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.

Comparing Entire Prototypes at Semigroup Homomorphisms and Specifically at Regular Languages Substitutions

The following statements are proven: A correspondence of a semigroup in another one is a homomorphism if and only if when the entire prototype of the product of images contains (always) the product of their entire prototypes. The Kleene closure of the maximal rewriting of a regular language at a regular language substitution contains in the maximal rewriting of the Kleene closure of the initial regular language at the same substitution. Let the image of the maximal rewriting of a regular language at a regular language substitution covers the entire given regular language. Then the image of any word from the maximal rewriting of the Kleene closure of the initial regular language covers by the image of a set of some words from the Kleene closure of the maximal rewriting of this given regular language everything at the same given regular language substitution. The purposefulness of the ¯rst statement is substantiated philosophically and epistemologically connected with the spirit of previous mathematical results of the author. A corollary of its is indicated about the membership problem at a regular substitution.

Triangular Models and Asymptotics of Continuous Curves with Bounded and Unbounded Semigroup Generators

2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12.

On the Semigroup of all Increasing Full Transformations

Илинка А. Димитрова - Полугрупата Tn от всички пълни преобразувания върху едно n-елементно множество е изучавана в различни аспекти ог редица автори. Обект на разглеждане в настоящата работа е полугрупата Incn състояща се от всички нарастващи пълни преобразувания. Очевидно Incn е подполугрупа на Tn. Доказано е, че всеки елемент на полугрупата Incn от ранг r може да се представи като произведение на идемпотенти от същия ранг и всеки идемпотент от ранг по-малък или равен на r може да се представи като произведение на идемпотенти от ранг r. С помощта на тези твърдения е показано, че полугрупата Incn се поражда от множеството на всички идемпотенти от ранг n − 1 и тъждественото преобразувание. Освен това е доказано, че идемпотентите от ранг n − 1 са неразложими в полугрупата Incn. В резултат на това е получено, че рангът и идемпотичниат ранг на разглежданата полугрупа са равни. Като са използвани тези твърдения е направена пълна класификация на маскималните подполугрупи на полугрупата Incn.

Classification of the Maximal Subsemigroups of the Semigroup of all Partial Order-Preserving Transformations

Илинка А. Димитрова, Цветелина Н. Младенова - Моноида P Tn от всички частични преобразования върху едно n-елементно множество относно операцията композиция на преобразования е изучаван в различни аспекти от редица автори. Едно частично преобразование α се нарича запазващо наредбата, ако от x ≤ y следва, че xα ≤ yα за всяко x, y от дефиниционното множество на α. Обект на разглеждане в настоящата работа е моноида P On състоящ се от всички частични запазващи наредбата преобразования. Очевидно P On е под-моноид на P Tn. Направена е пълна класификация на максималните подполугрупи на моноида P On. Доказано е, че съществуват пет различни вида максимални подполугрупи на разглеждания моноид. Броят на всички максимални подполугрупи на POn е точно 2^n + 2n − 2.

On the Character of Growth of a Non-Contracting Semigroup

2000 Mathematics Subject Classification: 47A45.

Approximate solution of u'=-A2u using a relation between exp(-tA2) and exp(itA)

Let A be a positive definite operator in a Hilbert space and consider the initial value problem for u(t) = -A(2)u. Using a representation of the semigroup exp(-A(2)t) in terms of the group exp(iAt) we express u in terms of the solution of the standard heat equation w(t) = W-yy, with initial values v solving the initial value problem for v(y) = iAv. This representation is used to construct a method for approximating u in terms of approximations of v. In the case that A is a 2(nd) order elliptic operator the method is combined with finite elements in the spatial variable and then reduces the solution of the 4(th) order equation for u to that of the 2(nd) order equation for v, followed by the solution of the heat equation in one space variable.

