Solving the Gleason problem on linearly convex domains

Let be a bounded, connected linearly convex set in with boundary. We show that the maximal ideal (both in ) and ) consisting of all functions vanishing at is generated by the coordinate functions . Received: 2 July 2001; in final form: 26 September 2001 / Published online: 28 February 2002     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

Symmetries and conservation laws of Navier-Stokes equations

All the symmetries and conservation laws of Navier-Stokes equations are calculated.     

Minimally generated Boolean algebras

We introduce the class of minimally generated Boolean algebras, i.e. those algebras representable as the union of a continuous well-ordered chain of subalgebras A ₁ where A _i+1 is a minimal extension of A _i. Minimally generated algebras are closely related to interval algebras and superatomic algebras.     

Spectral Properties of Image Measures Under the Infinite Conflict Interaction

We introduce the conflict interaction with two positions between a couple of image probability measures and consider the associated dynamical system. We prove the existence of invariant limiting measures and find the criteria for these measures to be a pure point, absolutely continuous, or singular cotinuous as well as to have any topological type and arbitary Hausdorff dimension.     

Bounds on the inverses of nonnegative triangular matrices with monotonicity properties

Some bounds on the entries and on the norm of the inverse of triangular matrices with nonnegative and monotone entries are found. All the results are obtained by exploiting the properties of the fundamental matrix of the recurrence relation which generates the sequence of the entries of the inverse matrix. One of the results generalizes a theorem contained in a recent article of one of the authors about Toeplitz matrices.     

Microlocal study of topological Radon transforms and real projective duality

Various topological properties of projective duality between real projective varieties and their duals are obtained by making use of the microlocal theory of (subanalytically) constructible sheaves developed by Kashiwara [M. Kashiwara, Index theorem for constructible sheaves, Astérisque 130 (1985) 193-209] and Kashiwara-Schapira [M. Kashiwara, P. Schapira, Sheaves on Manifolds, Grundlehren Math. Wiss., vol. 292, Springer, Berlin-Heidelberg-New York, 1990]. In particular, we prove in the real setting some results similar to the ones proved by Ernström in the complex case [L. Ernström, Topological Radon transforms and the local Euler obstruction, Duke Math. J. 76 (1994) 1-21]. For this purpose, we describe the characteristic cycles of topological Radon transforms of constructible functions in terms of curvatures of strata in real projective spaces.     

Strong instability of solitary waves for nonlinear Klein–Gordon equations and generalized Boussinesq equations

We study here instability problems of standing waves for the nonlinear Klein–Gordon equations and solitary waves for the generalized Boussinesq equations. It is shown that those special wave solutions may be strongly unstable by blowup in finite time, depending on the range of the wave's frequency or the wave's speed of propagation and on the nonlinearity.