Uniqueness of the Embedding Continuous Convolution Semigroup of a Gaussian Probability Measure on the Affine Group and an Application in Mathematical Finance

Let {μ(i)t}t≥0 ( i=1,2 ) be continuous convolution semigroups (c.c.s.) of probability measures on Aff(1) (the affine group on the real line). Suppose that μ(1)1=μ(2)1 . Assume furthermore that {μ(1)t}t≥0 is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then μ(1)t=μ(2)t for all t≥0 . We end up with a possible application in mathematical finance.

Lobotomy of Flux Compactifications

We provide the dictionary between four-dimensional gauged supergravity and type II compactifications on T6 with metric and gauge fluxes in the absence of supersymmetry breaking sources, such as branes and orientifold planes. Secondly, we prove that there is a unique isotropic compactification allowing for critical points. It corresponds to a type IIA background given by a product of two 3-tori with SO(3) twists and results in a unique theory (gauging) with a non-semisimple gauge algebra. Besides the known four AdS solutions surviving the orientifold projection to N = 4 induced by O6-planes, this theory contains a novel AdS solution that requires non-trivial orientifold-odd fluxes, hence being a genuine critical point of the N = 8 theory.

Continued fractions built from convex sets and convex functions

In a partially ordered semigroup with the duality (or polarity) transform, it is pos- sible to define a generalisation of continued fractions. General sufficient conditions for convergence of continued fractions are provided. Two particular applications concern the cases of convex sets with the Minkowski addition and the polarity transform and the family of non-negative convex functions with the Legendre–Fenchel and Artstein-Avidan–Milman transforms.