@unpublished{SchulzeSterninShatalov1997,
  author    = {Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {On the index of differential operators on manifolds with conical singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-24965},
  year      = {1997},
  abstract  = {The paper contains the proof of the index formula for manifolds with conical points. For operators subject to an additional condition of spectral symmetry, the index is expressed as the sum of multiplicities of spectral points of the conormal symbol (indicial family) and the integral from the Atiyah-Singer form over the smooth part of the manifold. The obtained formula is illustrated by the example of the Euler operator on a two-dimensional manifold with conical singular point.},
  language  = {en}
}
@unpublished{AirapetyanWitt1997,
  author    = {Airapetyan, Ruben and Witt, Ingo},
  title     = {Isometric properties of the Hankel Transformation in weighted sobolev spaces},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25001},
  year      = {1997},
  abstract  = {It is shown that the Hankel transformation Hsub(v) acts in a class of weighted Sobolev spaces. Especially, the isometric mapping property of Hsub(v) which holds on L²(IRsub(+),rdr) is extended to spaces of arbitrary Sobolev order. The novelty in the approach consists in using techniques developed by B.-W. Schulze and others to treat the half-line Rsub(+) as a manifold with a conical singularity at r = 0. This is achieved by pointing out a connection between the Hankel transformation and the Mellin transformation.The procedure proposed leads at the same time to a short proof of the Hankel inversion formula. An application to the existence and higher regularity of solutions, including their asymptotics, to the 1-1-dimensional edge-degenerated wave equation is given.},
  language  = {en}
}
@unpublished{SchulzeTarkhanov1997,
  author    = {Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {The Riemann-Roch theorem for manifolds with conical singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25051},
  year      = {1997},
  abstract  = {The classical Riemann-Roch theorem is extended to solutions of elliptic equations on manifolds with conical points.},
  language  = {en}
}
@unpublished{SchulzeSterninShatalov1997,
  author    = {Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {Operator algebras on singular manifolds. IV, V},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25062},
  year      = {1997},
  language  = {en}
}
@unpublished{NazaikinskiiSchulzeSterninetal.1997,
  author    = {Nazaikinskii, Vladimir and Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {A Lefschetz fixed point theorem for manifolds with conical singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25073},
  year      = {1997},
  abstract  = {We establish an Atiyah-Bott-Lefschetz formula for elliptic operators on manifolds with conical singular points.},
  language  = {en}
}
@unpublished{NazaikinskiiSchulzeSterninetal.1997,
  author    = {Nazaikinskii, Vladimir and Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {Quantization of symplectic transformations on manifolds with conical singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25084},
  year      = {1997},
  abstract  = {The structure of symplectic (canonical) transformations on manifolds with conical singularities is established. The operators associated with these transformations are defined in the weight spaces and their properties investigated.},
  language  = {en}
}
@unpublished{FedosovSchulzeTarkhanov1997,
  author    = {Fedosov, Boris and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {The index of elliptic operators on manifolds with conical points},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25096},
  year      = {1997},
  abstract  = {For general elliptic pseudodifferential operators on manifolds with singular points, we prove an algebraic index formula. In this formula the symbolic contributions from the interior and from the singular points are explicitly singled out. For two-dimensional manifolds, the interior contribution is reduced to the Atiyah-Singer integral over the cosphere bundle while two additional terms arise. The first of the two is one half of the 'eta' invariant associated to the conormal symbol of the operator at singular points. The second term is also completely determined by the conormal symbol. The example of the Cauchy-Riemann operator on the complex plane shows that all the three terms may be non-zero.},
  language  = {en}
}
@unpublished{FedosovSchulzeTarkhanov1997,
  author    = {Fedosov, Boris and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {On the index formula for singular surfaces},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25116},
  year      = {1997},
  abstract  = {In the preceding paper we proved an explicit index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points. Apart from the Atiyah-Singer integral, it contains two additional terms, one of the two being the 'eta' invariant defined by the conormal symbol. In this paper we clarify the meaning of the additional terms for differential operators.},
