Meromorphic Functions on a Riemann Surface to a Locally Semi-convex Space

In this article, vector-valued holomorphic and meromorphic functions on a Riemann surface to a complete Hausdorff locally semi-convex space are discussed. By introducing the concepts of vector-valued holomorphic and meromorphic differential forms, Cauchy's theorem and the Residue theorem of a vector-valued differential form on a Riemann surface are proved. Using the theory on the operator and the theory of a cohomology of a sheaf, we give a proof of the Mittag-Leffler theorem for vector-valued meromorphic functions on a non-compact Riemann surface to a complete Hausdorff locally semi-convex space.     

A Reflection Principle and an Orthogonal Decomposition in Clifford Algebras

In this article we investigate spaces of functions defined in a domain Ω ? R with values in the Clifford algebra R _n. According to an inner product an orthogonal decomposition is proved. By this decomposition, we obtain a subspace A ₂(Ω) of regular functions with respect to the Dirac operator. In the orthogonal complement the Dirac equation with homogeneous boundary values is solvable. The decomposition can be proved in two ways: by a reflection principle and by Sobolev's regularity theorem. It will turn out, that the existence of the orthogonal decomposition and Sobolev's theorem is equivalent. So also a reflection principle will be proved, which describes the jump behavior of a Cauchy type integral. By the reflection principle, a countable dense subset of A ₂(Ω) can be obtained. Further considerations lead to a minimal generating system, by which the Bergman kernel function can be obtained. As a conclusion we also obtain Runge's theorem.     

A Reflection Principle and an Orthogonal Decomposition Concernig Hypoelliptic Equations

A jump relation for a boundary integral representation of solutions of hypoelliptic equations is described by a reflection principle. An orthogonal decomposition of L² can be proved by the jump relation. In the orthogonal complement of the space of regular functions, i.e. the space of solutions of the homogeneous equation, the inhomogeneous adjoint equation has a solution with homogeneous boundary values. As a conclusion, one obtains Sobolev's regularity theorem. Furthermore it will be proved that the existence of the orthogonal decomposition and Sobolev's regularity theorem are equivalent. Theorems of Runge's type will be proved in order to determine countable dense subsets of the space of regular functions.     

Clifford分析中双正则函数的Taylor展式及其性质

首先借助实Clifford分析中双正则函数的累次积分的换序公式,给出了双正则函数的Cauchy积分公式,然后由特征边界的Cauchy积分公式,得到了双正则函数的Taylor展式,并由此给出了双正则函数的唯一性定理,柯西不等式和Weierstrass定理.     

The Validity Range of Two Complex Analysis Theorems

In this article we give complete characterizations of shift-invariant uniform algebras A_S on compact abelian groups, in which two of the classical theorems for analytic functions hold, namely, Radó's theorem for analytic extension and Riemann's theorem for removable singularities. Our characterization is in terms of algebraical properties of the semigroup S of non-zero Fourier coefficients of the functions in A_S .     

Exceptions and counterexamples: Understanding Abel's comment on Cauchy's Theorem

It may seem odd that Abel, a protagonist of Cauchy's new rigor, spoke of “exceptions” when he criticized Cauchy's theorem on the continuity of sums of continuous functions. However, when interpreted contextually, exceptions appear as both valid and viable entities in the early 19th century. First, Abel's use of the term “exception” and the role of the exception in his binomial paper is documented and analyzed. Second, it is suggested how Abel may have acquainted himself with the exception and his use of it in a process denoted critical revision is discussed. Finally, an interpretation of Abel's exception is given that identifies it as a representative example of a more general transition in the understanding of mathematical objects that took place during the period. With this interpretation, exceptions find their place in a fundamental transition during the early 19th century from a formal approach to analysis toward a more conceptual one.     

