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.     

Convergence in mean of some random Fourier series

For a symmetric stable process X(t,ω) with index α∈(1,2], f∈Lp[0,2π], p?α, and , we establish that the random Fourier-Stieltjes (RFS) series converges in the mean to the stochastic integral , where fβ is the fractional integral of order β of the function f for . Further it is proved that the RFS series is Abel summable to . Also we define fractional derivative of the sum of order β for an, An(ω) as above and . We have shown that the formal fractional derivative of the series of order β exists in the sense of mean.     

Analysis of a system of fractional differential equations

We prove existence and uniqueness theorems for the initial value problem for the system of fractional differential equations , where D^α denotes standard Riemann-Liouville fractional derivative, 0<α<1, and A is a square matrix. The unique solution to this initial value problem turns out to be , where E_α denotes the Mittag-Leffler function generalized for matrix arguments. Further we analyze the system , , 0<α<1, and investigate dependence of the solutions on the initial conditions.     

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 .     

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 .     

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.     

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 .     

A fixed point localization formula for the Fourier transform of regular semisimple coadjoint orbits

Let be a Lie group acting on an oriented manifold M, and let ω be an equivariantly closed form on M. If both and M are compact, then the integral is given by the fixed point integral localization formula (Theorem 7.11 in Berline et al. Heat Kernels and Dirac Operators, Springer, Berlin, 1992). Unfortunately, this formula fails when the acting Lie group is not compact: there simply may not be enough fixed points present. A proposed remedy is to modify the action of in such a way that all fixed points are accounted for.Let be a real semisimple Lie group, possibly noncompact. One of the most important examples of equivariantly closed forms is the symplectic volume form dβ of a coadjoint orbit Ω. Even if Ω is not compact, the integral exists as a distribution on the Lie algebra . This distribution is called the Fourier transform of the coadjoint orbit.In this article, we will apply the localization results described in [L1,L2] to get a geometric derivation of Harish-Chandra's formula (9) for the Fourier transforms of regular semisimple coadjoint orbits. Then, we will make an explicit computation for the coadjoint orbits of elements of which are dual to regular semisimple elements lying in a maximally split Cartan subalgebra of .     

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).     

On powers of the Heaviside function for negative integers

The distributions and were defined as the neutrix limit of the sequences and respectively for , see [J.D. Nicholos, B. Fisher, The distribution composition , J. Math. Anal. Appl. 258 (2001) 131-145; B. Fisher, On defining the distribution , Univ. u Novom Sadu Zb. Rad. Prirod. Mat. Fak. Ser. Mat. 15 (1985) 119-129]. We here consider these distributions when r=0. In other words, we define the sth powers of the Heaviside function H(x) in the distributional sense for negative integers. Further compositions are also considered.     

Quartic residues and binary quadratic forms

Let be a prime, m∈Z and . In this paper we obtain a general criterion for m to be a quartic residue in terms of appropriate binary quadratic forms. Let d>1 be a squarefree integer such that , where is the Legendre symbol, and let ε_d be the fundamental unit of the quadratic field . Since 1942 many mathematicians tried to characterize those primes p so that ε_d is a quadratic or quartic residue . In this paper we will completely solve these open problems by determining the value of , where p is an odd prime, and . As an application we also obtain a general criterion for , where {u_n(a,b)} is the Lucas sequence defined by and .     

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.