  language  = {en}
}
@unpublished{SchulzeSterninShatalov1997,
  author    = {Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {On general boundary value problems for elliptic equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25138},
  year      = {1997},
  abstract  = {We construct a theory of general boundary value problems for differential operators whose symbols do not necessarily satisfy the Atiyah-Bott condition [3] of vanishing of the corresponding obstruction. A condition for these problems to be Fredholm is introduced and the corresponding finiteness theorems are proved.},
  language  = {en}
}
@unpublished{SchulzeNazaikinskiiSterninetal.1997,
  author    = {Schulze, Bert-Wolfgang and Nazaikinskii, Vladimir and Sternin, Boris and Shatalov, Victor},
  title     = {Spectral boundary value problems and elliptic equations on singular manifolds},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25147},
  year      = {1997},
  abstract  = {For elliptic operators on manifolds with boundary, we define spectral boundary value problems, which generalize the Atiyah-Patodi-Singer problem to the case of nonhomogeneous boundary conditions, operators of arbitrary order, and nonself-adjoint conormal symbols. The Fredholm property is proved and equivalence with certain elliptic equations on manifolds with conical singularities is established.},
  language  = {en}
}
@unpublished{BoeckmannBieleNeuberetal.1997,
  author    = {B{\"o}ckmann, Christine and Biele, Jens and Neuber, Roland and Niebsch, Jenny},
  title     = {Retrieval of multimodal aerosol size distribution by inversion of multiwavelength data},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14360},
  year      = {1997},
  abstract  = {The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.},
  language  = {en}
}
@unpublished{SchulzeTarkhanov1997,
  author    = {Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {Lefschetz theory on manifolds with edges : introduction},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-24948},
  year      = {1997},
  abstract  = {The aim of this book is to develop the Lefschetz fixed point theory for elliptic complexes of pseudodifferential operators on manifolds with edges. The general Lefschetz theory contains the index theory as a special case, while the case to be studied is much more easier than the index problem. The main topics are: - The calculus of pseudodifferential operators on manifolds with edges, especially symbol structures (inner as well as edge symbols). - The concept of ellipticity, parametrix constructions, elliptic regularity in Sobolev spaces. - Hodge theory for elliptic complexes of pseudodifferential operators on manifolds with edges. - Development of the algebraic constructions for these complexes, such as homotopy, tensor products, duality. - A generalization of the fixed point formula of Atiyah and Bott for the case of simple fixed points. - Development of the fixed point formula also in the case of non-simple fixed points, provided that the complex consists of diferential operarators only. - Investigation of geometric complexes (such as, for instance, the de Rham complex and the Dolbeault complex). Results in this direction are desirable because of both purely mathe matical reasons and applications in natural sciences.},
  language  = {en}
}
@unpublished{SchulzeSterninShatalov1997,
  author    = {Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {Nonstationary problems for equations of Borel-Fuchs type},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-24973},
  year      = {1997},
  abstract  = {In the paper, the nonstationary problems for equations of Borel-Fuchs type are investigated. The asymptotic expansion are obtained for different orders of degeneration of operators in question. The approach to nonstationary problems based on the asymptotic theory on abstract algebras is worked out.},
  language  = {en}
}
@unpublished{GalstianYagdjian1997,
  author    = {Galstian, Anahit and Yagdjian, Karen},
  title     = {Exponential function of pseudo-differential operators},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-24982},
  year      = {1997},
  abstract  = {The paper is devoted to the construction of the exponential function of a matrix pseudo-differential operator which do not satisfy any of the known theorems (see, Sec.8 Ch.VIII and Sec.2 Ch.XI of [17]). The applications to the construction of the fundamental solution for the Cauchy problem for the hyperbolic operators with the characteristics of variable multiplicity are given, too.},
  language  = {en}
}
@unpublished{RabinovichSchulzeTarkhanov1997,
  author    = {Rabinovich, Vladimir and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {A calculus of boundary value problems in domains with Non-Lipschitz Singular Points},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-24957},
  year      = {1997},
