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 - Chen, Hua A1 - Hidetoshi, Tahara T1 - On the holomorphic solution of non-linear totally characteristic equations N2 - 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 Gérard-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. T3 - Preprint - (1998) 20 KW - Nonlinear KW - singular partial differential equation KW - holomorphic solution Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25333 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 - 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 - Fedosov, Boris T1 - Moduli spaces and deformation quantization in infinite dimensions N2 - 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. T3 - Preprint - (1998) 27 KW - moduli space of flat connections KW - gauge group KW - star-product KW - Weyl algebras bundle KW - symplectic reduction Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25396 ER - TY - INPR A1 - Rebahi, Y. T1 - Asymptotics of solutions of differential equations on manifolds with cusps T3 - Preprint - (1998) 25 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25372 ER - TY - INPR A1 - Gilkey, Peter T1 - The heat content asymptotics for variable geometries N2 - We study the heat content asymptotics on a compact manifold with boundary defened by a time dependent family of operators of Laplace type. T3 - Preprint - (1998) 26 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25381 ER - TY - INPR A1 - Jaiani, George V. T1 - Bending of an orthotropic cusped plate N2 - 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. T3 - Preprint - (1998) 23 KW - Elliptic equation with order degeneration KW - energetic space KW - weighted Sobolev space KW - bending of an orthotropic cusped plate Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25356 ER - TY - INPR A1 - Jaiani, George T1 - On a mathematical model of a bar with variable rectangular cross-section N2 - 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]). T3 - Preprint - (1998) 21 KW - bar with variable cross-section KW - cusped bar KW - elastic bar Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25347 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 - Chen, Hua A1 - Lua, Zhuangehu T1 - On the holomorphic solution of non-linear totally characteristic equations with several space variables N2 - 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). T3 - Preprint - (1998) 06 KW - Non-linear KW - singular partial differential equation KW - holomorphic solution Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25189 ER - TY - INPR A1 - Rabinovich, Vladimir A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - Boundary value problems in cuspidal wedges N2 - 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. T3 - Preprint - (1998) 24 KW - pseudodifferential operators KW - boundary value problems KW - manifolds with edges Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25363 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 - 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 - 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 - Schulze, Bert-Wolfgang A1 - Nazaikinskii, Vladimir A1 - Sternin, Boris T1 - A semiclassical quantization on manifolds with singularities and the Lefschetz Formula for Elliptic Operators N2 - 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. T3 - Preprint - (1998) 19 KW - elliptic operator KW - Fredholm property KW - conical singularities KW - pseudodiferential operators KW - Lefschetz fixed point formula KW - regularizer Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25296 ER - 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 - 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 - Fedosov, Boris A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - A remark on the index of symmetric operators N2 - 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. T3 - Preprint - (1998) 04 KW - manifolds with singularities KW - differential operators KW - index KW - 'eta' invariant Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25169 ER - TY - INPR A1 - Paneah, Boris A1 - Schulze, Bert-Wolfgang T1 - On the existence of smooth solutions of the dirichlet problem for hyperbolic : differential equations T3 - Preprint - (1998) 05 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25179 ER - TY - INPR A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Lefschetz fixed point formula in the relative elliptic theory N2 - 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. T3 - Preprint - (1998) 01 KW - elliptic complexes KW - relative cohomology KW - Lefschetz number Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25159 ER - TY - INPR A1 - Fedosov, Boris A1 - Schulze, Bert-Wolfgang A1 - Tarkhanov, Nikolai Nikolaevich T1 - The index of higher order operators on singular surfaces N2 - 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. T3 - Preprint - (1998) 03 KW - manifolds with singularities KW - differential operators KW - index KW - 'eta' invariant KW - monodromy matrix Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25127 ER -