Uniqueness theorem of solutions for stochastic differential equation in the plane

LetM={M _z, z ∈ R ₊ ² } be a continuous square integrable martingale andA={A _z, z ∈ R ₊ ² be a continuous adapted increasing process. Consider the following stochastic partial differential equations in the plane:dX _z=α(z, X_z)dM_z+β(z, X_z)dA_z, z∈R ₊ ² , X_z=Z_z, z∈∂R ₊ ² , whereR ₊ ² =[0, +∞)×[0,+∞) and ∂R ₊ ² is its boundary,Z is a continuous stochastic process on ∂R ₊ ² . We establish a new theorem on the pathwise uniqueness of solutions for the equation under a weaker condition than the Lipschitz one. The result concerning the one-parameter analogue of the problem we consider here is immediate (see [1, Theorem 3.2]). Unfortunately, the situation is much more complicated for two-parameter process and we believe that our result is the first one of its kind and is interesting in itself. We have proved the existence theorem for the equation in [2]. Supported by the National Science Foundation and the Postdoctoral Science Foundation of China     

Die Zahl der Spitzen und die Jacobi-Algebra einer isolierten Hyperflächensingularität

Let f{x_o,...,x_n} define a germ of a complex analytic hypersurface (X_o,0) with isolated singularity. We show that the number of cusps of the unfolded discriminant curve is an invariant of the Jacobian algebra {x,_o},...,x_n/(f/x_o,...,f/x_n) of f. Moreover we show that this number + 1 equals the sum of the Milnor numbers of (X_o,0) and of the polar curve of (X_o,0). Our result generalizes formulas of Iversen and Lê for plane curves to arbitrary dimensions.     

Differentiable and analytic families of continuous martingales in manifolds with connection

Summary.  We prove that the derivative of a differentiable family X _t (a) of continuous martingales in a manifold M is a martingale in the tangent space for the complete lift of the connection in M, provided that the derivative is bicontinuous in t and a. We consider a filtered probability space (Ω,(ℱ _t )_{0≤ t ≤1}, ℙ) such that all the real martingales have a continuous version, and a manifold M endowed with an analytic connection and such that the complexification of M has strong convex geometry. We prove that, given an analytic family a↦L(a) of random variable with values in M and such that L(0)≡x ₀∈M, there exists an analytic family a↦X(a) of continuous martingales such that X ₁(a)=L(a). For this, we investigate the convexity of the tangent spaces T ^{( n )} M, and we prove that any continuous martingale in any manifold can be uniformly approximated by a discrete martingale up to a stopping time T such that ℙ(T<1) is arbitrarily small. We use this construction of families of martingales in complex analytic manifolds to prove that every ℱ₁-measurable random variable with values in a compact convex set V with convex geometry in a manifold with a C ¹ connection is reachable by a V-valued martingale. Received: 14 March 1996/In revised form: 12 November 1996     

Power series rings and projectivity

We show that a formal power series ring A[[X]] over a noetherian ring A is not a projective module unless A is artinian. However, if (A,) is any local ring, then A[[X]] behaves like a projective module in the sense that Ext^p_A(A[[X]], M)=0 for all -adically complete A-modules. The latter result is shown more generally for any flat A-module B instead of A[[X]]. We apply the results to the (analytic) Hochschild cohomology over complete noetherian rings. The authors were partly supported by NSERC grant 3-642-114-80 and by the DFG Schwerpunkt ``Global Methods in Complex Geometry'.     

Natural extensions of holomorphic motions

We consider an arbitrary real analytic family X_z, , over the closed unit disc , of real analytic plane Jordan curves X_z. Ifj _e ^iθ ,e ^iθ ∋ ∂D, is an arbitrary real-analytic family of orientation-reversing homeomorphisms of fixingX _e ^iθ pointwise, we show that there is a unique holomorphic motion of extending the given motion of Jordan curves and consistent with the given family of involutions. If these generalized reflections are defined using the barycentric extension construction of Douady-Earle-Nag, then the resulting extension method for holomorphic motions of X is natural, that is Moebius-invariant and continuous with respect to variation of the given motion of X₀.     