  abstract  = {The paper is devoted to pseudodifferential boundary value problems in domains with singular points on the boundary. The tangent cone at a singular point is allowed to degenerate. In particular, the boundary may rotate and oscillate in a neighbourhood of such a point. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to singular points.},
  language  = {en}
}
@unpublished{SchulzeSterninShatalov1997,
  author    = {Schulze, Bert-Wolfgang and Sternin, Boris and Shatalov, Victor},
  title     = {Operator algebras on singular manifolds. I},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25011},
  year      = {1997},
  language  = {en}
}
@unpublished{Fedosov1997,
  author    = {Fedosov, Boris},
  title     = {Non-Abelian reduction in deformation quantization},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25101},
  year      = {1997},
  abstract  = {We consider a G-invariant star-product algebra A on a symplectic manifold (M,ω) obtained by a canonical construction of deformation quantization. Under assumptions of the classical Marsden-Weinstein theorem we define a reduction of the algebra A with respect to the G-action. The reduced algebra turns out to be isomorphic to a canonical star-product algebra on the reduced phase space B. In other words, we show that the reduction commutes with the canonical G-invariant deformation quantization. A similar statement in the framework of geometric quantization is known as the Guillemin-Sternberg conjecture (by now completely proved).},
  language  = {en}
}
@unpublished{HieberSchrohe1997,
  author    = {Hieber, Matthias and Schrohe, Elmar},
  title     = {Lρ spectral independence of elliptic operators via commutator estimates},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25047},
  year      = {1997},
  abstract  = {Let {Tsub(p) : q1 ≤ p ≤ q2} be a family of consistent Csub(0) semigroups on Lφ(Ω) with q1, q2 ∈ [1, ∞)and Ω ⊆ IRn open. We show that certain commutator conditions on Tφ and on the resolvent of its generator Aφ ensure the φ independence of the spectrum of Aφ for φ ∈ [q1, q2]. Applications include the case of Petrovskij correct systems with H{\"o}lder continuous coeffcients, Schr{\"o}dinger operators, and certain elliptic operators in divergence form with real, but not necessarily symmetric, or complex coeffcients.},
  language  = {en}
}
@unpublished{Korkey1998,
  author    = {Korkey, Michael Brian},
  title     = {Optimal factorization of Muckenhoupt weights},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25266},
  year      = {1998},
  abstract  = {Peter Jones' theorem on the factorization of Ap weights is sharpened for weights with bounds near 1, allowing the factorization to be performed continuously near the limiting, unweighted case. When 1 < p < infinite and omega is an Ap weight with bound Ap(omega) = 1 + epsilon, it is shown that there exist Asub1 weights u, v such that both the formula omega = uv(1-p) and the estimates A1 (u), A1 (v) = 1 + Omikron (√epsilon) hold. The square root in these estimates is also proven to be the correct asymptotic power as epsilon -> 0.},
  language  = {en}
}
@unpublished{SchulzeNazaikinskiiSternin1998,
  author    = {Schulze, Bert-Wolfgang and Nazaikinskii, Vladimir and Sternin, Boris},
  title     = {The index of quantized contact transformations on manifolds with conical singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25276},
  year      = {1998},
  abstract  = {The quantization of contact transformations of the cosphere bundle over a manifold with conical singularities is described. The index of Fredholm operators given by this quantization is calculated. The answer is given in terms of the Epstein-Melrose contact degree and the conormal symbol of the corresponding operator.},
  language  = {en}
}
@unpublished{SavinSchulzeSternin1998,
  author    = {Savin, Anton and Schulze, Bert-Wolfgang and Sternin, Boris},
  title     = {On the invariant index formulas for spectral boundary value problems},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25285},
  year      = {1998},
  abstract  = {In the paper we study the possibility to represent the index formula for spectral boundary value problems as a sum of two terms, the first one being homotopy invariant of the principal symbol, while the second depends on the conormal symbol of the problem only. The answer is given in analytical, as well as in topological terms.},
  language  = {en}
}
@unpublished{SchulzeNazaikinskiiSternin1998,
  author    = {Schulze, Bert-Wolfgang and Nazaikinskii, Vladimir and Sternin, Boris},
  title     = {A semiclassical quantization on manifolds with singularities and the Lefschetz Formula for Elliptic Operators},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25296},
  year      = {1998},
  abstract  = {For general endomorphisms of elliptic complexes on manifolds with conical singularities, the semiclassical asymptotics of the Atiyah-Bott-Lefschetz number is calculated in terms of fixed points of the corresponding canonical transformation of the symplectic space.},
  language  = {en}
}
@unpublished{ChenHidetoshi1998,
  author    = {Chen, Hua and Hidetoshi, Tahara},
