On the number of divisors which are values of a polynomial

Let τ(n) be the number of positive divisors of an integer n, and for a polynomial P(X)∈ℤ[X], let

Time-consistent investment-proportional reinsurance strategy with random coefficients for mean–variance insurers

In this study, we consider an insurer who manages her underlying risk by purchasing proportional reinsurance and investing in a financial market consisting of a risk-free bond and a risky asset. The objective of the insurer is to identify an investment–reinsurance strategy that minimizes the mean–variance cost function. We obtain a time-consistent open-loop equilibrium strategy and the corresponding efficient frontier in explicit form using two systems of backward stochastic differential equations. Furthermore, we apply our results to Vasiček’s stochastic interest rate model and Heston’s stochastic volatility model. In both cases, we obtain a closed-form solution.     

Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation

This paper studies forward and backward versions of the random Burgers equation (RBE) with stochastic coefficients. First, the celebrated Cole–Hopf transformation reduces the forward RBE to a forward random heat equation (RHE) that can be treated pathwise. Next we provide a connection between the backward Burgers equation and a system of FBSDEs. Exploiting this connection, we derive a generalization of the Cole–Hopf transformation which links the backward RBE with the backward RHE and investigate the range of its applicability. Stochastic Feynman–Kac representations for the solutions are provided. Explicit solutions are constructed and applications in stochastic control and mathematical finance are discussed.     

On the zeros of the Davenport–Heilbronn function

Let N ₀(T) be the number of zeros of the Davenport–Heilbronn function in the interval [1/2, 1/2+ i T]. It is proved that N ₀(T) ? T (ln T)^1/2+1/16?ε, where ε is an arbitrarily small positive number.     

An analog of Wald’s identity for random walks with infinite mean

We deduce an analog of the classical Wald’s identity ES _τ = EτEξ in the case of the infinite mean of summands. We find the conditions on τ under which Emin(S _τ , x) ～ EτE min(ξ, x) as x→∞.     

On the number of limit cycles of polynomial Liénard systems

Liénard systems are very important mathematical models describing oscillatory processes arising in applied sciences. In this paper, we study polynomial Liénard systems of arbitrary degree on the plane, and develop a new method to obtain a lower bound of the maximal number of limit cycles. Using the method and basing on some known results for lower degree we obtain new estimations of the number of limit cycles in the systems which greatly improve existing results.     

On the Rubin–Stark Conjecture for a special class of CM extensions of totally real number fields

We use Greithers recent results on Brumers Conjecture to prove Rubins integral version of Starks Conjecture, up to a power of 2, for an infinite class of CM extensions of totally real number fields, called nice extensions under the assumption that a certain Iwasawa –invariant vanishes. As a consequence and under the same assumption, we show that the Brumer–Stark Conjecture is true for nice extensions, up to a power of 2.Mathematical Subject Classification (1991): 11R42, 11R58, 11R27Research on this project was partially supported by NSF grants DMS–9801267 and DMS–0196340.in final form: 16 July 2003     

On a Lyapunov-type inequality and the zeros of a certain Mittag–Leffler function

In this work, a Lyapunov-type inequality is obtained for the case when one is dealing with a fractional differential boundary value problem. We then use that result to obtain an interval where a certain Mittag–Leffler function has no real zeros.     

On a problem for the Navier–Stokes equations with the infinite Dirichlet integral

We study existence of global in time solutions to the Navier–Stokes equations in a two dimensional domain with an unbounded boundary. The problem is considered with slip boundary conditions involving nonzero friction. The main result shows a new L-bound on the vorticity. A key element of the proof is the maximum principle for a reformulation of the problem. Under some restrictions on the curvature of the boundary and the friction the result for large data (including flux) with the infinite Dirichlet integral is obtained.Received: October 31, 2002; revised: September 17, 2003     

On a problem for the Navier–Stokes equations with the infinite Dirichlet integral

We study existence of global in time solutions to the Navier–Stokes equations in a two dimensional domain with an unbounded boundary. The problem is considered with slip boundary conditions involving nonzero friction. The main result shows a new L-bound on the vorticity. A key element of the proof is the maximum principle for a reformulation of the problem. Under some restrictions on the curvature of the boundary and the friction the result for large data (including flux) with the infinite Dirichlet integral is obtained.     

On dominant contractions and a generalization of the zero–two law

Zaharopol proved the following result: let \({T,S:L^1(X,{\mathcal{F}},\mu)\to L^1(X, {\mathcal{F}},\mu)}\) be two positive contractions such that T ≤ S. If \({\|S-T\| <1 }\) then \({\left\|S^n-T^n\right\| <1 }\) for all \({n\in\mathbb{N}}\). In the present paper we generalize this result to multi-parameter contractions acting on L ¹. As an application of that result we prove a generalization of the “zero–two” law.     

Are the coefficients of a polynomial well-conditioned functions of its roots?

Summary We show that the coefficients of a polynomial can be rather illconditioned functions of its given roots. In certain cases, however, the coefficients are well conditioned, e.g. if the roots lie symmetrically in a closed angular sector for an angle less than centered at the origin of the complex plane. We introduce and study condition numbersB _l(k) for the sensitivity of the polynomial coefficienta _k to changes in the rootx _l and develop an algorithm to compute the condition numbers and to decide whether a given set of roots will generate the polynomial coefficients in an ill way. This algorithm is an essential preliminary for certain numerical pole placement algorithms in linear control theory.Dedicated to the memory of Prof. Dr. Fritz Reutter (1911–1990)     

Virtual Poincaré polynomial of the link of a real algebraic variety

The link of an affine real algebraic variety at a point is defined to be the intersection of the variety with a small sphere centred at the point. The Euler characteristic of the link leads to local topological characterisation of real algebraic varieties in law dimensions. We prove in the paper that not only the Euler characteristic, but also the stronger virtual Poincaré polynomial is well-defined for the link at a point of an affine algebraic variety.     

On the Brandt λ 0-extensions of monoids with zero

We study algebraic properties of the Brandt λ ⁰-extensions of monoids with zero and non-trivial homomorphisms between the Brandt λ ⁰-extensions of monoids with zero. We introduce finite, compact topological Brandt λ ⁰-extensions of topological semigroups and countably compact topological Brandt λ ⁰-extensions of topological inverse semigroups in the class of topological inverse semigroups and establish the structure of such extensions and non-trivial continuous homomorphisms between such topological Brandt λ ⁰-extensions of topological monoids with zero. We also describe a category whose objects are ingredients in the constructions of finite (compact, countably compact) topological Brandt λ ⁰-extensions of topological monoids with zeros.     

On the classification of certain real rank zero C*-algebras

In this paper,we give a classification of real rank zero C^*-algebras that can be expressed as inductive limits of a sequence of a subclass of Elliott-Thomsen algebras C.     

On the mean convergence of Fourier–Jacobi series

The convergence of Fourier–Jacobi series in the spaces L _p,A,B is studied in the case where the Lebesgue constants are unbounded.