Stochastic Integrals of Continuous Local Martingales,I

Consider a continuous local martingale X. We say that X satisfies the representation property if any martingale Y of X can be represented as stochastic ITǒ integral of X. Using the method of random time change systematically, in the present paper the representation problem for continuous local martingales is treated. We describe a class of martingales Y that can be represented as stochastic integral of X by probabilistic conditions. This leads to sufficient conditions for the representation property of X being true. Besides, an interesting characterization of continuous processes with independent increments is obtained. In part II. we proceed with general examples, applications to the n-dimensional case, and, in particular, to the n-dimensional time change of continuous local martingales with orthogonal components.     

Stochastic Integrals of Continuous Local Martingales,II

Consider a continuous local martingale X. We say that X satisfies the representation property if any martingale Y of X can be represented as stochastic ITÔ integral of X. On the basis of part I of the present paper, in section 4 several general examples of continuous local martingales X satisfying the representation property are given: Stochastic continuous GAUSSian martingales, processes with conditionally independent increments, stopped continuous local martingales, random time change of WIENER processes, weak solutions of stochastic differential equations. Theorem 7 states that every (homogeneous) continuous strong MARKOV local martingale has the representation property. In section 5, the results of part I are applied to n-dimensional continuous local martingales and analogous representation results are obtained. In section 6, we consider an application of section 5 to the n-dimensional time change for reducing every n-dimensional continuous local martingale with orthogonal components to the WIENER process. This improves a theorem of F. B. KNIGHT and simplifies its proof considerably.     

Curvature Measures and Random Sets,I

The paper deals with signed curvature measures as introduced by Federer for sets with positive reach. An integral representation and a local Steiner formula for these measures are given. The main result is the additive extension of the curvature measures to locally finite unions of compatible sets with positive reach. Within this comprehensive class of subsets of R^d a generalized Steiner polynomial (local version) and section theorems (principal kinematic formula, Crofton formula) for the curvature measures are derived.     

Axisymmetric Stokes' flow in a spherical shell revisited via the Fokas method. Part I: Irrotational flow

The axisymmetric irrotational Stokes' flow for a spherical shell is analysed by means of the recently developed Fokas method via the use of global relations. Alternative series and new integral representations concerning a system of concentric spheres, yielding, by a limiting procedure, the Dirichlet or Neumann problems for the interior and the exterior of a sphere, are presented. The boundary value problems considered can be classically solved using either the finite Gegenbauer transform or the Mellin transform. Application of the Gegenbauer transform yields a series representation which is uniformly convergent at the boundary, but not convenient for many applications. The Mellin transform, on the other hand, furnishes an integral representation which is not uniformly convergent at the boundary. Here, by algebraic manipulations of the global relation: (i) a Gegenbauer series representation is derived in a simpler manner, instead of solving ODEs and (ii) an alternative integral representation, different from the Mellin transform representation is derived which is uniformly convergent at the boundary. Copyright © 2011 John Wiley & Sons, Ltd.     

Integral Representations,Differentiability Properties and Limits at Infinity for Beppo Levi Functions

The first aim in the present paper is to give an integral representation for Beppo Levi functions on R ⁿ. Our integral representation is an extension of Sobolev's integral representation given for infinitely differentiable functions with compact support. As applications, continuity and differentiability properties of Beppo Levi functions are studied.Our second aim in this paper is to study the existence of limits at infinity for Beppo Levi functions. We also consider the existence of fine-type limits at infinity with respect to Bessel capacities, which yields the radial limit result at infinity.     

On a class of optimum problems in structural design

The paper deals with the existence of solutions for a class of optimal design problems. The notion of relaxation of an integral functional with respect toG-convergence is introduced, and a general integral representation theorem is obtained for the relaxed functional. For a particular class of functionals, this integral representation is computed explicitly.This work has been realized in a National Research Project in Mathematics supported by the Ministero della Pubblica Istruzione (Italy).     

Skorohod–Loynes Characterizations of Queueing,Fluid, and Inventory Processes

We consider queueing, fluid and inventory processes whose dynamics are determined by general point processes or random measures that represent inputs and outputs. The state of such a process (the queue length or inventory level) is regulated to stay in a finite or infinite interval – inputs or outputs are disregarded when they would lead to a state outside the interval. The sample paths of the process satisfy an integral equation; the paths have finite local variation and may have discontinuities. We establish the existence and uniqueness of the process based on a Skorohod equation. This leads to an explicit expression for the process on the doubly-infinite time axis. The expression is especially tractable when the process is stationary with stationary input–output measures. This representation is an extension of the classical Loynes representation of stationary waiting times in single-server queues with stationary inputs and services. We also describe several properties of stationary processes: Palm probabilities of the processes at jump times, Little laws for waiting times in the system, finiteness of moments and extensions to tandem and treelike networks.     