  title     = {On the holomorphic solution of non-linear totally characteristic equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25333},
  year      = {1998},
  abstract  = {The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by G{\´e}rard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case.},
  language  = {en}
}
@unpublished{RabinovichSchulzeTarkhanov1998,
  author    = {Rabinovich, Vladimir and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {Boundary value problems in cuspidal wedges},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25363},
  year      = {1998},
  abstract  = {The paper is devoted to pseudodifferential boundary value problems in domains with cuspidal wedges. Concerning the geometry we even admit a more general behaviour, namely oscillating cuspidal wedges. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to edges.},
  language  = {en}
}
@unpublished{BoeckmannNiebsch1998,
  author    = {B{\"o}ckmann, Christine and Niebsch, Jenny},
  title     = {Examination of the nonlinear LIDAR-operator : the influence of inhomogeneous absorbing spheres on the operator},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14725},
  year      = {1998},
  abstract  = {The determination of the atmospheric aerosol size distribution is an inverse illposed problem. The shape and the material composition of the air-carried particles are two substantial model parameters. Present evaluation algorithms only used an approximation with spherical homogeneous particles. In this paper we propose a new numerically efficient recursive algorithm for inhomogeneous multilayered coated and absorbing particles. Numerical results of real existing particles show that the influence of the two parameters on the model is very important and therefore cannot be ignored.},
  language  = {en}
}
@unpublished{Dicken1998,
  author    = {Dicken, Volker},
  title     = {Simultaneous activity and attenuation reconstruction in emission tomography},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14747},
  year      = {1998},
  abstract  = {In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.},
  language  = {en}
}
@unpublished{FedosovSchulzeTarkhanov1998,
  author    = {Fedosov, Boris and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {The index of higher order operators on singular surfaces},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25127},
  year      = {1998},
  abstract  = {The index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points contains the Atiyah-Singer integral as well as two additional terms. One of the two is the 'eta' invariant defined by the conormal symbol, and the other term is explicitly expressed via the principal and subprincipal symbols of the operator at conical points. In the preceding paper we clarified the meaning of the additional terms for first-order differential operators. The aim of this paper is an explicit description of the contribution of a conical point for higher-order differential operators. We show that changing the origin in the complex plane reduces the entire contribution of the conical point to the shifted 'eta' invariant. In turn this latter is expressed in terms of the monodromy matrix for an ordinary differential equation defined by the conormal symbol.},
  language  = {en}
}
@unpublished{FedosovSchulzeTarkhanov1998,
  author    = {Fedosov, Boris and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {A remark on the index of symmetric operators},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25169},
  year      = {1998},
  abstract  = {We introduce a natural symmetry condition for a pseudodifferential operator on a manifold with cylindrical ends ensuring that the operator admits a doubling across the boundary. For such operators we prove an explicit index formula containing, apart from the Atiyah-Singer integral, a finite number of residues of the logarithmic derivative of the conormal symbol.},
  language  = {en}
}
@unpublished{ChenLua1998,
  author    = {Chen, Hua and Lua, Zhuangehu},
  title     = {On the holomorphic solution of non-linear totally characteristic equations with several space variables},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25189},
  year      = {1998},
  abstract  = {In this paper we study a class of non-linear singular partial differential equation in complex domain Csub(t) x C n sub(x). Under certain assumptions, we prove the existence and uniqueness of holomorphic solution near origin of Csub(t) x C n sub(x).},
  language  = {en}
}
@unpublished{NacinovichSchulzeTarkhanov1998,
  author    = {Nacinovich, Mauro and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {On carleman formulas for the dolbeault cohomology},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25224},
  year      = {1998},
  abstract  = {We discuss the Cauchy problem for the Dolbeault cohomology in a domain of C n with data on a part of the boundary. In this setting we introduce the concept of a Carleman function which proves useful in the study of uniqueness. Apart from an abstract framework we show explicit Carleman formulas for the Dolbeault cohomology.},
