math. Soc. 28 : 600 – 602 .[Crossref], [Web of Science ®] , [Google Scholar]]. If a group G has periodic cohomology after 1-step, then G is the fundamental group of a graph of finite groups, which have periodic cohomology of the same period. Also, the fundamental group of a tree of finite groups, which have periodic cohomology of the same period, has periodic cohomology after 1-step. In this paper, we show that if a group G has only cyclic finite subgroups and is the fundamental group of a certain tree of groups, which have -steps.     

Certain Cyclically Presented Groups with the Same Polynomial

We consider three infinite families of cyclic presentations of groups, depending on a finite set of integers and having the same polynomial. Then we prove that the corresponding groups with the same parameters are isomorphic, and that the groups are almost all infinite. Finally, we completely compute the maximal Abelian quotients of such groups, and show that their HNN extensions are high-dimensional knot groups. Our results contain as particular cases the main theorems obtained in two nice articles: Johnson et al. (1999 Johnson , D. L. , Kim , A. C. , O'Brien , E. A. ( 1999 ). Certain cyclically presented groups are isomorphic . Comm. Algebra 27 ( 7 ): 3531 – 3536 . [CSA] [Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) and Havas et al. (2001 Havas , G. , Holt , D. F. , Newman , M. F. ( 2001 ). Certain cyclically presented groups are infinite . Comm. Algebra 29 ( 11 ): 5175 – 5178 . [CSA] [CROSSREF] [Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]).     

Equivalences for Weak Crossed Products

In this article, we give a criterion that characterizes equivalent weak crossed products. By duality, we obtain a similar result for weak crossed coproducts and, as a consequence, we find the conditions that assures the equivalence between two weak crossed biproducts. As an application, we show that the main results proved by Panaite in [12 Panaite, F. (2014). Equivalent crossed products and cross product bialgebras. Commun. Algebr. 42:1937–1952.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]] (see also [11 Panaite, F. (2012). Invariance under twisting for crossed products. Proc. Am. Math. Soc. 140:755–763.[Crossref], [Web of Science ®] , [Google Scholar]]), for Brzeziński's crossed products, admits a substantial reduction in the imposed conditions.     

Remarks on the Global Solutions of 3-D Navier-Stokes System with One Slow Variable

By applying Wiegner's method in [16 Wiegner , M. ( 1987 ). Decay results for weak solutions to the Navier-Stokes equations on ? ⁿ . J. London Math. Soc. 35 : 303 – 313 .[Crossref], [Web of Science ®] , [Google Scholar]], we first prove the large time decay estimate for the global solutions of a 2.5 dimensional Navier-Stokes system, which is a sort of singular perturbed 2-D Navier-Stokes system in three space dimension. As an application of this decay estimate, we give a simplified proof for the global wellposedness result in [6 Chemin , J.-Y. , Gallagher , I. ( 2010 ). Large, global solutions to the Navier-Stokes equations, slowly varying in one direction . Transactions of the American Mathematical Society 362 : 2859 – 2873 .[Crossref], [Web of Science ®] , [Google Scholar]] for 3-D Navier-Stokes system with one slow variable. Let us also mention that compared with the assumptions for the initial data in [6 Chemin , J.-Y. , Gallagher , I. ( 2010 ). Large, global solutions to the Navier-Stokes equations, slowly varying in one direction . Transactions of the American Mathematical Society 362 : 2859 – 2873 .[Crossref], [Web of Science ®] , [Google Scholar]], here the assumptions in Theorem 1.3 are weaker.     

Uniqueness Criteria for the Adjoint Equation in State-Constrained Elliptic Optimal Control

The article considers linear elliptic equations with regular Borel measures as inhomogeneity. Such equations frequently appear in state-constrained optimal control problems. By a counter example of Serrin [18 J. Serrin ( 1964 ). Pathological solutions of elliptic differential equations . Ann. Scuola Norm. Sup. Pisa Cl. Sci. 18 : 385 – 388 . [Google Scholar]], it is known that, in the presence of non-smooth data, a standard weak formulation does not ensure uniqueness for such equations. Therefore several notions of solution have been developed that guarantee uniqueness. In this note, we compare different definitions of solutions, namely the ones of Stampacchia [19 G. Stampacchia ( 1965 ). Le probléme de Dirichlet pour les équations elliptiques du second ordre à coéffcients discontinus . Ann. Inst. Fourier 15 : 189 – 258 .[Crossref] , [Google Scholar]] and Boccardo-Galouët [4 L. Boccardo and T. Gallouët ( 1989 ). Nonlinear elliptic and parabolic equations involving measure data . J. Func. Anal. 87 : 149 – 169 .[Crossref], [Web of Science ®] , [Google Scholar]] and the two notions of solutions of [2 J.-J. Alibert and J.-P. Raymond ( 1997 ). Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls . Numer. Func. Anal. Optim. 18 : 235 – 250 .[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], 7 E. Casas (1993). Boundary control of semilinear elliptic equations with pointwise state constraints. SIAM J. Control Optim. 31:993–1006.[Crossref], [Web of Science ®] , [Google Scholar]], and show that they are equivalent. As side results, we reformulate the solution in the sense of [19 G. Stampacchia ( 1965 ). Le probléme de Dirichlet pour les équations elliptiques du second ordre à coéffcients discontinus . Ann. Inst. Fourier 15 : 189 – 258 .[Crossref] , [Google Scholar]], and prove the existence of solutions in the sense of [2 J.-J. Alibert and J.-P. Raymond ( 1997 ). Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls . Numer. Func. Anal. Optim. 18 : 235 – 250 .[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], 4 L. Boccardo and T. Gallouët ( 1989 ). Nonlinear elliptic and parabolic equations involving measure data . J. Func. Anal. 87 : 149 – 169 .[Crossref], [Web of Science ®] , [Google Scholar], 7 E. Casas (1993). Boundary control of semilinear elliptic equations with pointwise state constraints. SIAM J. Control Optim. 31:993–1006.[Crossref], [Web of Science ®] , [Google Scholar]] in case of mixed boundary conditions.     

