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     

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.     

Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.     

Simultaneous Packing and Covering in the Euclidean Plane

 In this article we study the simultaneous packing and covering constants of two-dimensional centrally symmetric convex domains. Besides an identity result between translative case and lattice case and a general upper bound, exact values for some special domains are determined. Similar to Mahler and Reinhardt’s result about packing densities, we show that the simultaneous packing and covering constant of an octagon is larger than that of a circle. (Received 17 January 2001; in revised form 13 July 2001)     

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.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

A geometrical constraint for capillary jet breakup

The formation of thinning filaments is commonly observed previously to the break-up of a very viscous jet. This paper shows that a fluid under capillary forces cannot break-up through the uniform collapse of a filament.