  language  = {en}
}
@unpublished{BuchholzSchulze1998,
  author    = {Buchholz, Thilo and Schulze, Bert-Wolfgang},
  title     = {Volterra operators and parabolicity : anisotropic pseudo-differential operators},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25231},
  year      = {1998},
  abstract  = {Parabolic equations on manifolds with singularities require a new calculus of anisotropic pseudo-differential operators with operator-valued symbols. The paper develops this theory along the lines of sn abstract wedge calculus with strongly continuous groups of isomorphisms on the involved Banach spaces. The corresponding pseodo-diferential operators are continuous in anisotropic wedge Sobolev spaces, and they form an alegbra. There is then introduced the concept of anisotropic parameter-dependent ellipticity, based on an order reduction variant of the pseudo-differential calculus. The theory is appled to a class of parabolic differential operators, and it is proved the invertibility in Sobolev spaces with exponential weights at infinity in time direction.},
  language  = {en}
}
@unpublished{SchulzeTarkhanov1998,
  author    = {Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {A Lefschetz fixed point formula in the relative elliptic theory},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25159},
  year      = {1998},
  abstract  = {A version of the classical Lefschetz fixed point formula is proved for the cohomology of the cone of a cochain mapping of elliptic complexes. As a particular case we show a Lefschetz formula for the relative de Rham cohomology.},
  language  = {en}
}
@unpublished{PaneahSchulze1998,
  author    = {Paneah, Boris and Schulze, Bert-Wolfgang},
  title     = {On the existence of smooth solutions of the dirichlet problem for hyperbolic : differential equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25179},
  year      = {1998},
  language  = {en}
}
@unpublished{LevendorskiiBoyarchenko1998,
  author    = {Levendorskii, Sergei Z. and Boyarchenko, Svetlana I.},
  title     = {On rational pricing of derivative securities for a familiy of non-Gaussian processes},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25196},
  year      = {1998},
  abstract  = {Linear and non-linear analogues of the Black-Scholes equation are derived when shocks can be described by a truncated L{\´e}vy process. A linear equation is derived under the perfect correlation assumption on returns for a derivative security and a stock, and its solutions for European put and call options are obtained. It is also shown that the solution violates the perfect correlation assumption unless a process is gaussian. Thus, for a family of truncated L{\´e}vy distributions, the perfect hedging is impossible even in the continuous time limit. A second linear analogue of the Black-Scholes equation is obtained by constructing a portfolio which eliminates fluctuations of the first order and assuming that the portfolio is risk-free; it is shown that this assumption fails unless a process is gaussian. It is shown that the di erence between solutions to the linear analogues of the Black-Scholes equations and solutions to the Black-Scholes equations are sizable. The equations and solutions can be written in a discretized approximate form which uses an observed probability distribution only. Non-linear analogues for the Black-Scholes equation are derived from the non-arbitrage condition, and approximate formulas for solutions of these equations are suggested. Assuming that a linear generalization of the Black-Scholes equation holds, we derive an explicit pricing formula for the perpetual American put option and produce numerical results which show that the difference between our result and the classical Merton's formula obtained for gaussian processes can be substantial. Our formula uses an observed distribution density, under very weak assumptions on the latter.},
  language  = {en}
}
@unpublished{LevendorskiiBoyarchenko1998,
  author    = {Levendorskii, Sergei Z. and Boyarchenko, Svetlana I.},
  title     = {Investment under uncertainty when shocks are non-gaussian},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25201},
  year      = {1998},
  language  = {en}
}
@unpublished{Fedosov1998,
  author    = {Fedosov, Boris},
  title     = {Moduli spaces and deformation quantization in infinite dimensions},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25396},
  year      = {1998},
  abstract  = {We construct a deformation quantization on an infinite-dimensional symplectic space of regular connections on an SU(2)-bundle over a Riemannian surface of genus g ≥ 2. The construction is based on the normal form thoerem representing the space of connections as a fibration over a finite-dimensional moduli space of flat connections whose fibre is a cotangent bundle of the infinite-dimensional gauge group. We study the reduction with respect to the gauge groupe both for classical and quantum cases and show that our quantization commutes with reduction.},
  language  = {en}
}