Dixmier's Problem 6 for the Weyl Algebra (The Generic Type Problem)

ABSTRACT

In Dixmier (1968 Dixmier , J. ( 1968 ). Sur les algèbres de Weyl . Bull. Soc. Math. France 96 : 209 – 242 . [CSA] [Crossref] , [Google Scholar]), the author posed six problems for the Weyl algebra A ₁ over a field K of characteristic zero. Problems 3, 6, and 5 were solved respectively by Joseph (1975 Joseph , A. ( 1975 ). The Weyl algebra—semisimple and nilpotent elements . Amer. J. Math. 97 ( 3 ): 597 – 615 . [CSA] [Crossref], [Web of Science ®] , [Google Scholar]) and Bavula (2005a Bavula , V. V. ( 2005a ). Dixmier's Problem 5 for the Weyl algebra . J. Algebra 283 ( 2 ): 604 – 621 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]). Problems 1, 2, and 4 are still open. In this article a short proof is given to Dixmier's problem 6 for the ring of differential operators 𝒟 (X) on a smooth irreducible algebraic curve X. It is proven that, for a given maximal commutative subalgebra C of 𝒟 (X), (almost) all noncentral elements of it have the same type, more precisely, have exactly one of the following types: (i) strongly nilpotent; (ii) weakly nilpotent; (iii) generic; (iv) generic, except for a subset K*a + K of strongly semi-simple elements; (iv) generic, except for a subset K*a + K of weakly semi-simple elements, where K* := K\{0}. The same results are true for other popular algebras.     

A new family of set-theoretic solutions of the Yang–Baxter equation

A new family of non-degenerate involutive set-theoretic solutions of the Yang–Baxter equation is constructed. Two subfamilies, consisting of irretractable square-free solutions, are new counterexamples to Gateva-Ivanova’s Strong Conjecture [7 Gateva-Ivanova, T. (2004). A combinatorial approach to the set-theoretic solutions of the Yang-Baxter equation. J. Math. Phys. 45(10):3828–3858.[Crossref], [Web of Science ®] , [Google Scholar]]. They are in addition to those obtained by Vendramin [15 Vendramin, L. (2016). Extensions of set-theoretic solutions of the Yang-Baxter equation and a conjecture of Gateva-Ivanova. J. Pure Appl. Algebra 220:2064–2076.[Crossref], [Web of Science ®] , [Google Scholar]] and [1 Bachiller, D., Cedó, F., Jespers, E., Okniński, J. (2017). A family of irretractable square-free solutions of the Yang-Baxter equation. Forum Math. (to appear). [Google Scholar]].     

ON THE NORM OF THE FOURIER-JACOBI PROJECTION

We extend the results of Pollard [7] Pollard, H. 1949. The mean convergence of orthogonal series. III. Duke Math. J., 16: 189–191. [Crossref], [Web of Science ®] , [Google Scholar] and give asymptotic estimates for the norm of the Fourier-Jacobi projection operator in the appropriate weighted L_p space.     

Corrigendum to: “Clifford Theory of a Finite Group that Contains a Defect 0 p-Block of a Normal Subgroup”

At some point, after publication, the author realized that the proof of [3 Harris, M. E. (2013). Clifford theory of a finite group that contains a defect 0 p-block of a normal subgroup. Comm. in Alg. 41:3509–3540.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], Theorem 5.2] is incorrect. This proof incorrectly adapts the proof of [1 Broué, M. (1990). Isométries parfaites, types de blocs, cégories dérivees. Aérisque 181–182:61–92. [Google Scholar], Theorem 4.8] since [3 Harris, M. E. (2013). Clifford theory of a finite group that contains a defect 0 p-block of a normal subgroup. Comm. in Alg. 41:3509–3540.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], (5.5)] is incorrect. Using the same proof outline, we correct the proof of [3 Harris, M. E. (2013). Clifford theory of a finite group that contains a defect 0 p-block of a normal subgroup. Comm. in Alg. 41:3509–3540.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], Theorem 5.2].