Donsker's Delta Function of Lévy Process

Let X={X(t):tR} be a Lévy process and a non-decreasing, right continuous, bounded function with (–)=0 (((1+u ²)/u ²)d(u) is the Lévy measure). In this paper we define the Donsker delta function (X(t)–a), t>0 and aR, as a generalized Lévy functional under the condition that (0)–(0–)>0. This leads us to define F(X(t)) for any tempered distribution F, and as an application, we derive an Itô formula for F(X(t)) when has jumps at 0 and 1.     

Some remarks on the modulus of continuity of a conformal mapping of the disk onto a Jordan domain

Letd(;z, t) be the smallest diameter of the arcs of a Jordan curve with endsz andt. Consider the rapidity of decreasing ofd(;)=sup{d(;z, t):z, t , ¦z–t¦} (as 0,0) as a measure of nicety of . Letg(x) (x0) be a continuous and nondecreasing function such thatg(x)x,g(0)=0. Put¯g(x)=g(x)+x, h(x)=(¯g(x))². LetH(x) be an arbitrary primitive of 1/h ^–1(x). Note that the functionH ^–1 x is positive and increasing on (–, +),H ^–1 0 asx– andH ^–1+ asx +. The following statement is proved in the paper.Translated fromMatematicheskie Zametki, Vol. 60, No. 2, pp. 176–184, August, 1996.This research was supported by the Russian Foundation for Basic Research under grant No. 93-01-00236 and by the International Science Foundation under grant No. NCF000.     

Problems with one quarter

In this paper two sequences of oscillation criteria for the self-adjoint second order differential equation (r(t)u(t)) + p(t)u(t) = 0 are derived. One of them deals with the case dt/r(t) = , and the other with the case dt/r(t) < .This work was supported by the grant VGA of Slovak Republic No. 1/7466/20.     

On the Continuity of Pathwise Solutions to Langevin Equations in Infinite Dimensions

We fix a rich probability space (,F,P). Let (H,) be a separable Hilbert space and let be the canonical cylindrical Gaussian measure on H. Given any abstract Wiener space (H,B,) over H, and for every Hilbert–Schmidt operator T: HBH which is (|{}|,)-continuous, where |{}| stands for the (Gross-measurable) norm on B, we construct an Ornstein–Uhlenbeck process : (,F,P)×[0,1](B,|{}|) as a pathwise solution of the following infinite-dimensional Langevin equation d _t =db _t +T( _t )dt with the initial data ₀=0, where b is a B-valued Brownian motion based on the abstract Wiener space (H,B,). The richness of the probability space (,F,P) then implies the following consequences: the probability space is independent of the abstract Wiener space (H,B,) (in the sense that (,F,P) does not depend on the choice of the Gross-measurable norm |{}|) and the space C _B consisting of all continuous B-valued functions on [0,1] is identical with the set of all paths of . Finally, we present a way to obtain pathwise continuous solutions :d _t =

Brownian charges around loops

Summary Let (X _t ⁿ ) be a Poisson sequence of independent Brownian motions in ^d ,d3; Let be a compact oriented submanifold of d, of dimensiond–2 and volume ; let t be the sum of the windings of (X _s ⁿ , 0st) around ; then t/t converges in law towards a Cauchy variable of parameter /2. A similar result is valid when the winding is replaced by the integral of a harmonic 1-form in ^d .     

Zur Beziehung zwischen Basen und Vektoren kürzester Länge in Gittern

LetR be an order of an algebraic number field of degreen over ,V ann-dimensional real vector space and the class of lattices inV which are free rank 1 modules overR. For certain ordersR and distance functionsd onV a method of computingd-minimal vectors of is described; further it is shown how to constructs anR-basis for by comparing thed-length of vectors of . An application to the computation of fundamental units and class numbers of real abelian number fields is mentioned.     

Galerkin methods for parabolic equations with nonlinear boundary conditions

A variety of Galerkin methods are studied for the parabolic equationu _t =(a(x) u),x ⁿ ,t (O,T], subject to the nonlinear boundary conditionu _v =g(x,t,u),x,t (O,T] and the usual initial condition. Optimal order error estimates are derived both inL ² () andH ¹ () norms for all methods treated, including several that produce linear computational procedures.The authors were partially supported by The National Science Foundation during the preparation of this paper.     

