Comment détecter le délit d'initiés?

This Note uses the enlargement of filiations for modelling the observation of a financial market by an insider trader. A characterization of admissible strategies and a criterium for optimization are given. Then a statistical test is proposed to test the unknown of the future against its knowledge.     

Les coefficients cinematiques d’élasticité

Annali di Matematica Pura ed Applicata (1923 -) - L’auteur propose de modifier la loi deHooke de façon à exprimer le travail élastique en function de l’unité de...     

Dimension de la mesure d’équilibre d’applications méromorphes

The Journal of Geometric Analysis - Let ? be a dominating meromorphic self-map of a compact Kähler manifold. Assume that the topological degree of ? is larger than the other...     

Diffusions réfléchies réversibles dégénérées

On a domain D in ^d, for a smooth enough probability density and a diffusion matrix which can degenerate, we construct the law Q ^s of a (x)d -symmetric reflecting process in D with matrix . Therefore, we use the associated Dirichlet form and a sequence of approximating processes already used by Pardoux and R. Williams in [23]. Under mild conditions on the boundary ofD (finite Minkowski content), we prove that Q ^s is the law of a semi-martingale and provide its decomposition. Comparing with the decomposition in additive functionals, we conclude that the process is reflected in the conormal direction ^* n where n denotes Chen's normal (cf [10]), that is, the reflection direction of the Brownian motion in Kuramochi compactification.     

Catégories dérivées et variétés de Deligne-Lusztig

Sans résumé     

La dérivée schwarzienne en dynamique unimodale

The first return map of a C³ unimodal map to a neighbourhood of the critical point is conjugated by a real-analytic diffeomorphism to a map with negative Schwarzian derivative. Consequently, we obtain the classification of the metric attractors for smooth unimodal maps with non-degenerate critical point.     

Dégénérescence de séries d’Eisenstein hyperboliques

In this work, we deal with hyperbolic Eisenstein series and more particularly, given a degenerating family S _l (l ≥ 0) of Riemann Surfaces with their canonical hyperbolic metrics, we work out the degeneration of hyperbolic Eisenstein series associated to the pinching geodesics in S _l . Our principal results are theorems 2.2, 4.1 et 4.2.     

Modèles linéaires généralisés fonctionnels avec dérivée

We consider the functional generalized linear model whose response function is a linear operator depending on an explanatory variable X belonging to a functional space. It has been studied, among others, by Cardot and Sarda [4]. In this paper, we consider the functional generalized linear model with derivative component, denoted MLGFD in the following, whose response function depends on a linear operator of X and on its derivative. We propose estimators for the unknown functional parameters and provide convergence rates.     

Processus d'Antoniadis-Carmona et le principe de déviations modérées

We prove that the uniform moderate deviations principle is satisfied by the empirical measures associated to the Antoniadis-Carmona processes.     

Une méthode numérique décentrée pour la résolution d'écoulements diphasiques

This Note focuses on the numerical approximation of two-fluid flow models described by six balance equations. We introduce an original splitting technique especially derived to use the approximate Riemann solvers of the usual gas dynamics and to allow for a straightforward extension to various and detailed exchange source terms. When based on suitable kinetic upwind schemes, the whole scheme preserves the positivity of all the thermodynamic variables under a fairly unrestrictive “CFL like” condition. Several stiff numerical teats, are presented including phase separation, in order to highlight the efficiency of the proposed method.     

Equations de Cahn-Hilliard généralisées dans un milieu déform able

We consider in this Note models of generalized Cahn—Hilliard equations that take into account the effects of internal microforces and introduced by M. Gurtin in [6] coupled with the Navier equation of linear elasticity (under the small deformations assumption) for which we obtain the existence and uniqueness of weak solutions. When the deformations are infinitesimal and when the displacement gradient is small, in which case we can neglect the evolutive term in the Navier equation, we can furthermore prove the existence of finite-dimensional attractors by noting that the variational formulation can be uncoupled. It is important to note here that these results cannot in general be obtained for the coupled (classical) Cahn—Hilliard equations.     

Nouvelle démonstration d’un théorème de P. A. Smith

Sans résumé A Monsieur H. Hopf, à l’occasion de son soixantième anniversaire     

Propagation des singularités Gevrey pour l’équation de Cauchy-Riemann dégénérée

In this paper we study the degenerate Cauchy-Riemann equation in Gevrey classes. We first prove the local solvability in Gevrey classes of functions and ultra-distributions. Using microlocal techniques with Fourier integral operators of infinite order and microlocal energy estimates, we prove a result of propagation of singularities along one dimensional bicharacteristics.      

Généralisation d’un théorème de Greenberg

We formulate a general conjecture on the characteristic polynomials of S-decomposed T-ramified Iwasawa modules over the cyclotomic \(\mathbb {Z}_\ell \)-extension of a number field. We show that this conjecture is equivalent to the conjunctions of the classical conjectures of Leopoldt and of Gross-Kuz’min. We so extend a result of semi-simplicity of Greenberg and, by the way, an isomorphism of Kuz’min.