@unpublished{Rebahi1998,
  author    = {Rebahi, Y.},
  title     = {Asymptotics of solutions of differential equations on manifolds with cusps},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25372},
  year      = {1998},
  language  = {en}
}
@unpublished{Gilkey1998,
  author    = {Gilkey, Peter},
  title     = {The heat content asymptotics for variable geometries},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25381},
  year      = {1998},
  abstract  = {We study the heat content asymptotics on a compact manifold with boundary defened by a time dependent family of operators of Laplace type.},
  language  = {en}
}
@unpublished{SchulzeTarkhanov1998,
  author    = {Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {Elliptic complexes of pseudodifferential operators on manifolds with edges},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25257},
  year      = {1998},
  abstract  = {On a compact closed manifold with edges live pseudodifferential operators which are block matrices of operators with additional edge conditions like boundary conditions in boundary value problems. They include Green, trace and potential operators along the edges, act in a kind of Sobolev spaces and form an algebra with a wealthy symbolic structure. We consider complexes of Fr{\´e}chet spaces whose differentials are given by operators in this algebra. Since the algebra in question is a microlocalization of the Lie algebra of typical vector fields on a manifold with edges, such complexes are of great geometric interest. In particular, the de Rham and Dolbeault complexes on manifolds with edges fit into this framework. To each complex there correspond two sequences of symbols, one of the two controls the interior ellipticity while the other sequence controls the ellipticity at the edges. The elliptic complexes prove to be Fredholm, i.e., have a finite-dimensional cohomology. Using specific tools in the algebra of pseudodifferential operators we develop a Hodge theory for elliptic complexes and outline a few applications thereof.},
  language  = {en}
}
@unpublished{SchulzeTarkhanov1998,
  author    = {Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {Euler solutions of pseudodifferential equations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25211},
  year      = {1998},
  abstract  = {We consider a homogeneous pseudodifferential equation on a cylinder C = IR x X over a smooth compact closed manifold X whose symbol extends to a meromorphic function on the complex plane with values in the algebra of pseudodifferential operators over X. When assuming the symbol to be independent on the variable t element IR, we show an explicit formula for solutions of the equation. Namely, to each non-bijectivity point of the symbol in the complex plane there corresponds a finite-dimensional space of solutions, every solution being the residue of a meromorphic form manufactured from the inverse symbol. In particular, for differential equations we recover Euler's theorem on the exponential solutions. Our setting is model for the analysis on manifolds with conical points since C can be thought of as a 'stretched' manifold with conical points at t = -infinite and t = infinite.},
  language  = {en}
}
@unpublished{Jaiani1998,
  author    = {Jaiani, George V.},
  title     = {Bending of an orthotropic cusped plate},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25356},
  year      = {1998},
  abstract  = {The bending of an orthotropic cusped plate in energetic and weighted Sobolev spaces has been considered. The existence and uniqueness of generalized and weak solutions of admissible boundary value problems (BVPs) have been investigated.},
  language  = {en}
}
@unpublished{Jaiani1998,
  author    = {Jaiani, George},
  title     = {On a mathematical model of a bar with variable rectangular cross-section},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25347},
  year      = {1998},
  abstract  = {Generalizing an idea of I. Vekua [1] who, in order to construct theory of plates and shells, fields of displacements, strains and stresses of threedimensional theory of linear elasticity expands into the orthogonal Fourier-series by Legendre Polynomials with respect to the variable along thickness, and then leaves only first N + 1, N = 0, 1, ..., terms, in the bar model under consideration all above quantities have been expanded into orthogonal double Fourier-series by Legendre Polynomials with respect to the variables along thickness, and width of the bar, and then first (Nsub(3) + 1)(Nsub(2) + 1), Nsub(3), Nsub(2) = 0, 1,..., terms have been left. This case will be called (Nsub(3), Nsub(2)) approximation. Both in general (Nsub(3), Nsub(2)) and in particular (0,0) (1,0) cases of approximation, the question of wellposedness of initial and boundary value problems, existence and uniqueness of solutions have been investigated. The cases when variable cross-section turns into segments of straight line, and points have been also considered. Such bars will be called cusped bars (see also [2]).},
  language  = {en}
}