Circularity of Finite Groups without Fixed Points

Let be a fixed point free group given by the presentation where and are relative prime numbers, t = /s and s = gcd( – 1,), and is the order of modulo . We prove that if (1) = 2, and (2) is embeddable into the multiplicative group of some skew field, then is circular. This means that there is some additive group N on which acts fixed point freely, and |((a)+b)((c)+d)| 2 whenever a,b,c,d N, a0c, are such that (a)+b(c)+d.     

The survival of the large dimensional basic contact process

Summary We consider the d-dimensional basic contact process obtaining the limit value of the probability of survival when d+, and showing that the finite dimensional distributions of the upper invariant measure become of the product form as d+.     

Subsolutions for abstract evolution equations

We study different notions of subsolutions for an abstract evolution equation du/dt+Auf where A is an m-accretive nonlinear operation in an ordered Banach space X with order-preserving resolvents. A first notion is related to the operator d/dt+A in the ordered Banach space L ¹(0, T; X); a second one uses the evolution equation du/dt+A uf where A :x{y;zy for some zAx}; other notions are also considered.     

Morera type theorems on the unit disc

, . . : , , , , .     

The absolute convergence of orthogonal series

We obtain sufficient conditions for the absolute convergence of Fourier series for functions of L _d ² depending on the properties of the function being expanded and the rate of growth of the sums of the system of functions {_k(t)} orthonormalized in [a, b] with respect to d(t). We show that if at some point x [a, b] the function (t) has a discontinuity, at that point the Fourier series of any functionf(t) L _d ² , converges absolutely.Translated from Matematicheskie Zametki, Vol. 12, No. 5, pp. 511–516, November, 1972.     

Bounding the diameter of a distance regular graph by a function ofk d

Let be a distance regular graph with diameterd, and _d () the set of vertices at distanced from. is said to be thin if the induced subgraph on _d () is a union of cliques for every vertex. We show that the diameterd is bounded above by a function depending only onk _d, which is the cardinality of _d (), if is not thin. We also investigate thin distance regular graphs witha _d 0.     

Замечания о Сходкмости лагранжева интерполрования

( qP. )     

Weierstrass points and multiple intersection points of closed geodesics

We classify smooth complex projective surfaces of degreed and class , satisfying either (i) –d16, or (ii) 25. All these surfaces are rational or ruled. Indeed, we prove that the smallest value of the class of a non-ruled surface is 30 and in fact there are at least two surfacesS, both of degreed=10 and sectional genusg=6, with Kodaira dimension (S)=0 and class =30. Finally, we classify the smoothk-folds (k3) whose sectional surface has class 23.     

Estimates of transition densities for Brownian motion on nested fractals

Summary We obtain upper and lower bounds for the transition densities of Brownian motion on nested fractals. Compared with the estimate on the Sierpinski gasket, the results require the introduction of a new exponent,d _J, related to the shortest path metric and chemical exponent on nested fractals. Further, Hölder order of the resolvent densities, sample paths and local times are obtained. The results are obtained using the theory of multi-type branching processes.     

Some inequalities about the covering radius of Reed-Muller codes

Let R(r, m) be the rth order Reed-Muller code of length 2 ^m , and let (r, m) be its covering radius. We prove that if 2 k m - r - 1, then (r + k, m + k) (r, m + 2(k - 1). We also prove that if m - r 4, 2 k m - r - 1, and R(r, m) has a coset with minimal weight (r, m) which does not contain any vector of weight (r, m) + 2, then (r + k, m + k) (r, m) + 2k(. These inequalities improve repeated use of the known result (r + 1, m + 1) (r, m).This work was supported by a grant from the Research Council of Wright State University.     

On a problem of Tandori

(r _k ) - , +1 –1 1/2. =( _i ) , 0< _{1 p} ... _n ... . (a _i )M. (a _i ) . , [2], .     

On the radicals of structural matrix rings

The relationship between the radical of a ringR and a structural matrix ring overR has been determined for some radicals. We continue these investigations, amongst others, determining exactly which radicals have the property (M(,R))=M( _s ,(R))+M( _a ,⁺(R))for any structural matrix ringM(,R) and finding (M(,R)) for any hereditary subidempotent radical .     

An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture

LetX be the solution of the SDE:dX _t = (X _t)dB _t +b(X _t)dt, with andb C _b (R) such that >0 for some constant , andB a real Brownian motion. Let be the law ofX onE=C([0, 1],R) andk E* – {0}, whereE* is the topological dual space ofE. Consider the classical form: _k (u, v)=u / kv / kd, whereu andv are smooth functions onE. We prove that, if _k is closable for anyk in a dense subset ofE* and if the smooth functions are contained in the domain of the generator of the closure of _k , must be a constant function.