Extensions of homogeneous polynomials ON c(0)(l(2)(i))

We show that a 2-homogeneous polynomial on the complex Banach space c(0)(l(2)(i)) is norm attaining if and only if it is finite (i.e, depends only on finite coordinates). As the consequence, we show that there exists a unique norm-preserving extension for norm-attaining 2-homogeneous polynomials on c(0)(l(2)(i)).

Polar orthogonal representations of real reductive algebraic groups

We prove that a polar orthogonal representation of a real reductive algebraic group has the same closed orbits as the isotropy representation of a pseudo-Riemannian symmetric space. We also develop a partial structural theory of polar orthogonal representations of real reductive algebraic groups which slightly generalizes some results of the structural theory of real reductive Lie algebras. (c) 2008 Elsevier Inc. All rights reserved.

Dually discrete spaces

A neighbourhood assignment in a space X is a family O = {O-x: x is an element of X} of open subsets of X such that X is an element of O-x for any x is an element of X. A set Y subset of X is a kernel of O if O(Y) = U{O-x: x is an element of Y} = X. We obtain some new results concerning dually discrete spaces, being those spaces for which every neighbourhood assignment has a discrete kernel. This is a strictly larger class than the class of D-spaces of [E.K. van Douwen, W.F. Pfeffer, Some properties of the Sorgenfrey line and related spaces, Pacific J. Math. 81 (2) (1979) 371-377]. (c) 2008 Elsevier B.V. All rights reserved.

UNIQUENESS OF THE EXTENSION OF 2-HOMOGENEOUS POLYNOMIALS

Homogeneous polynomials of degree 2 on the complex Banach space c(0)(l(n)(2)) are shown to have unique norm-preserving extension to the bidual space. This is done by using M-projections and extends the analogous result for c(0) proved by P.-K. Lin.

Existence of orthogonal geodesic chords on Riemannian manifolds with concave boundary and homeomorphic to the N-dimensional disk

In this paper we give a proof of the existence of an orthogonal geodesic chord on a Riemannian manifold homeomorphic to a closed disk and with concave boundary. This kind of study is motivated by the link (proved in Giambo et al. (2005) [8]) of the multiplicity problem with the famous Seifert conjecture (formulated in Seifert (1948) [1]) about multiple brake orbits for a class of Hamiltonian systems at a fixed energy level. (C) 2010 Elsevier Ltd. All rights reserved.

On the Multiplicity of Orthogonal Geodesics in Riemannian Manifold With Concave Boundary. Applications to Brake Orbits and Homoclinics

Let (M, g) be a complete Riemannian Manifold, Omega subset of M an open subset whose closure is diffeomorphic to an annulus. If partial derivative Omega is smooth and it satisfies a strong concavity assumption, then it is possible to prove that there are at least two geometrically distinct geodesics in (Omega) over bar = Omega boolean OR partial derivative Omega starting orthogonally to one connected component of partial derivative Omega and arriving orthogonally onto the other one. The results given in [6] allow to obtain a proof of the existence of two distinct homoclinic orbits for an autonomous Lagrangian system emanating from a nondegenerate maximum point of the potential energy, and a proof of the existence of two distinct brake orbits for a. class of Hamiltonian systems. Under a further symmetry assumption, it is possible to show the existence of at least dim(M) pairs of geometrically distinct geodesics as above, brake orbits and homoclinics.

Examples from trees, related to discrete subsets, pseudo-radiality and omega-boundedness

We construct some examples using trees. Some of them are consistent counterexamples for the discrete reflection of certain topological properties. All the properties dealt with here were already known to be non-discretely reflexive if we assume CH and we show that the same is true assuming the existence of a Suslin tree. In some cases we actually get some ZFC results. We construct also, using a Suslin tree, a compact space that is pseudo-radial but it is not discretely generated. With a similar construction, but using an Aronszajn tree, we present a ZFC space that is first countable, omega-bounded but is not strongly w-bounded, answering a question of Peter Nyikos. (C) 2008 Elsevier B.V. All rights reserved.

