On radial stochastic Loewner evolution in multiply connected domains

We discuss the extension of radial SLE to multiply connected planar domains. First, we extend Loewner's theory of slit mappings to multiply connected domains by establishing the radial Komatu-Loewner equation, and show that a simple curve from the boundary to the bulk is encoded by a motion on moduli space and a motion on the boundary of the domain. Then, we show that the vector-field describing the motion of the moduli is Lipschitz. We explain why this implies that “consistent,” conformally invariant random simple curves are described by multidimensional diffusions, where one component is a motion on the boundary, and the other component is a motion on moduli space. We argue what the exact form of this diffusion is (up to a single real parameter κ) in order to model boundaries of percolation clusters. Finally, we show that this moduli diffusion leads to random non-self-crossing curves satisfying the locality property if and only if κ=6.     

Carathéodory bounds for integer cones

We provide analogues of Carathéodory's theorem for integer cones and apply our bounds to integer programming and to the cutting stock problem. In particular, we provide an NP certificate for the latter, whose existence has not been known so far.     

On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps

In the present paper we provide a semiexplicit valuation formula for Geometric Asian options, with fixed and floating strike under continuous monitoring, when the underlying stock price process exhibits both stochastic volatility and jumps. More precisely, we shall work in the Barndorff-Nielsen and Shephard (BNS) model framework. We shall provide some numerical illustrations of the results obtained.     

The asymptotic number of integral cubic polynomials with bounded heights and discriminants

Let P denote a cubic integral polynomial, and let D(P) and H(P) denote the discriminant and height of P, respectively. Let N(Q,X) be the number of cubic integral polynomials P such that H(P) ≤ Q and |D(P)| ≤ X. We obtain an asymptotic formula of N(Q,X) for Q ^14/5 ? X ? Q ⁴ and Q → +∞. Using this result, for 0 ≤ η ≤ 9/10, we find the asymptotic value of $$ \sum\limits_{{\begin{array}{*{20}{c}} {H(P)\leq Q} \\ {1\leq \left| {D(P)} \right|\ll {Q^{{4-\eta }}}} \\ \end{array}}} {{{{\left| {D(P)} \right|}}^{{-{1 \left/ {2} \right.}}}}}, $$ where the sum is taken over irreducible integral polynomials and Q → +∞. This improves upon a result of Davenport, who dealt with the case η = 0.     

New minimal geodesics in the group of symplectic diffeomorphisms

We compute the Hofer distance for a certain class of compactly supported symplectic diffeomorphisms of ²ⁿ. They are mainly characterized by the condition that they can be generated by a Hamiltonian flow _H ^t which possesses only constantT-periodic solutions for 0 <T 1. In addition, we show that on this class Hofer's and Viterbo's distances coincide.     

Why legendre made a wrong guess about <Emphasis Type="Bold">π</Emphasis>-(<Emphasis Type="Italic">x</Emphasis>), and how laguerre’s continued fraction for the logarithmic integral improved it

Carl Friedrich Gauβ, in 1792, when he was 15, found by numerical evidence that π(x), the number of primes p such that p ≤ x, goes roughly with x/in x (letter to Encke, 1849). This was, as can be seen from Table 1, a very weak approximation with an error of about 10%. In 1798 and again in 1808,     

Families of Structures on Spherical Fibrations

Let SF(n) be the usual monoid of orientation- and base point-preserving self-equivalences of the n-sphere ${\mathbb{S}^n}$ n. If Y is a (right) SF(n)-space, one can construct a classifying space B(Y, SF(n), *)=B _n for ${\mathbb{S}^n}$ n-fibrations with Y-structure, by making use of the two-sided bar construction. Let k: B _n →BSF(n) be the forgetful map. A Y-structure on a spherical fibration corresponds to a lifting of the classifying map into B _n . Let K _i =K $\left( {{\mathbb{Z}_2 }} \right)$ , i) be the Eilenberg–Mac Lane space of type $\left( {{\mathbb{Z}_2 }} \right)$ , i). In this paper we study families of structures on a given spherical fibration. In particular, we construct a universal family of Y-structures, where Y=W _n is a space homotopy equivalent to ∏ _i≥1 K _i . Applying results due to Booth, Heath, Morgan and Piccinini, we prove that the universal family is a spherical fibration over the space map{B _n , B _n }×B _n . Furthermore, we point out the significance of this space for secondary characteristic classes. Finally, we calculate the cohomology of B _n .     

Lifting retracted diagrams with respect to projectable functors

We prove a general categorical theorem that enables us to state that under certain conditions, the range of a functor is large. As an application, we prove various results of which the following is a prototype: If every diagram, indexed by a lattice, of finite Boolean 〈∨ ,0 〉-semilattices with 〈∨ ,0 〉-embeddings, can be lifted, with respect to the Con_c functor, by a diagram of lattices, then so can every diagram, indexed by a lattice, of finite distributive 〈∨ ,0 〉-semilattices with 〈∨ ,0 〉-embeddings. If the premise of this statement held, this would solve in turn the (still open) problem whether every distributive algebraic lattice is isomorphic to the congruence lattice of a lattice. We also outline potential applications of our method to other functors, such as the functor on von Neumann regular rings. Received August 12, 2004; accepted in final form June 6, 2005.