Generalization of Dynkin's Identity and Some Applications

Let X(t) be a right continuous temporally homogeneous Markov pro- cess, Tt the corresponding semigroup and A the weak infinitesimal genera- tor. Let g(t) be absolutely continuous and r a stopping time satisfying E.( S f I g(t) I dt) < oo and E.( f " I g'(t) I dt) < oo Then for f e 9iJ(A) with f(X(t)) right continuous the identity Exg(r)f(X(z)) - g(O)f(x) = E( 5 " g'(s)f(X(s)) ds) + E.( 5 " g(s)Af(X(s)) ds) is a simple generalization of Dynkin's identity (g(t) 1). With further restrictions on f and r the following identity is obtained as a corollary: Ex(f(X(z))) = f(x) + k! Ex~rkAkf(X(z))) + n-1E + (n ) )!.E,(so un-1Anf(X(u)) du). These identities are applied to processes with stationary independent increments to obtain a number of new and known results relating the moments of stopping times to the moments of the stopped processes.

CM defect and Hilbert functions of monomial curves

In this article we consider a semigroup ring R = KGamma] of a numerical semigroup Gamma and study the Cohen- Macaulayness of the associated graded ring G(Gamma) := gr(m), (R) := circle plus(n is an element of N) m(n)/m(n+1) and the behaviour of the Hilbert function H-R of R. We define a certain (finite) subset B(Gamma) subset of F and prove that G(Gamma) is Cohen-Macaulay if and only if B(Gamma) = empty set. Therefore the subset B(Gamma) is called the Cohen-Macaulay defect of G(Gamma). Further, we prove that if the degree sequence of elements of the standard basis of is non-decreasing, then B(F) = empty set and hence G(Gamma) is Cohen-Macaulay. We consider a class of numerical semigroups Gamma = Sigma(3)(i=0) Nm(i) generated by 4 elements m(0), m(1), m(2), m(3) such that m(1) + m(2) = mo m3-so called ``balanced semigroups''. We study the structure of the Cohen-Macaulay defect B(Gamma) of Gamma and particularly we give an estimate on the cardinality |B(Gamma, r)| for every r is an element of N. We use these estimates to prove that the Hilbert function of R is non-decreasing. Further, we prove that every balanced ``unitary'' semigroup Gamma is ``2-good'' and is not ``1-good'', in particular, in this case, c(r) is not Cohen-Macaulay. We consider a certain special subclass of balanced semigroups Gamma. For this subclass we try to determine the Cohen-Macaulay defect B(Gamma) using the explicit description of the standard basis of Gamma; in particular, we prove that these balanced semigroups are 2-good and determine when exactly G(Gamma) is Cohen-Macaulay. (C) 2011 Published by Elsevier B.V.

Coherent states on Hilbert modules

We generalize the concept of coherent states, traditionally defined as special families of vectors on Hilbert spaces, to Hilbert modules. We show that Hilbert modules over C*-algebras are the natural settings for a generalization of coherent states defined on Hilbert spaces. We consider those Hilbert C*-modules which have a natural left action from another C*-algebra, say A. The coherent states are well defined in this case and they behave well with respect to the left action by A. Certain classical objects like the Cuntz algebra are related to specific examples of coherent states. Finally we show that coherent states on modules give rise to a completely positive definite kernel between two C*-algebras, in complete analogy to the Hilbert space situation. Related to this, there is a dilation result for positive operator-valued measures, in the sense of Naimark. A number of examples are worked out to illustrate the theory. Some possible physical applications are also mentioned.

STOPPING THE CCR FLOW AND ITS ISOMETRIC COCYCLES

It is shown how to use non-commutative stopping times in order to stop the CCR flow of arbitrary index and also its isometric cocycles, i.e. left operator Markovian cocycles on Boson Fock space. Stopping the CCR flow yields a homomorphism from the semigroup of stopping times, equipped with the convolution product, into the semigroup of unital endomorphisms of the von Neumann algebra of bounded operators on the ambient Fock space. The operators produced by stopping cocycles themselves satisfy a cocycle relation.