Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Experimental intensity patterns obtained from a 2D shearing interferometer with adaptable sensitivity

The interferometric intensity patterns from a 2D shearing interferometer are shown and discussed. The intensity patterns can be obtained in two different approaches incorporating differential and extended wavefront controlled displacements. The reliable directional sensitivity of this interferometer allows the optimization of the measurement parameters to estimate the wavefront of the intensity patterns by regularization techniques.     

On the realization of Riemannian symmetric spaces in Lie groups

In this paper we give a realization of some symmetric space G/K as a closed submanifold P of G. We also give several equivalent representations of the submanifold P. Some properties of the set gK∩P are also discussed, where gK is a coset space in G.     

Conditional independence models for seemingly unrelated regressions with incomplete data

We consider normal ≡ Gaussian seemingly unrelated regressions (SUR) with incomplete data (ID). Imposing a natural minimal set of conditional independence constraints, we find a restricted SUR/ID model whose likelihood function and parameter space factor into the product of the likelihood functions and the parameter spaces of standard complete data multivariate analysis of variance models. Hence, the restricted model has a unimodal likelihood and permits explicit likelihood inference. In the development of our methodology, we review and extend existing results for complete data SUR models and the multivariate ID problem.     

On the density of the space of continuous and uniformly continuous functions

For X a metrizable space and (Y,ρ) a metric space, with Y pathwise connected, we compute the density of (C(X,(Y,ρ)),σ)—the space of all continuous functions from X to (Y,ρ), endowed with the supremum metric σ. Also, for (X,d) a metric space and (Y,‖⋅‖) a normed space, we compute the density of (UC((X,d),(Y,ρ)),σ) (the space of all uniformly continuous functions from (X,d) to (Y,ρ), where ρ is the metric induced on Y by ‖⋅‖). We also prove that the latter result extends only partially to the case where (Y,ρ) is an arbitrary pathwise connected metric space.To carry such an investigation out, the notions of generalized compact and generalized totally bounded metric space, introduced by the author and A. Barbati in a former paper, turn out to play a crucial rôle. Moreover, we show that the first-mentioned concept provides a precise characterization of those metrizable spaces which attain their extent.     

Commutant Lifting Theorem for the Bergman Space

The central question of this paper is the one of finding the right analogue of the Commutant Lifting Theorem for the Bergman space L_a². We also analyze the analogous problem for weighted Bergman spaces L_a,α², − 1 < α < ∞.     

Syntactic characterization of closure under connected limits

Summary We give a syntactic characterization of (finitary) theories whose categories of models are closed under the formation of connected limits (respectively the formation of pullbacks and substructures) in the category of all structures. They are also those theories whose consistent extensions by new atomic facts admit in each component an initial structure (respectively an initial term structure), and also thoseT for whichM(T) is locally finitely multi-presentable in a canonical way. We also show that these two properties of theories are nonuniform.     

Rehabilitation of the Gauss-Jordan algorithm

Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties.     

Asymptotique de la norme $L^2$ d'un cycle géodésique dans les revêtements de congruence d'une variété hyperbolique arithmétique

Let M be an arithmetic hyperbolic manifold and be a codimension 1 geodesic cycle. In this paper, we study the asymptotic growth of the -norm of the lifts of F in the congruence tower above M. We obtain an explicit value for the growth rate of this norm. In particular, we provide a new proof of a celebrated result of Millson [Mi] on the homology of the arithmetic hyperbolic manifolds. The method is quite general and gives a new way of getting non zero homology classes in certain locally symmetric spaces. Received: 20 April 2001; in final form: 26 September 2001 / Published online: 28 February 2002