The divisor class groups of some rings of holomorphic functions

Let (X, _x O) be a normal complex analytic space andAX a connected Stein compact set, i.e. a compact subset ofX which has a basis of open neighborhoods which are Stein spaces. We restrict attention to thoseA such thatR=H ⁰ O) is Noetherian. In Section I various exact sequences involving the divisor class group ofR, denotedC(R), are developed. (IfA is a point, one of these sequences is well-known [24], [39].)LetB be a connected compact Stein set on a normal varietyY such thatS=H ^o(B, _Y O) andT=H ^o(A×B, _X×Y O are Noetherian. In II we give a Künneth-type formula which relatesC(R), C(S) andC(T). In III we show certain analytic local rings are unique factorization domains, study the divisor class groups of local rings on the quotient of an analytic space by a finite group, and prove a simple result on the topology of germs of complex analytic sets. We give a function-theoretic proof that complete intersections of dimensions greater than three which have isolated singularities have local rings which are unique factorization domains.The author wishes to thank Columbia University and the Forschungsinstitut für Mathemathik der ETH (Zürich) for their hospitality and the NSF for financial support.     

Maximum principle at infinity for complete minimal surfaces in flat 3-manifolds

The main result of this paper is the following maximum principle at infinity:Theorem.Let M ₁ and M ₂ be two disjoint properly embedded complete minimal surfaces with nonempty boundaries, that are stable in a complete flat 3-manifold. Then dist(M ₁,M ₂)=min(dist(M ₁,M ₂), dist(M ₂,M ₁)).In case one boundary is empty, e.g. M ₁,then dist(M ₁,M ₂)=dist(M ₂,M ₁).If both boundaries are empty, then M ₁ and M ₂ are flat.     

Osserman manifolds of dimension 8

For a Riemannian manifold Mⁿ with the curvature tensor R, the Jacobi operator R_X is defined by R_XY=R(X,Y)X. The manifold Mⁿ is called pointwise Osserman if, for every pMⁿ, the eigenvalues of the Jacobi operator R_X do not depend of a unit vector XT_pMⁿ, and is called globally Osserman if they do not depend of the point p either. R. Osserman conjectured that globally Osserman manifolds are flat or locally rank-one symmetric. This Conjecture is true for manifolds of dimension n8,16[14]. Here we prove the Osserman Conjecture and its pointwise version for 8-dimensional manifolds.Mathematics Subject Classification (2000): 53B20     

Osserman Conjecture in dimension <Emphasis Type="Italic">n</Emphasis> ≠ 8, 16

Let Mⁿ be a Riemannian manifold and R its curvature tensor. For a point p Mⁿ and a unit vector X T_pMⁿ, the Jacobi operator is defined by R_X=R(X,·)X. The manifold Mⁿ is called pointwise Osserman if, for every p Mⁿ, the spectrum of the Jacobi operator does not depend of the choice of X, and is called globally Osserman if it depends neither of X, nor of p. Osserman conjectured that globally Osserman manifolds are two-point homogeneous. We prove the Osserman Conjecture for n8, 16, and its pointwise version for n2, 4, 8, 16. Partial result in the case n=16 is also given.Mathematics Subject Classification (2000): 53B20Work supported by MRDGS internal grant and by ARC grant S6005288.     