Fully nonlinear elliptic equations and the dini condition

Abstract

We investigate transmission problems with strongly Lipschitz interfaces for the Dirac equation by establishing spectral estimates on an associated boundary singular integral operator, the rotation operator. Using Rellich estimates we obtain angular spectral estimates on both the essential and full spectrum for general bi-oblique transmission problems. Specializing to the normal transmission problem, we investigate transmission problems for Maxwell's equations using a nilpotent exterior/interior derivativeoperator. The fundamental commutation properties for this operator with the two basic reflection operators are proved. We show how the L ₂spectral estimates are inherited for the domain of the exterior/interior derivative operator and prove some complementary eigenvalue estimates. Finally we use a general algebraic theorem to prove a regularity property needed for Maxwell's equations.     

On the Hartogs-Phenomenon and Extension of Analytic Hypersurfaces in Non-separated Riemann Domains

In the present paper, we answer two questions raised by Jarnicki and Pflug: First, we show by a counterexample that the Hartogs-Bochner theorem is no longer true for non-separated Riemann domains. Secondly, we generalize a structure theorem of Dloussky, which examines the extension of singularity sets contained in analytic hypersurfaces, to non-separated Riemann domains. Moreover, our method yields a new proof of Dloussky's original result.     

Difference Equations and Lettenmeyer's Theorem

Many classical results for ordinary differential equations have counterparts in the theory of difference equations, although, in general, the technical details for the difference versions are more involved than the corresponding ones for differential equations. This note surveys material related to a difference analogue of Lettenmeyer's theorem. The projection method of Harris et al. , developed to treat certain questions in the analytic theory of ordinary differential equations is used to obtain counterparts for linear difference equations as well as extensions to certain nonlinear differential and difference equations.     

A theorem of generalized Cauchy-Pompeiu type on finite-dimensional associative algebras

The author takes up the following problem: suppose given a class of regular hypercomplex functions, i.e., with domains and ranges in a finite-dimensional associative algebra (over the reals) with unity element (so that it is not, in general, a division algebra). Does there nevertheless exist for such functions an integral formula of Cauchy's type, or perhaps of Cauchy-Pompeiu tipe? The author obtains a formula of Cauchy-Pompeiu type (wich, in the commutative case, is similar to a Green identity).     

A Simple Proof of the Riemann Mapping Theorem for Domains with Spherical Boundary

We give a simple proof of a Riemann mapping theorem for domains in a Stein manifold with a spherical boundary. Those boundaries are real hypersurfaces which are locally CR equivalent to the sphere inside complex space. The main observation is that for higher dimensional Stein manifolds, the fundamental group of its boundary coincides with that of its interior.     

L2-boundary integral equations for the robin problem

In this paper we study an integral equation method for the exterior Robin problem for the Helmholtz equation where the boundary condition is interpreted in the L²-sense. In particular, we derive a composite integral equation from Green's theorem which is uniquely solvable for all wave numbers.     

Optimal Approximation of the Second Iterated Integral of Brownian Motion

Abstract

In this article, a theorem is proved that describes the optimal approximation (in the L ²(?)-sense) of the second iterated integral of a standard two-dimensional Wiener process, W, by a function of finitely many elements of the Gaussian Hilbert space generated by W. This theorem has some interesting corollaries: First of all, it implies that Euler's method has the optimal rate of strong convergence among all algorithms that depend solely on linear functionals of the Wiener process, W; second, it shows that the approximation of the second iterated integral based on Karhunen–Loève expansion of the Brownian bridge is asymptotically optimal.     

泛Clifford分析中的Laurent展式和留数定理

该文由泛Clifford分析中在特异边界上的Cauchy积分式得出了具有孤立奇点的LR正则函数在其相应的Laurent域上的Laurent展式，并由此给出了留数的定义，得出了类似于经典函数理论的留数定理。     

Discrete Sturm-Liouville Problems With Parameter in the Boundary Conditions

This paper deals with discrete second order Sturm-Liouville problems in which the parameter that is part of the Sturm-Liouville difference equation also appears linearly in the boundary conditions. An appropriate Green's formula is developed for this problem, which leads to the fact that the eigenvalues are simple, and that they are real under appropriate restrictions. A boundary value problem can be expressed by a system of equations, and finding solutions to a boundary value problem is equivalent to finding the eigenvalues and eigenvectors of the coefficient matrix of a related linear system. Thus, the behavior of eigenvalues and eigenvectors is investigated using techniques in linear algebra, and a linear-algebraic proof is given that the eigenvalues are distinct under appropriate restrictions. The operator is extended to a self-adjoint operator and an expansion theorem is proved.     

