Hausdorff measures on the Wiener space

We construct a Hausdorff measure of finite co-dimension on the Wiener space. We then extend the Federer co-area Formula to this Wiener space for functions with the sole condition that they belong to the first Sobolev space. An explicit formula for the density of the images of the Wiener measure under such functions follows naturally from this. As a corollary, this yields a new and easy proof of the Krée-Watanabe theorem concerning the regularity of the images of the Wiener measure.     

Nonlinear transformations of the canonical gauss measure on Hilbert space and absolute continuity

The papers of R. Ramer and S. Kusuoka investigate conditions under which the probability measure induced by a nonlinear transformation on abstract Wiener space(,H,B) is absolutely continuous with respect to the abstract Wiener measure. These conditions reveal the importance of the underlying Hilbert spaceH but involve the spaceB in an essential way. The present paper gives conditions solely based onH and takes as its starting point, a nonlinear transformationT=I+F onH. New sufficient conditions for absolute continuity are given which do not seem easily comparable with those of Kusuoka or Ramer but are more general than those of Buckdahn and Enchev. The Ramer-Itô integral occurring in the expression for the Radon-Nikodym derivative is studied in some detail and, in the general context of white noise theory it is shown to be an anticipative stochastic integral which, under a stronger condition on the weak Gateaux derivative of F is directly related to the Ogawa integral.Research supported by the National Science Foundation and the Air Force Office of Scientific Research Grant No. F49620 92 J 0154 and the Army Research Office Grant No. DAAL 03 92 G 0008.     

Measures induced on Wiener space by monotone shifts

Summary In this work we study the absolute continuity of the image of the Wiener measure under the transformations of the formT()=+u(), the shiftu is a random variable with values in the Cameron-Martin spaceH and is monotone in the sense that (T(+h-T(),h) _H 0 a.s. for allh inH.     

Stochastic heat equation with random coefficients

We prove the existence of a unique solution for a one-dimensional stochastic parabolic partial differential equation with random and adapted coefficients perturbed by a two-parameter white noise. The proof is based on a maximal inequality for the Skorohod integral deduced from It?'s formula for this anticipating stochastic integral. Received: 21 November 1997 / Revised version: 20 July 1998     

Stochastic oscillatory integrals with quadratic phase function and Jacobi equations

An evaluation of a stochastic oscillatory integral with quadratic phase function and analytic amplitude function is given by using solutions of Jacobi equations. The evaluation will be obtained as an application of real change of variable formulas and holomorphic prolongations of analytic functions on a real Wiener space. On the way we shall see how a Jacobi equation appears in the evaluation by using the Malliavin calculus. Received: 27 July 1998 / Revised version: 14 October 1998     

On a class of stochastic partial differential equations related to turbulent transport

Summary. We consider the Cauchy problem for the mass density ρ of particles which diffuse in an incompressible fluid. The dynamical behaviour of ρ is modeled by a linear, uniformly parabolic differential equation containing a stochastic vector field. This vector field is interpreted as the velocity field of the fluid in a state of turbulence. Combining a contraction method with techniques from white noise analysis we prove an existence and uniqueness result for the solution ρ∈C ^1,2([0,T]×ℝ ^d ,(S)^*), which is a generalized random field. For a subclass of Cauchy problems we show that ρ actually is a classical random field, i.e. ρ(t,x) is an L ²-random variable for all time and space parameters (t,x)∈[0,T]×ℝ ^d . Received: 27 March 1995 / In revised form: 15 May 1997     

The ¯∂-problem for multipliers of the Sobolev space

For , let and be the spaces of multipliers of , the Sobolev space on the unit circle, and , the Dirichlet type space on the open unit disk, respectively. In fact, and are obtained from and by analytic extension. In this paper, we show that if is an -Carleson measure on the open unit disk, then there exists a function f defined on the closed unit disk such that the equation holds on the open unit disk, and such that the boundary value function f belongs to . For applications, we first establish the corona theorem for , which, in the case , gives the answer to a question of L. Brown and A. L. Shields. Secondly, we obtain a geometric characterization of the interpolating sequences for with that extends a theorem of D. E. Marshall and C. Sundberg. Received: 20 October 1997 / Revised version: 7 May 1998     

Vector-valued holomorphic functions revisited

Abstract. Let be open,X a Banach space and . We show that every is holomorphic if and only if every set inX is bounded. Things are different if we assume f to be locally bounded. Then we show that it suffices that is holomorphic for all , where W is a separating subspace of to deduce that f is holomorphic. Boundary Tauberian convergence and membership theorems are proved. Namely, if boundary values (in a weak sense) of a sequence of holomorphic functions converge/belong to a closed subspace on a subset of the boundary having positive Lebesgue measure, then the same is true for the interior points of , uniformly on compact subsets. Some extra global majorants are requested. These results depend on a distance Jensen inequality. Several examples are provided (bounded and compact operators; Toeplitz and Hankel operators; Fourier multipliers and small multipliers). Received January 29, 1998; in final form March 8, 1999 / Published online May 8, 2000     