On the solution of singular linear systems of algebraic equations by semiiterative methods

Summary For a square matrixT ^n,n , where (I–T) is possibly singular, we investigate the solution of the linear fixed point problemx=T x+c by applying semiiterative methods (SIM's) to the basic iterationx ₀ ⁿ ,x _k T c _k–1+c(k1). Such problems arise if one splits the coefficient matrix of a linear systemA x=b of algebraic equations according toA=M–N (M nonsingular) which leads tox=M ^–1 N x+M ^–1 bT x+c. Even ifx=T x+c is consistent there are cases where the basic iteration fails to converge, namely ifT possesses eigenvalues 1 with ||1, or if =1 is an eigenvalue ofT with nonlinear elementary divisors. In these cases — and also ifx=T x+c is incompatible — we derive necessary and sufficient conditions implying that a SIM tends to a vector which can be described in terms of the Drazin inverse of (I–T). We further give conditions under which is a solution or a least squares solution of (I–T)x=c.Research supported in part by the Alexander von Humboldt-Stiftung     

Nonalgebraizable real analytic tubes in ℂ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

We give necessary conditions for certain real analytic tube generic submanifolds in ⁿ to be locally algebraizable. As an application, we exhibit families of real analytic non locally algebraizable tube generic submanifolds in ⁿ. During the proof, we show that the local CR automorphism group of a minimal, finitely nondegenerate real algebraic generic submanifold is a real algebraic local Lie group. We may state one of the main results as follows. Let M be a real analytic hypersurface tube in ⁿ passing through the origin, having a defining equation of the form v= (y), where (z,w)=(x+iy,u+iv)^n–1×. Assume that M is Levi nondegenerate at the origin and that the real Lie algebra of local infinitesimal CR automorphisms of M is of minimal possible dimension n, i.e. generated by the real parts of the holomorphic vector fields _z1,...,_{z n–1},_w. Then M is locally algebraizable only if every second derivative ²_{yky l}; is an algebraic function of the collection of first derivatives _y1,,_ym.Mathematics Subject Classification (2000): 32V40, 32V25, 32H02, 32H40, 32V10     

An Integral Geometry Problem in a Nonconvex Domain

We consider the problem of recovering the solenoidal part of a symmetric tensor field f on a compact Riemannian manifold (M,g) with boundary from the integrals of f over all geodesics joining boundary points. All previous results on the problem are obtained under the assumption that the boundary M is convex. This assumption is related to the fact that the family of maximal geodesics has the structure of a smooth manifold if M is convex and there is no geodesic of infinite length in M. This implies that the ray transform of a smooth field is a smooth function and so we may use analytic techniques. Instead of convexity of M we assume that M is a smooth domain in a larger Riemannian manifold with convex boundary and the problem under consideration admits a stability estimate. We then prove uniqueness of a solution to the problem for     

Analytic and Reidemeister torsion for representations in finite type Hilbert modules

For a closed Riemannian manifold (M, g) we extend the definition of analytic and Reidemeister torsion associated to a unitary representation of ₁ (M) on a finite dimensional vector space to a representation on aA-Hilbert moduleW of finite type whereA is a finite von Neumann algebra. If (M,W) is of determinant class we prove, generalizing the Cheeger-Müller theorem, that the analytic and Reidemeister torsion are equal. In particular, this proves the conjecture that for closed Riemannian manifolds with positive Novikov-Shubin invariants, theL ₂-analytic andL ₂-Reidemeister torsions are equal.The first three authors were supported by NSF. The first two authors wish to thank the Erwin-Schrödinger-Institute, Vienna, for hospitality and support during the summer of 1993 when part of this work was done.     

Groupoid C *-Algebras and Index Theory on Manifolds with Singularities

The simplest case of a manifold with singularities is a manifold M with boundary, together with an identification M M × P, where P is a fixed manifold. The associated singular space is obtained by collapsing P to a point. When P = Z/k or S ¹, we show how to attach to such a space a noncommutative C ^*-algebra that captures the extra structure. We then use this C ^*-algebra to give a new proof of the Freed–Melrose Z/k-index theorem and a proof of an index theorem for manifolds with S ¹ singularities. Our proofs apply to the real as well as to the complex case. Applications are given to the study of metrics of positive scalar curvature.     