@unpublished{SchroheWalzeWarzecha1998,
  author    = {Schrohe, Elmar and Walze, Markus and Warzecha, Jan-Martin},
  title     = {Construction de Triplets Spectraux {\`a} Partir de Modules de Fredholm},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25247},
  year      = {1998},
  abstract  = {Soit (A, H, F) un module de Fredholm p-sommable, o{\`u} l'alg{\`e}bre A = CT est engendr{\´e}e par un groupe discret Gamma d'{\´e}l{\´e}ments unitaires de L(H) qui est de croissance polynomiale r. On construit alors un triplet spectral (A, H, D) sommabilit{\´e} q pour tout q > p + r + 1 avec F = signD. Dans le cas o{\`u} (A, H, F) est (p, infini)-sommable on obtient la (q, infini)-sommabilit{\´e} de (A, H, D)pour tout q > p + r + 1.},
  language  = {fr}
}
@unpublished{LauterSeiler1999,
  author    = {Lauter, Robert and Seiler, J{\"o}rg},
  title     = {Pseudodifferential analysis on manifolds with boundary - a comparison of b-calculus and cone algebra},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25611},
  year      = {1999},
  abstract  = {We establish a relation between two different approaches to a complete pseudodifferential analysis of totally characteristic or Fuchs type operators on compact manifolds with boundary respectively conical singularities: Melrose's (overblown) b-calculus and Schulze's cone algebra. Though quite different in their definition, we show that these two pseudodifferential calculi basically contain the same operators.},
  language  = {en}
}
@unpublished{KytmanovMyslivetsTarkhanov1999,
  author    = {Kytmanov, Alexander and Myslivets, Simona and Tarkhanov, Nikolai Nikolaevich},
  title     = {Analytic representation of CR Functions on hypersurfaces with singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25631},
  year      = {1999},
  abstract  = {We prove a theorem on analytic representation of integrable CR functions on hypersurfaces with singular points. Moreover, the behaviour of representing analytic functions near singular points is investigated. We are aimed at explaining the new effect caused by the presence of a singularity rather than at treating the problem in full generality.},
  language  = {en}
}
@unpublished{BoeckmannSarkoezi1999,
  author    = {B{\"o}ckmann, Christine and Sark{\"o}zi, Janos},
  title     = {The ill-posed inversion of multiwavelength lidar data by a hybrid method of variable projection},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-14847},
  year      = {1999},
  abstract  = {The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements.},
  language  = {en}
}
@unpublished{SchulzeSavinSternin1999,
  author    = {Schulze, Bert-Wolfgang and Savin, Anton and Sternin, Boris},
  title     = {Elliptic operators in subspaces and the eta invariant},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25496},
  year      = {1999},
  abstract  = {The paper deals with the calculation of the fractional part of the η-invariant for elliptic self-adjoint operators in topological terms. The method used to obtain the corresponding formula is based on the index theorem for elliptic operators in subspaces obtained in [1], [2]. It also utilizes K-theory with coefficients Zsub(n). In particular, it is shown that the group K(T*M,Zsub(n)) is realized by elliptic operators (symbols) acting in appropriate subspaces.},
  language  = {en}
}
@unpublished{FedosovSchulzeTarkhanov1999,
  author    = {Fedosov, Boris and Schulze, Bert-Wolfgang and Tarkhanov, Nikolai Nikolaevich},
  title     = {A general index formula on tropic manifolds with conical points},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25501},
  year      = {1999},
  abstract  = {We solve the index problem for general elliptic pseudodifferential operators on toric manifolds with conical points.},
  language  = {en}
}
@unpublished{SchulzeSterninSavin1999,
  author    = {Schulze, Bert-Wolfgang and Sternin, Boris and Savin, Anton},
  title     = {The homotopy classification and the index of boundary value problems for general elliptic operators},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25568},
  year      = {1999},
  abstract  = {We give the homotopy classification and compute the index of boundary value problems for elliptic equations. The classical case of operators that satisfy the Atiyah-Bott condition is studied first. We also consider the general case of boundary value problems for operators that do not necessarily satisfy the Atiyah-Bott condition.},
  language  = {en}
}
@unpublished{SchulzeNazaikinskiiSternin1999,
  author    = {Schulze, Bert-Wolfgang and Nazaikinskii, Vladimir E. and Sternin, Boris},
  title     = {On the homotopy classification of elliptic operators on manifolds with singularities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-25574},
  year      = {1999},
  abstract  = {We study the homotopy classification of elliptic operators on manifolds with singularities and establish necessary and sufficient conditions under which the classification splits into terms corresponding to the principal symbol and the conormal symbol.},
  language  = {en}
}