Boundary integral equations for the Helmholtz equation: The third boundary value problem

In this paper we study the application of boundary integral equation methods for the solution of the third, or Robin, boundary value problem for the exterior Helmholtz equation. In contrast to earlier work, the boundary value problem is interpreted here in a weak sense which allows data to be specified in L_∞ (?D), ?D being the boundary of the exterior domain which we assume to be Lyapunov of index 1. For this exterior boundary value problem, we employ Green's theorem to derive a pair of boundary integral equations which have a unique simultaneous solution. We then show that this solution yields a solution of the original exterior boundary value problem.     

Boundary Integral Equations for Mixed Boundary Value Problems in R3

Both exterior and interior mixed Dirichlet-Neumann problems in R³ for the scalar Helmholtz equation are solved via boundary integral equations. The integral equations are equivalent to the original problem in the sense that the traces of the weak seolution satisfy the integral equations, and, conversely, the solution of the integral equations inserted into Green's formula yields the solution of the mixed boundary value problem. The calculus of pseudodifferential operators is used to prove existence and regularity of the solution of the integral equations. The regularity results — obtained via Wiener-Hopf technique — show the explicit “edge” behavior of the solution near the submanifold which separates the Dirichlet boundary from the Neumann boundary.     

Some Riemann boundary value problems in Clifford analysis

In this paper, we mainly study the R_m (m>0) Riemann boundary value problems for functions with values in a Clifford algebra C?(V_{3, 3}). We prove a generalized Liouville‐type theorem for harmonic functions and biharmonic functions by combining the growth behaviour estimates with the series expansions for k‐monogenic functions. We obtain the result under only one growth condition at infinity by using the integral representation formulas for harmonic functions and biharmonic functions. By using the Plemelj formula and the integral representation formulas, a more generalized Liouville theorem for harmonic functions and biharmonic functions are presented. Combining the Plemelj formula and the integral representation formulas with the above generalized Liouville theorem, we prove that the R_m (m>0) Riemann boundary value problems for monogenic functions, harmonic functions and biharmonic functions are solvable. Explicit representation formulas of the solutions are given. Copyright © 2009 John Wiley & Sons, Ltd.     

Further calculations for Israeli options

Recently Kifer introduced the concept of an Israeli (or Game) option. That is a general American-type option with the added possibility that the writer may terminate the contract early inducing a payment not less than the holder's claim had they exercised at that moment. Kifer shows that pricing and hedging of these options reduces to evaluating a stochastic saddle point problem associated with Dynkin games. Kyprianou, A.E. (2004) "Some calculations for Israeli options", Fin. Stoch. 8, 73-86 gives two examples of perpetual Israeli options where the value function and optimal strategies may be calculated explicity. In this article, we give a third example of a perpetual Israeli option where the contingent claim is based on the integral of the price process. This time the value function is shown to be the unique solution to a (two sided) free boundary value problem on (0, ∞) which is solved by taking an appropriately rescaled linear combination of Kummer functions. The probabilistic methods we appeal to in this paper centre around the interaction between the analytic boundary conditions in the free boundary problem, Itô's formula with local time and the martingale, supermartingle and submartingale properties associated with the solution to the stochastic saddle point problem.     

A Differentiation Theory for Itô's Calculus

Abstract

A peculiar feature of Itô's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative of semimartingales with respect to Brownian motion that leads to a differentiation theory counterpart to Itô's integral calculus? From Itô's definition of his integral, such a derivative must be based on the quadratic variation process. We give such a derivative in this note and we show that it leads to a fundamental theorem of stochastic calculus, a generalized stochastic chain rule that includes the case of convex functions acting on continuous semimartingales, and the stochastic mean value and Rolle's theorems. In addition, it interacts with basic algebraic operations on semimartingales similarly to the way the deterministic derivative does on deterministic functions, making it natural for computations. Such a differentiation theory leads to many interesting applications, some of which we address in an upcoming article.