Analytic discs under sympletic transforms

By a holomorphic homogeneous symplectic transformation of T*X (for X = ?^N), we interchange the conormal bundle T _M ^* X to a higher codimensional submanifold M with the conormal bundle T _M ^* X to a hypersurface M of X. For an analytic disc A “attached” to M we are able to find a section A* ?T*X with π A* = A, attached to T _M ^* X, such that Ã:= πx(A*) is an analytic disc “attached” to M. By this procedure of “transferring” analytic discs, we get the higher codimensional version of our criteria of [5] on holomorphic extension of CR functions (with [5] being on its hand the main tool of the present proof). Thus, let W be a wedge of X with generic edge M and assume that there exists an analytic disc contained in M ∪ W, tangent to M at a boundary point z₀∈ ?A, and not contained in M in any neighborhood of z₀. Then germs of holomorphic functions on W at z₀ extend to a full neighborhood of z₀.     

Semilinear Perturbations of Harmonic Spaces,Liouville Property and a Boundary Value Problem

Let (X,) be a P-harmonic Bauer space and let be a Borel measurable function on X×R satisfying conditions (A) through (D) of Section 2 (e.g., (x,t)=t|t|^–1 where >1). For every Kato family M of potential kernels on X let ^M U(X) denote the set of all real continuous functions on X such that u+K ^M _D (,u)(D) for every open relatively compact subset D of X. We study the existence of a non-trivial function in ^M U(X) which is dominated by a given positive harmonic function on X. If X is a domain of R ^d , is a positive Kato measure on X and L is a second-order differential operator in R ^d , we apply our study to derive a characterization of finite positive measures on the minimal Martin boundary ^M ₁ X for which the boundary value problem Lu=(,u) in X and u= on ^M ₁ X is solvable.     

Maximal plurisubharmonic functions and the polynomial hull of a completely circled fibration

LetX(-ϱB ^m ×C ⁿ be a compact set over the unit sphere ϱB ^m such that for eachz∈ϱB ^m the fiberX _z ={ω∈C ⁿ ;(z, ω)∈X} is the closure of a completely circled pseudoconvex domain inC ⁿ . The polynomial hull ofX is described in terms of the Perron-Bremermann function for the homogeneous defining function ofX. Moreover, for each point (z ₀,w ₀)∈Int there exists a smooth up to the boundary analytic discF:Δ→B ^m ×C ⁿ with the boundary inX such thatF(0)=(z ₀,w ₀). This work was supported in part by a grant from the Ministry of Science of the Republic of Slovenia.     

Green Integrals on Manifolds with Cracks

We prove the existence of a limit in H ^m (D)of iterations of a double layer potential constructed from the Hodge parametrix on a smooth compact manifold with boundary, X, and a crack S D, D being a domain in X. Using this result we obtain formulas for Sobolev solutions to the Cauchyproblem in D with data on S, for an elliptic operator A of order m 1, whenever these solutions exist.This representation involves the sum of a series whose terms are iterationsof the double layer potential. A similar regularisation is constructed also for a mixed problem in D.     

Samuel multiplicity and Fredholm theory

In this note we combine methods from commutative algebra and complex analytic geometry to calculate the generic values of the cohomology dimensions of a commuting multioperator on its Fredholm domain. More precisely, we prove that, for a given Fredholm tuple T = (T ₁, ..., T _n ) of commuting bounded operators on a complex Banach space X, the limits exist and calculate the generic dimension of the cohomology groups H ^p (z − T, X) of the Koszul complex of T near z = 0. To deduce this result we show that the above limits coincide with the Samuel multiplicities of the stalks of the cohomology sheaves of the associated complex of analytic sheaves at z = 0.     

A Bernstein Property of Affine Maximal Hypersurfaces

Let x: M A ^{n + 1} be a locally strongly convex hypersurface, given as a graph of a locally strongly convexfunction x _{n + 1} =f(x ₁, ..., x _n )defined in a domain A ⁿ . We introduce a Riemannian metricG ^# = (² f/x _i x _j )dx _i dx _j on M. In this paper, we investigate the affine maximalhypersurfaces which are complete with respect to the metricG ^# and prove a Bernstein property for the affine maximalhypersurfaces.