Comparison of solutions of stochastic equations and applications

Pathwise comparison of solutions to a class of stochastic systems of differential equations is proved which extends the existing result of Geiβ and Manthey. When the diffusion coefficients are defferent, the Gal’?huk-Davis method is extended to establish the comparision results. We illustrate our results with several examples some of which arise in stochastic finance theory     

The behavior of differential forms under purely inseparable extensions

Let F be a field of characteristic 2. In this paper we give a complete computation of the kernel of the homomorphism $H_2^{m+1}(F)?H_2^{m+1}(L)$ induced by scalar extension, where $L/F$ is a purely inseparable extension (of any degree), $H_2^{m+1}(F)$ is the cokernel of the Artin–Schreier operator $?:{\mathrm{\Omega }}_F^m?{\mathrm{\Omega }}_F^m/\mathrm{d}{\mathrm{\Omega }}_F^{m?1}$ given by: $x\frac{\mathrm{d}{x}_1}{x_1}\wedge ?\wedge \frac{\mathrm{d}{x}_m}{x_m}?(x^2?x)\frac{\mathrm{d}{x}_1}{x_1}\wedge ?\wedge \frac{\mathrm{d}{x}_m}{x_m}+\mathrm{d}{\mathrm{\Omega }}_F^{m?1}$, where ${\mathrm{\Omega }}_F^m$ is the space of absolute m-differential forms over F and d is the differential operator. Other related results are included.     

A new exclusion test for finding the global minimum

Exclusion algorithms have been used recently to find all solutions of a system of nonlinear equations or to find the global minimum of a function over a compact domain. These algorithms are based on a minimization condition that can be applied to each cell in the domain. In this paper, we consider Lipschitz functions of order α and give a new minimization condition for the exclusion algorithm. Furthermore, convergence and complexity results are presented for such algorithm.     

Algorithms for finding connected separators between antipodal points

A set (or a collection of sets) contained in the Euclidean space Rm is symmetric if it is invariant under the antipodal map. Given a symmetric unicoherent polyhedron X (like an n-dimensional cube or a sphere) and an odd real function f defined on vertices of a certain symmetric triangulation of X, we algorithmically construct a connected symmetric separator of X by choosing a subcollection of the triangulation. Each element of the subcollection contains the vertices v and u such that f(v)f(u)?0.     

Amorphe Potenzen kompakter Räume

A set is amorphous, if it is not a union of two disjoint infinite subsets. The following variants of the Tychonoff product theorem are investigated in the hierarchy of weak choice principles. TA1: An amorphous power of a compactT ₂ space is compact. TA2: An amorphous power of a compactT ₂ space which as a set is wellorderable is compact. In ZF⁰TA1 is equivalent to the assertion, that amorphous sets are finite. RT is Ramsey's theorem, that every finite colouring of the set ofn-element subsets of an infinite set has an infinite homogeneous subset and PW is Rubin's axiom, that the power set of an ordinal is wellorderable. In ZF⁰RT+PW implies TA2. Since RT+PW is compatible with the existence of infinite amorphous sets, TA2 does not imply TA1 in ZF⁰. But TA2 cannot be proved in ZF⁰ alone. As an application, we prove a theorem of Stone, using a weak wellordering axiomD ₃ (a set is wellorderable, if each of its infinite subsets is structured) together with RT.

Diese Arbeit ist Teil der Habilitationsschrift des Verfassers im Fachgebiet Mathematische Analysis an der Technischen Universität Wien.     

A representation theorem for maxitive measures

A maxitive measure is a nonnegative function η on a σ-algebra Σ and such that η(U_j A_j ) = sup_j η(A_j) for all countable disjoint families of sets (A_j) in Σ. A representation theorem for such measures is established, and next applied to represent Köthe function M-spaces as L_∞-spaces.     

Solution of the Truncated Parabolic Moment Problem

Given real numbers with ₀₀ >0 , the truncated parabolic moment problem for entails finding necessary and sufficient conditions for the existence of a positive Borel measure , supported in the parabola p(x, y) = 0, such that We prove that admits a representing measure (as above) if and only if the associated moment matrix is positive semidefinite, recursively generated and has a column relation p(X, Y) = 0, and the algebraic variety () associated to satisfies card In this case, admits a rank -atomic (minimal) representing measure.Submitted: August 25, 2003     

Zero-term rank preservers

We obtain characterizations of those linear operators that preserve zero-term rank on the m×n matrices over antinegative semirings. That is, a linear operator T preserves zero-term rank if and only if it has the form T(X)=P(B∘X)Q, where P, Q are permutation matrices and B∘X is the Schur product with B whose entries are all nonzero and not zero-divisors.