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     

Angle theorems for the Lagrangian mean curvature flow

We prove that symplectic maps between Riemann surfaces L, M of constant, nonpositive and equal curvature converge to minimal symplectic maps, if the Lagrangian angle for the corresponding Lagrangian submanifold in the cross product space satisfies . If one considers a 4-dimensional K?hler-Einstein manifold of nonpositive scalar curvature that admits two complex structures J, K which commute and assumes that is a compact oriented Lagrangian submanifold w.r.t. J such that the K?hler form w.r.t.K restricted to L is positive and , then L converges under the mean curvature flow to a minimal Lagrangian submanifold which is calibrated w.r.t. . Received: 11 April 2001 / Published online: 29 April 2002     

On a conjecture of Cox and Katz

This note shows that a certain toric quotient of the quintic Calabi-Yau threefold in provides a counterexample to a recent conjecture of Cox and Katz concerning nef cones of toric hypersurfaces. Received: 8 February 2001; in final form: 17 September 2001 / Published online: 1 February 2002     

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     

Simultaneous Packing and Covering in the Euclidean Plane

 In this article we study the simultaneous packing and covering constants of two-dimensional centrally symmetric convex domains. Besides an identity result between translative case and lattice case and a general upper bound, exact values for some special domains are determined. Similar to Mahler and Reinhardt’s result about packing densities, we show that the simultaneous packing and covering constant of an octagon is larger than that of a circle. (Received 17 January 2001; in revised form 13 July 2001)     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

Kinetic Models for Chemotaxis and their Drift-Diffusion Limits

Kinetic models for chemotaxis, nonlinearly coupled to a Poisson equation for the chemo-attractant density, are considered. Under suitable assumptions on the turning kernel (including models introduced by Othmer, Dunbar and Alt), convergence in the macroscopic limit to a drift-diffusion model is proven. The drift-diffusion models derived in this way include the classical Keller-Segel model. Furthermore, sufficient conditions for kinetic models are given such that finite-time-blow-up does not occur. Examples are given satisfying these conditions, whereas the macroscopic limit problem is known to exhibit finite-time-blow-up. The main analytical tools are entropy techniques for the macroscopic limit as well as results from potential theory for the control of the chemo-attractant density.Present address: Centro de Matemática e Aplicações Fundamentais, Universidade de Lisboa, Av. Prof. Gama Pinto 2, 1649-003, Lisboa, Portugal