Parabolic equations of Von Karman type on Kähler manifolds

We study a parabolic version of a system of Von Karman type on a compact Kähler manifold of arbitrary dimension. We provide local in time regular solutions, which can be extended to global bounded ones if the data of the problem are small.     

L-S category of quaternionic Stiefel manifolds

By calculating certain generalized cohomology theory, lower bounds for the L-S category of quaternionic Stiefel manifolds are given.     

Lévy processes and their subordination in matrix Lie groups

Lévy processes in matrix Lie groups are studied. Subordination (random time change) is used to show that quasi-invariance of the Brownian motion in a Lie group induces absolute continuity of the laws of the corresponding pure jump processes. These results are applied to several examples which are discussed in detail.     

Countably compact topological group topologies on free Abelian groups from selective ultrafilters

Tkachenko showed in 1990 the existence of a countably compact group topology on the free Abelian group of size c using CH. Koszmider, Tomita and Watson showed in 2000 the existence of a countably compact group topology on the free Abelian group of size c² using a forcing model in which CH holds.Wallace's question from 1955, asks whether every both-sided cancellative countably compact semigroup is a topological group. A counterexample to Wallace's question has been called a Wallace semigroup. In 1996, Robbie and Svetlichny constructed a Wallace semigroup under CH. In the same year, Tomita constructed a Wallace semigroup from MAcountable.In this note, we show that the examples of Tkachenko, Robbie and Svetlichny, and Koszmider, Tomita and Watson can be obtained using a family of selective ultrafilters. As a corollary, the constructions presented here are compatible with the total failure of Martin's Axiom.     

一个改进的Hardy-Hilbert不等式

通过建立权系数的不等式,得到一个改进的Hardy-Hilbert不等式.     

Structure of norbornene-fused 3,1-oxazine double cycloadducts

Pentacyclic isoxazolines were obtained by the cycloaddition of benzonitrile oxide to norbornene-azetidinone-fused 3,1-oxazines. The constitutions of two of the isomers obtained, and the configurations and conformations of all products, were determined by means of ¹H and ¹³C NMR spectroscopy and DNOE experiments.     

The Matsumoto-Yor property and the structure of the Wishart distribution

This paper establishes a link between a generalized matrix Matsumoto-Yor (MY) property and the Wishart distribution. This link highlights certain conditional independence properties within blocks of the Wishart and leads to a new characterization of the Wishart distribution similar to the one recently obtained by Geiger and Heckerman but involving independences for only three pairs of block partitionings of the random matrix.In the process, we obtain two other main results. The first one is an extension of the MY independence property to random matrices of different dimensions. The second result is its converse. It extends previous characterizations of the matrix generalized inverse Gaussian and Wishart seen as a couple of distributions.We present two proofs for the generalized MY property. The first proof relies on a new version of Herz's identity for Bessel functions of matrix arguments. The second proof uses a representation of the MY property through the structure of the Wishart.     

Long-time dynamics of von Karman semi-flows with non-linear boundary/interior damping

We study von Karman evolution equations with non-linear dissipation and with partially clamped and partially free boundary conditions. Two distinctive mechanisms of dissipation are considered: (i) internal dissipation generated by non-linear operator, and (ii) boundary dissipation generated by shear forces friction acting on a free part of the boundary. The main emphasis is given to the effects of boundary dissipation. Under suitable hypotheses we prove existence of a compact global attractor and finiteness of its fractal dimension. We also show that any solution is stabilized to an equilibrium and estimate the rate of the convergence which, in turn, depends on the behaviour at the origin of the functions describing the dissipation.     

Risk management of a bond portfolio using options

In this paper, we elaborate a formula for determining the optimal strike price for a bond put option, used to hedge a position in a bond. This strike price is optimal in the sense that it minimizes, for a given budget, either Value-at-Risk or Tail Value-at-Risk. Formulas are derived for both zero-coupon and coupon bonds, which can also be understood as a portfolio of bonds. These formulas are valid for any short rate model that implies an affine term structure model and in particular that implies a lognormal distribution of future zero-coupon bond prices. As an application, we focus on the Hull-White one-factor model, which is calibrated to a set of cap prices. We illustrate our procedure by hedging a Belgian government bond, and take into account the possibility of divergence between theoretical option prices and real option prices. This paper can be seen as an extension of the work of Ahn and co-workers [Ahn, D., Boudoukh, J., Richardson, M., Whitelaw, R., 1999. Optimal risk management using options. J. Financ. 54, 359-375], who consider the same problem for an investment in a share.