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     

Reducing systems of linear differential equations to a passive form

In this paper, an application of the Riquer-Thomas-Janet theory is described for the problem of transforming a system of partial differential equations into a passive form, i.e., to a special form which contains explicitly both the equations of the initial system and all their nontrivial differential consequences. This special representation of a system markedly facilitates the subsequent integration of the corresponding differential equations. In this paper, the modern approach to the indicated problem is presented. This is the approach adopted in the Knuth-Bendix procedure [13] for critical-pair/completion and then Buchberger's algorithm for completion of polynomial ideal bases [13] (or, alternatively, for the construction of Groebner bases for ideals in a differential operator ring [14]). The algorithm of reduction to the passive form for linear system of partial differential equations and its implementation in the algorithmic language REFAL, as well as the capabilities of the corresponding program, are outlined. Examples illustrating the power and efficiency of the system are presented.     

Symmetries and conservation laws of partial differential equations: Basic notions and results

The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed.     

Commutant Lifting Theorem for the Bergman Space

The central question of this paper is the one of finding the right analogue of the Commutant Lifting Theorem for the Bergman space L_a². We also analyze the analogous problem for weighted Bergman spaces L_a,α², − 1 < α < ∞.     

Equivalences of comodule categories for coalgebras over rings

In this article we defined and studied quasi-finite comodules, the cohom functors for coalgebras over rings. Linear functors between categories of comodules are also investigated and it is proved that good enough linear functors are nothing but a cotensor functor. Our main result of this work characterizes equivalences between comodule categories generalizing the Morita-Takeuchi theory to coalgebras over rings. Morita-Takeuchi contexts in our setting is defined and investigated, a correspondence between strict Morita-Takeuchi contexts and equivalences of comodule categories over the involved coalgebras is obtained. Finally, we proved that for coalgebras over QF-rings Takeuchi's representation of the cohom functor is also valid.     

Rehabilitation of the Gauss-Jordan algorithm

Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties.     

Defect operators, defect functions and defect indices for analytic submodules

This paper mainly concerns defect operators and defect functions of Hardy submodules, Bergman submodules over the unit ball, and Hardy submodules over the polydisk. The defect operator (function) carries key information about operator theory (function theory) and structure of analytic submodules. The problem when a submodule has finite defect is attacked for both Hardy submodules and Bergman submodules. Our interest will be in submodules generated by polynomials. The reason for choosing such submodules is to understand the interaction of operator theory, function theory and algebraic geometry.     

Positions of convex bodies associated to extremal problems and isotropic measures

We show that there are close relations between extremal problems in dual Brunn-Minkowski theory and isotropic-type properties for some Borel measures on the sphere. The methods we use allow us to obtain similar results in the context of Firey-Brunn-Minkowski theory. We also study reverse inequalities for dual mixed volumes which are related with classical positions, such as ?-position or isotropic position.     

Higher Order Peak Algebras

Using the theory of noncommutative symmetric functions, we introduce the higher order peak algebras (Sym(N))_N≥1, a sequence of graded Hopf algebras which contain the descent algebra and the usual peak algebra as initial cases (N=1 and N=2). We compute their Hilbert series, introduce and study several combinatorial bases, and establish various algebraic identities related to the multisection of formal power series with noncommutative coefficients. Received November 19, 2004