Consistency,optimality, and incompleteness

Assume that the problem _P0$P_0$ is not solvable in polynomial time. Let T   be a first-order theory containing a sufficiently rich part of true arithmetic. We characterize T∪{_ConT}$T\cup \{{\mathit{Con}}_T\}$ as the minimal extension of T   proving for some algorithm that it decides _P0$P_0$ as fast as any algorithm B$\mathbb{B}$ with the property that T   proves that B$\mathbb{B}$ decides _P0$P_0$. Here, _ConT${\mathit{Con}}_T$ claims the consistency of T. As a byproduct, we obtain a version of Gödel?s Second Incompleteness Theorem. Moreover, we characterize problems with an optimal algorithm in terms of arithmetical theories.     

Measurability of semimartingale characteristics with respect to the probability law

Given a càdlàg process X$X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let _Psem${\mathfrak{P}}_{sem}$ be the set of all probability measures P$P$ under which X$X$ is a semimartingale. We construct processes (B^P,C,ν^P)$(B^P,C,{\nu }^P)$ which are jointly measurable in time, space, and the probability law P$P$, and are versions of the semimartingale characteristics of X$X$ under P$P$ for each P∈_Psem$P\in {\mathfrak{P}}_{sem}$. This result gives a general and unifying answer to measurability questions that arise in the context of quasi-sure analysis and stochastic control under the weak formulation.     

Description of extended eigenvalues and extended eigenvectors of integration operators on the Wiener algebra

In the present paper we consider the Volterra integration operator V   on the Wiener algebra W(D)$W(\mathbb{D})$ of analytic functions on the unit disc D$\mathbb{D}$ of the complex plane C$\mathbb{C}$. A complex number λ$\lambda$ is called an extended eigenvalue of V if there exists a nonzero operator A   satisfying the equation AV=λVA$\mathit{AV}=\lambda \mathit{VA}$. We prove that the set of all extended eigenvalues of V   is precisely the set C?{0}$\mathbb{C}?\{0\}$, and describe in terms of Duhamel operators and composition operators the set of corresponding extended eigenvectors of V$V$. The similar result for some weighted shift operator on _?p${?}_p$ spaces is also obtained.