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     

IFS attractors and Cantor sets

We build a metric space which is homeomorphic to a Cantor set but cannot be realized as the attractor of an iterated function system. We give also an example of a Cantor set K in R³ such that every homeomorphism f of R³ which preserves K coincides with the identity on K.     

Syntactic characterization of closure under connected limits

Summary We give a syntactic characterization of (finitary) theories whose categories of models are closed under the formation of connected limits (respectively the formation of pullbacks and substructures) in the category of all structures. They are also those theories whose consistent extensions by new atomic facts admit in each component an initial structure (respectively an initial term structure), and also thoseT for whichM(T) is locally finitely multi-presentable in a canonical way. We also show that these two properties of theories are nonuniform.     

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.     

Fibrations of bigroupoids

Using Brown's construction (J. Algebra 15 (1970) 103) of an exact 6-term sequence for a fibration of groupoids we show how an exact 9-term sequence can be associated to a fibration of bigroupoids. Applications to topology and algebra are given.     

Unavoidable Traces Of Set Systems

Sauer, Shelah, Vapnik and Chervonenkis proved that if a set system on n vertices contains many sets, then the set system has full trace on a large set. Although the restriction on the size of the groundset cannot be lifted, Frankl and Pach found a trace structure that is guaranteed to occur in uniform set systems even if we do not bound the size of the groundset. In this note we shall give three sequences of structures such that every set system consisting of sufficiently many sets contains at least one of these structures with many sets.     

Rank one perturbations at infinite coupling in Pontryagin spaces

In this paper we relate the operators in the operator representations of a generalized Nevanlinna function N(z) and of the function −N(z)⁻¹ under the assumption that z=∞ is the only (generalized) pole of nonpositive type. The results are applied to the Q-function for S and H and the Q-function for S and H^∞, where H is a self-adjoint operator in a Pontryagin space with a cyclic element w, H^∞ is the self-adjoint relation obtained from H and w via a rank one perturbation at infinite coupling, and S is the symmetric operator given by S=H∩H^∞.     

The existence of Thom classes

In this paper we consider the category of unstable modules over the Steenrod algebra. We prove the existence of finite primary decompositions in this category. Moreover, we prove the existence of Thom classes in noetherian unstable modules, i.e., elements that generate cyclic unstable submodules that are closed under the action of the Steenrod algebra. This in turn leads to the proof of the prime filtration theorem in the category of noetherian unstable modules. As an application we present a proof of the Landweber-Stong conjecture (now a theorem by D. Bourguiba and S. Zarati) that does not make use of the classification of injectives.     

Construction of the fundamental solution of disturbed parabolic equation

In present paper the parabolic equation solution is built. The construction is reduced to iterative procedure. And convergence of the latter is proven.     

A real algorithm for the Hermitian eigenvalue decomposition

Modifying complex plane rotations, we derive a new Jacobi-type algorithm for the Hermitian eigendecomposition, which uses only real arithmetic. When the fast-scaled rotations are incorporated, the new algorithm brings a substantial reduction in computational costs. The new method has the same convergence properties and parallelism as the symmetric Jacobi algorithm. Computational test results show that it produces accurate eigenvalues and eigenvectors and achieves great reduction in computational time.The work of this author was supported in part by the National Science Foundation grant CCR-8813493 and by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.The work of this author was supported in part by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.