Sudakov's typical marginals, random linear functionals and a conditional central limit theorem

Summary. V.N. Sudakov [Sud78] proved that the one-dimensional marginals of a high-dimensional second order measure are close to each other in most directions. Extending this and a related result in the context of projection pursuit of P. Diaconis and D. Freedman [Dia84], we give for a probability measure and a random (a.s.) linear functional on a Hilbert space simple sufficient conditions under which most of the one-dimensional images of under are close to their canonical mixture which turns out to be almost a mixed normal distribution. Using the concept of approximate conditioning we deduce a conditional central limit theorem (theorem 3) for random averages of triangular arrays of random variables which satisfy only fairly weak asymptotic orthogonality conditions. Received: 25 July 1995 / In revised form: 20 June 1996     

Elliptic equations for measures on infinite dimensional spaces and applications

We introduce and study a new concept of a weak elliptic equation for measures on infinite dimensional spaces. This concept allows one to consider equations whose coefficients are not globally integrable. By using a suitably extended Lyapunov function technique, we derive a priori estimates for the solutions of such equations and prove new existence results. As an application, we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes equations and investigate the elliptic equations for the corresponding invariant measures. Our general theorems yield a priori estimates and existence results for such elliptic equations. We also obtain moment estimates for Gibbs distributions and prove an existence result applicable to a wide class of models. Received: 23 January 2000 / Revised version: 4 October 2000 / Published online: 5 June 2001     

Finiteness properties for subgroups of GL (n,\mathbb Z)(n,\mathbb Z)

Abstract. We construct finitely presented subgroups of GL that have infinitely many conjugacy classes of finite subgroups. This answers a question of Grunewald and Platonov. We suggest a variation on their question. Received: 26 August 1999 / Revised: 28 September 1999 / Published online: 8 May 2000     

Chaos decomposition of multiple fractional integrals and applications

Chaos decomposition of multiple integrals with respect to fractional Brownian motion (with H > 1/2) is given. Conversely the chaos components are expressed in terms of the multiple fractional integrals. Tensor product integrals are introduced and series expansions in those are considered. Strong laws for fractional Brownian motion are proved as an application of multiple fractional integrals. Received: 22 September 1998 / Revised version: 20 April 1999     

Multiple fractional integrals

Multiple integrals with respect to fractional Brownian motion (with H > 1/2) are constructed for a large class of functions. The first and second moments of the multiple integrals are explicitly identified. Received: 23 February 1998 / Revised version: 31 July 1998     

Finding rational points on bielliptic genus 2 curves

We discuss a technique for trying to find all rational points on curves of the form Y ²=f ₃ X ⁶+f ₂ X ⁴+f ₁ X ²+f ₀, where the sextic has nonzero discriminant. This is a bielliptic curve of genus 2. When the rank of the Jacobian is 0 or 1, Chabauty's Theorem may be applied. However, we shall concentrate on the situation when the rank is at least 2. In this case, we shall derive an associated family of elliptic curves, defined over a number field ℚα. If each of these elliptic curves has rank less than the degree of ℚα : ℚ, then we shall describe a Chabauty-like technique which may be applied to try to find all the points (x,y) defined over ℚα) on the elliptic curves, for which x∈ℚ. This in turn allows us to find all ℚ-rational points on the original genus 2 curve. We apply this to give a solution to a problem of Diophantus (where the sextic in X is irreducible over ℚ), which simplifies the recent solution of Wetherell. We also present two examples where the sextic in X is reducible over ℚ. Received: 27 November 1998 / Revised version: 4 June 1999     

On the Fréchet space L p −

This paper contains a study of the structure of the Fréchet space L _p ⁻, 1< p ≤∞, defined as the intersection of L _q [0,1] for q<p, and endowed with the projective topology. The main topics covered are: normable, Schwartz and nuclear subspaces of L _p ⁻; construction of uncomplemented copies of ?₂ inside L _p ⁻ for p<2; construction of Montel non-Schwartz subspaces; the space L _p ⁻ is primary. Received: 30 October 1996 / Revised version: 1 February 1998     

Sampling measures for Bergman spaces on the unit disk

We provide a characterization of the sampling measures for the Bergman spaces. These are the positive measures on the unit disk for which there exists a constant such that These are the continuous analogues of the sets of sampling characterized by K. Seip [13,14] and A. Schuster [12]. Our characterization is in terms of weak* limits of the Moebius transformations of the measure , and mimics the notion for sequences that sampling means being uniformly far from zero sets. Received: 26 October 1998 / in revised form: 25 Juni 1999