TY - INPR A1 - Savin, Anton A1 - Schulze, Bert-Wolfgang A1 - Sternin, Boris T1 - On the invariant index formulas for spectral boundary value problems N2 - 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. T3 - Preprint - (1998) 18 KW - spectral boundary value problems KW - Fredholm property KW - index of elliptic operator KW - Chern character KW - Atiyah-Patodi-Singer theory Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25285 ER - TY - INPR A1 - Schulze, Bert-Wolfgang A1 - Nazaikinskii, Vladimir A1 - Sternin, Boris T1 - The index of quantized contact transformations on manifolds with conical singularities N2 - 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. T3 - Preprint - (1998) 16 KW - manifolds with conical singularities KW - contact transformations KW - quantization KW - ellipticity KW - Fredholm operators KW - regularizers KW - index formulas Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25276 ER - TY - INPR A1 - Korkey, Michael Brian T1 - Optimal factorization of Muckenhoupt weights N2 - 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. T3 - Preprint - (1998) 15 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25266 ER - TY - INPR A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - Elliptic complexes of pseudodifferential operators on manifolds with edges N2 - 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 Fréchet 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. T3 - Preprint - (1998) 14 KW - manifolds with singularities KW - pseudodifferential operators KW - elliptic complexes KW - Hodge theory Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25257 ER - TY - INPR A1 - Buchholz, Thilo A1 - Schulze, Bert-Wolfgang T1 - Volterra operators and parabolicity : anisotropic pseudo-differential operators N2 - 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. T3 - Preprint - (1998) 11 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25231 ER - TY - INPR A1 - Schrohe, Elmar A1 - Walze, Markus A1 - Warzecha, Jan-Martin T1 - Construction de Triplets Spectraux à Partir de Modules de Fredholm N2 - Soit (A, H, F) un module de Fredholm p-sommable, où l'algèbre A = CT est engendrée par un groupe discret Gamma d'éléments unitaires de L(H) qui est de croissance polynomiale r. On construit alors un triplet spectral (A, H, D) sommabilité q pour tout q > p + r + 1 avec F = signD. Dans le cas où (A, H, F) est (p, infini)-sommable on obtient la (q, infini)-sommabilité de (A, H, D)pour tout q > p + r + 1. N2 - Let (A, H, F) be a p-summable Fredholm module where the algebra A = CT is generated by a discrete group of unitaries in L(H) which is of polynomial growth r. Then we construct a spectral triple (A, H, D) with F = signD which is q-summable for each q > p + r + 1. In case (A, H, F) is (p, infinite)-summable we obtain (q, infinite)-summability of (A, H, D) for each q > p + r + 1. T3 - Preprint - (1998) 12 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25247 ER - TY - INPR A1 - Nacinovich, Mauro A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - On carleman formulas for the dolbeault cohomology N2 - 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. T3 - Preprint - (1998) 10 KW - ∂-operator KW - cohomology KW - integral formulas Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25224 ER - TY - INPR A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - Euler solutions of pseudodifferential equations N2 - 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. T3 - Preprint - (1998) 09 KW - pseudodifferential operator KW - meromorphic family KW - residue Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25211 ER - TY - INPR A1 - Levendorskii, Sergei Z. A1 - Boyarchenko, Svetlana I. T1 - Investment under uncertainty when shocks are non-gaussian T3 - Preprint - (1998) 08 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25201 ER - TY - INPR A1 - Levendorskii, Sergei Z. A1 - Boyarchenko, Svetlana I. T1 - On rational pricing of derivative securities for a familiy of non-Gaussian processes N2 - Linear and non-linear analogues of the Black-Scholes equation are derived when shocks can be described by a truncated Lévy 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 Lévy 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. T3 - Preprint - (1998) 07 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25196 ER -