Estimation of intrinsic processes affected by additive fractal noise

Fractal Gaussian models have been widely used to represent the singular behavior of phenomena arising in different applied fields; for example, fractional Brownian motion and fractional Gaussian noise are considered as monofractal models in subsurface hydrology and geophysical studies Mandelbrot [The Fractal Geometry of Nature, Freeman Press, San Francisco, 1982 [13]]. In this paper, we address the problem of least-squares linear estimation of an intrinsic fractal input random field from the observation of an output random field affected by fractal noise (see Angulo et al. [Estimation and filtering of fractional generalised random fields, J. Austral. Math. Soc. A 69 (2000) 1-26 [2]], Ruiz-Medina et al. [Fractional generalized random fields on bounded domains, Stochastic Anal. Appl. 21 (2003a) 465-492], Ruiz-Medina et al. [Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields, J. Multivariate Anal. 85 (2003b) 192-216]. Conditions on the fractality order of the additive noise are studied to obtain a bounded inversion of the associated Wiener-Hopf equation. A stable solution is then obtained in terms of orthogonal bases of the reproducing kernel Hilbert spaces associated with the random fields involved. Such bases are constructed from orthonormal wavelet bases (see Angulo and Ruiz-Medina [Multiresolution approximation to the stochastic inverse problem, Adv. in Appl. Probab. 31 (1999) 1039-1057], Angulo et al. [Wavelet-based orthogonal expansions of fractional generalized random fields on bounded domains, Theoret. Probab. Math. Stat. (2004), in press]). A simulation study is carried out to illustrate the influence of the fractality orders of the output random field and the fractal additive noise on the stability of the solution derived.     

The Riesz decomposition of finely superharmonic functions

This paper answers a question of Fuglede about minimal positive harmonic functions associated with irregular boundary points. As a consequence, an old and central problem of fine potential theory, concerning the Riesz decomposition, is resolved. Namely, it is shown that, on certain fine domains, there exist positive finely superharmonic functions which do not admit any positive finely harmonic minorant and yet are not fine potentials.     

Global existence and asymptotic behavior of classical solutions of quasilinear hyperbolic systems with linearly degenerate characteristic fields

In this paper, we study the global existence and the asymptotic behavior of classical solution of the Cauchy problem for quasilinear hyperbolic system with constant multiple and linearly degenerate characteristic fields. We prove that the global C¹ solution exists uniquely if the BV norm of the initial data is sufficiently small. Based on the existence result on the global classical solution, we show that, when the time t tends to the infinity, the solution approaches a combination of C¹ traveling wave solutions. Finally, we give an application to the equation for time-like extremal surfaces in the Minkowski space-time R1+n.     

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

Removable singularities of CR functions on singular boundaries

The problem of analytic representation of integrable CR functions on hypersurfaces with singularities is treated. The nature of singularities does not matter while the set of singularities has surface measure zero. For simple singularities like cuspidal points, edges, corners, etc., also the behaviour of representing analytic functions near singular points is studied. Received: 8 December 2000; in final form: 24 June 2001/Published online: 1 February 2002     

Global Existence and Exponential Stability of Smooth Solutions to a Full Hydrodynamic Model to Semiconductors

 We study a full hydrodynamic semiconductor model in multi-space dimension. The global existence of smooth solutions is established and the exponential stability of the solutions as is investigated. Received November 14, 2000; in revised form March 25, 2002 Published online August 5, 2002     

Cohomological properties of the quantum shuffle product and application to the construction of quasi-Hopf algebras

For a commutative algebra the shuffle product is a morphism of complexes. We generalize this result to the quantum shuffle product, associated to a class of non-commutative algebras (for example all the Hopf algebras). As a first application we show that the Hochschild-Serre identity is the dual statement of our result. In particular, we extend this identity to Hopf algebras. Secondly, we clarify the construction of a class of quasi-Hopf algebras.     

Extended non-abelian gauge symmetries in the classical WZNW model

Higher spin extensions of the non-Abelian gauge symmetries for the classical WZNW model are considered. Both linear and nonlinear realizations of the extended affine Kac-Moody algebra are obtained. It is a characteristic property of the WZNW model that it admits a higher spin linear realization of the extended affine Kac-Moody algebra which is equivalent to the corresponding higher spin nonlinear realization of the same algebra. However, in both cases, the higher spin Noether currents do not span an invariant space with respect to their generating transformations. Here, the current space is extended to an invariant space which allows us to gauge the symmetry.Supported by Bulgarian Foundation on Fundamental Research under contract Ph-318/93-95.     

Algebraically flat or projective algebras

We define and study algebraically flat algebras in order to have a better understanding of algebraically projective algebras of finite type (the projective algebras of literature). A close examination of the differential properties of these algebras leads to our main structure theorem. As a corollary, we get that an algebraically projective algebra of finite type over a field is either a polynomial ring or the affine algebra of a complete intersection.