Analytic models for commuting operator tuples on bounded symmetric domains

For a domain in and a Hilbert space of analytic functions on which satisfies certain conditions, we characterize the commuting -tuples of operators on a separable Hilbert space  such that is unitarily equivalent to the restriction of to an invariant subspace, where is the operator -tuple on the Hilbert space tensor product  . For the unit disc and the Hardy space , this reduces to a well-known theorem of Sz.-Nagy and Foias; for a reproducing kernel Hilbert space on such that the reciprocal of its reproducing kernel is a polynomial in and  , this is a recent result of Ambrozie, Müller and the second author. In this paper, we extend the latter result by treating spaces for which ceases to be a polynomial, or even has a pole: namely, the standard weighted Bergman spaces (or, rather, their analytic continuation) on a Cartan domain corresponding to the parameter in the continuous Wallach set, and reproducing kernel Hilbert spaces for which is a rational function. Further, we treat also the more general problem when the operator is replaced by ,  being a certain generalization of a unitary operator tuple. For the case of the spaces on Cartan domains, our results are based on an analysis of the homogeneous multiplication operators on , which seems to be of an independent interest.

     

On the inversion of the convolution and Laplace transform

We present a new inversion formula for the classical, finite, and asymptotic Laplace transform of continuous or generalized functions . The inversion is given as a limit of a sequence of finite linear combinations of exponential functions whose construction requires only the values of evaluated on a Müntz set of real numbers. The inversion sequence converges in the strongest possible sense. The limit is uniform if is continuous, it is in if , and converges in an appropriate norm or Fréchet topology for generalized functions . As a corollary we obtain a new constructive inversion procedure for the convolution transform ; i.e., for given and we construct a sequence of continuous functions such that .

     

The Inverse Problem of the Calculus of Variations for Sixth- and Eighth-order Scalar Ordinary Differential Equations

On the equation manifold of the 2nth-order scalar ordinary differential equation, n3,

Modular Hypergeometric Residue Sums of Elliptic Selberg Integrals

It is shown that the residue expansion of an elliptic Selberg integral gives rise to an integral representation for a multiple modular hypergeometric series. A conjectural evaluation formula for the integral then implies a closed summation formula for the series, generalizing both the multiple basic hypergeometric ₈₇ sum of Milne-Gustafson type and the (one-dimensional) modular hypergeometric ₈₇ sum of Frenkel and Turaev. Independently, the modular invariance ensures the asymptotic correctness of our multiple modular hypergeometric summation formula for low orders in a modular parameter.     

用ABCD矩阵法计算四通式单光栅展宽器的展宽量

以激光束的ABCD传输矩阵理论及Collins积分公式为基础,计算简单实用的四通式单光栅展宽器的色散量,并求出相应展宽量。     

STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS WITH RANDOM COEFFICIENTS

61. IntroductionLet (fi, F, P, {R}tZo) be a complete filtered probability space on which a standard onedimensional Brownian motion w(') is defined such that {R}tZo is the natural filtrationgenerated by w(.), augmented by all the p-null sets in i. We consider the following stateequationwhere T E T[0, TI, the set of all {R}tZo-stopping times taking values in [0, T], (E sigLlt (fi;IR"); A, B, C, D are matrix-valued {R}tZo-adapted bounded processes. In the above, u(.) EU[T, T]gLI(T, T…     

Analysis of the Xedni Calculus Attack

The xedni calculus attack on the elliptic curve discrete logarithm problem (ECDLP) involves lifting points from the finite field to the rational numbers and then constructing an elliptic curve over that passes through them. If the lifted points are linearly dependent, then the ECDLP is solved. Our purpose is to analyze the practicality of this algorithm. We find that asymptotically the algorithm is virtually certain to fail, because of an absolute bound on the size of the coefficients of a relation satisfied by the lifted points. Moreover, even for smaller values of p experiments show that the odds against finding a suitable lifting are prohibitively high.     

On type basic hypergeometric orthogonal polynomials

The five parameter family of Koornwinder's multivariable analogues of the Askey-Wilson polynomials is studied with four parameters generically complex. The Koornwinder polynomials form an orthogonal system with respect to an explicit (in general complex) measure. A partly discrete orthogonality measure is obtained by shifting the contour to the torus while picking up residues. A parameter domain is given for which the partly discrete orthogonality measure is positive. The orthogonality relations and norm evaluations for multivariable -Racah polynomials and multivariable big and little -Jacobi polynomials are proved by taking suitable limits in the orthogonality relations for the Koornwinder polynomials. In particular new proofs of several well-known -analogues of the Selberg integral are obtained.

     

Scattering matrices for the quantum body problem

Let be a generalized body Schrödinger operator with very short range potentials. Using Melrose's scattering calculus, it is shown that the free channel `geometric' scattering matrix, defined via asymptotic expansions of generalized eigenfunctions of , coincides (up to normalization) with the free channel `analytic' scattering matrix defined via wave operators. Along the way, it is shown that the free channel generalized eigenfunctions of Herbst-Skibsted and Jensen-Kitada coincide with the plane waves constructed by Hassell and Vasy and if the potentials are very short range.

     

Fractional diffusion models of option prices in markets with jumps

Most of the recent literature dealing with the modeling of financial assets assumes that the underlying dynamics of equity prices follow a jump process or a Lévy process. This is done to incorporate rare or extreme events not captured by Gaussian models. Of those financial models proposed, the most interesting include the CGMY, KoBoL and FMLS. All of these capture some of the most important characteristics of the dynamics of stock prices. In this article we show that for these particular Lévy processes, the prices of financial derivatives, such as European-style options, satisfy a fractional partial differential equation (FPDE). As an application, we use numerical techniques to price exotic options, in particular barrier options, by solving the corresponding FPDEs derived.