On the profile of random trees

Let T be a plane rooted tree with n nodes which is regarded as family tree of a Galton-Watson branching process conditioned on the total progeny. The profile of the tree may be described by the number of nodes or the number of leaves in layer , respectively. It is shown that these two processes converge weakly to Brownian excursion local time. This is done via characteristic functions obtained by means of generating functions arising from the combinatorial setup and complex contour integration. Besides, an integral representation for the two-dimensional density of Brownian excursion local time is derived. © 1997 John Wiley & Sons, Inc. Random Struct. Alg., 10 , 421–451, 1997     

Matrix-valued Schrödinger operators over local fields

We consider quantum systems that have as their configuration spaces finite dimensional vector spaces over local fields. The quantum Hilbert space is taken to be a space with complex coefficients and we include in our model particles with internal symmetry. The Hamiltonian operator is a pseudo-differential operator that is initially only formally defined. For a wide class of potentials we prove that this Hamiltonian is well-defined as an unbounded self-adjoint operator. The free part of the operator gives rise to ameasure on the Skorokhod space of paths,D[0,∞), and with respect to this measure there is a path integral representation for the semigroup associated to the Hamiltonian. We prove this Feynman-Kac formula in the local field setting as a consequence of the Hille-Yosida theory of semi-groups. The text was submitted by the authors in English.     

Approximation and interpolation on complex algebraic varieties in pseudoconvex domains

This paper investigates the twin problems of approximation and interpolation employing weighted integral representation formulas of Berndtsson-Andersson. These interpolation techniques are applied to extend local rational approximation estimates from complex algebraic complete intersection varietyX, of pure dimensionn, into a strictly pseudoconvex semi-local domainD in the ambient space ℂ ^N withN=n+p, p>0. We also use weighted intergral representation formulas to provide criteria for both Montessus-type convergence and convergence in logarithmic capacity of diagnonal rational sequences. The logarithmic capacity we use is carefully defined via Siciak’sL-family of extremal plurisubharmonic functions. This author is grateful to the NSA for partial support during the period of this research.     

Solution of the 2D ising model on a triangular lattice by the method of auxiliaryq-deformed Grassmann fields

A representation in the form of a functional integral is obtained for the partition function of the inhomogeneous 2D Ising model on a triangular lattice where the coupling parameters are arbitrary functions of coordinates. The method for transforming the partition function into an integral uses an auxiliary six-component Grassmann field in which the Grassmann fields corresponding to one of the components commute with the others. Thus, one pair of components realizes a representation of the q-deformed group SL_q(2, R) with q=–1 and the other two pairs correspond to the usual Grassmann spinors (q=1). An explicit expression in terms of the modified Pfaffian is found for the Gaussian integral over these fields and its relation to the ordinary Grassmann functional integral is established.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 109, No. 3, pp. 441–463, December, 1996.     

Large and moderate deviations for intersection local times

We study the large and moderate deviations for intersection local times generated by, respectively, independent Brownian local times and independent local times of symmetric random walks. Our result in the Brownian case generalizes the large deviation principle achieved in Mansmann (1991) for the L ₂-norm of Brownian local times, and coincides with the large deviation obtained by Csörgö, Shi and Yor (1991) for self intersection local times of Brownian bridges. Our approach relies on a Feynman-Kac type large deviation for Brownian occupation time, certain localization techniques from Donsker-Varadhan (1975) and Mansmann (1991), and some general methods developed along the line of probability in Banach space. Our treatment in the case of random walks also involves rescaling, spectral representation and invariance principle. The law of the iterated logarithm for intersection local times is given as an application of our deviation results.Supported in part by NSF Grant DMS-0102238Supported in part by NSF Grant DMS-0204513 Mathematics Subject Classification (2000):Primary: 60J55; Secondary: 60B12, 60F05, 60F10, 60F15, 60F25, 60G17, 60J65     

Averaging of the Cauchy kernels and integral realization of the local residue

We consider a family of kernels of integral representations associated with toric varieties. These kernels generalizes, in particular, the Bochner-Martinelli form. We show that the integral representation formulas can be derived by averaging of the Cauchy kernels on some positive measures. We apply then the obtained result to get an integral realization of the local residue corresponding to each kernel of integral representation.     

A multi-dimensional Markov chain and the Meixner ensemble

We show that the transition probability of the Markov chain (G(i,1),...,G(i,n)) _i≥1, where the G(i,j)’s are certain directed last-passage times, is given by a determinant of a special form. An analogous formula has recently been obtained by Warren in a Brownian motion model. Furthermore we demonstrate that this formula leads to the Meixner ensemble when we compute the distribution function for G(m,n). We also obtain the Fredholm determinant representation of this distribution, where the kernel has a double contour integral representation.     

Spherical functions and integral geometry

The paper presents two proofs of an integral geometric formula concerningn-dimensional ellipsoids. One of the proofs is based on a representation theorem for spherical functions due to Harish-Chandra.     

Categorified Quantum sl(2) and Equivariant Cohomology of Iterated Flag Varieties

A 2-category was introduced in that categorifies Lusztig’s integral version of quantum sl(2). Here we construct for each positive integer N a representation of this 2-category using the equivariant cohomology of iterated flag varieties. This representation categorifies the irreducible (N + 1)-dimensional representation of quantum sl(2).     

A Special Integral Representation for a Local Residue

We obtain a new integral representation for a local residue with integration of a meromorphic m ²-form over an m ²-dimensional cycle in .     

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.     

超Cartan域上的积分表示

目的是研究第一类超Cartan域{(w,z) ||w|2 相似文献