Análise dinâmica de solos submetidos à ação simultânea das três componentes da excitação na base rochosa

Durante a análise sísmica de estruturas complexas, o modelo matemático empregado deveria incluir não só as distribuicões irregulares de massas e de rigidezes senão também à natureza tridimensional da ecitação sísmica. Na prática, o elevado número de graus de liberdade involucrado limita este tipo de análise à disponibilidade de grandes computadoras. Este trabalho apresenta um procedimento simplificado, para avaliar a amplificação do movimento sísmico em camadas de solos. Sua aplicação permitiria estabelecer critérios a partir dos quais avalia-se a necessidade de utilizar modelos de interação solo-estrutura mais complexos que os utilizados habitualmente. O procedimento proposto possui as seguientes características : A- Movimento rígido da rocha definido em termos de três componentes ortagonais. Direção de propagação vertical. B- A ecuação constitutiva do solo inclui as características de não linearidade, plasticidade, dependência da história da carga, dissipação de energia e variação de volume. C- O perfil de solos é dicretizado mediante um sistema de massas concentradas. Utiliza-se uma formulação incremental das equações de movimento com integração directa no domínio do tempo. As propriedades pseudo-elásticas do solo são avaliadas em cada intervalo de integração, em função do estado de tensões resultante da acção simultânea das três componentes da excitação. O correcto funcionamento do procedimento proposto é verificado mediante análises unidimensionais (excitação horizontal) incluindo estudos comparativos com as soluções apresentadas por diversos autores. Similarmente apresentam-se análises tridimensionais (acção simultânea das três componentes da excitação considerando registros sísmicos reais. Analisa-se a influência que possui a dimensão da análise (uma análise tridimensional frente a três análises unidimensionais) na resposta de camadas de solos submetidos a diferentes níveis de exçitação; isto é, a limitação do Princípio de Superposisão de Efeitos.

Precificação de derivativos de taxa de juros utilizando o modelo HJM multifatorial com estrutura de volatilidade não paramétrica

Com o objetivo de precificar derivativos de taxas de juros no mercado brasileiro, este trabalho foca na implementação do modelo de Heath, Jarrow e Morton (1992) em sua forma discreta e multifatorial através de uma abordagem numérica, e, que possibilita uma grande flexibilidade na estimativa da taxa forward sob uma estrutura de volatilidade baseada em fatores ortogonais, facilitando assim a simulação de sua evolução por Monte Carlo, como conseqüência da independência destes fatores. A estrutura de volatilidade foi construída de maneira a ser totalmente não paramétrica baseada em vértices sintéticos que foram obtidos por interpolação dos dados históricos de cotações do DI Futuro negociado na BM&FBOVESPA, sendo o período analisado entre 02/01/2003 a 28/12/2012. Para possibilitar esta abordagem foi introduzida uma modificação no modelo HJM desenvolvida por Brace e Musiela (1994).

Discrete public goods with incomplete information

We analyze simultaneous discrete public good games wi.th incomplete information and continuous contributions. To use the terminology of Admati and Perry (1991). we consider comribution and subscription games. In the former. comrioutions are :1ot rcfunded if the project is not completed. while in thp. iatter they are. For the special case whp.re provision by a single player is possible we show the existence of an equilibrium in Doth cootribution and subscription games where a player decides to provide the good by himself. For the case where is not feasible for a single player to provide the good by himself, we show that any equilibriwn of both games is inefficient. WE also provide a sufficient condition for "contributing zero" to be the unique equilibrium of the contribution garoe with n players and characterize e

Discrete public goods with incomplete information

We analyze simultaneous discrete public good games with incomplete information and continuous contributions. To use the tenninology of Admati and Perry (1991), we consider contribution and subscription games. In the former, contributions are not refunded ifthe project is not completed, while in the latter they are. For the special case where provision by a single player is possible we show the existence of an equihbrium in both contnbution and subscription games where a player decides to provide the good by himself. For the case where is not feasible for a single player to provide the good by himself: we show that there exist equilibria of the subscription game where each participant pays the same amount. Moreover, using the technical apparatus from Myerson (1981) we show that neither the subscription nor the contribution games admit ex-post eÁ cient equibbria. hl addition. we provide a suÁ cient condition for êontributing zero 'to be the unique equihbrium of the contnbution game with n players.

Affine processes, arbitrage-Free Term structures of legendre polynomials,and option pricing

Multivariate Affine term structure models have been increasingly used for pricing derivatives in fixed income markets. In these models, uncertainty of the term structure is driven by a state vector, while the short rate is an affine function of this vector. The model is characterized by a specific form for the stochastic differential equation (SDE) for the evolution of the state vector. This SDE presents restrictions on its drift term which rule out arbitrages in the market. In this paper we solve the following inverse problem: Suppose the term structure of interest rates is modeled by a linear combination of Legendre polynomials with random coefficients. Is there any SDE for these coefficients which rules out arbitrages? This problem is of particular empirical interest because the Legendre model is an example of factor model with clear interpretation for each factor, in which regards movements of the term structure. Moreover, the Affine structure of the Legendre model implies knowledge of its conditional characteristic function. From the econometric perspective, we propose arbitrage-free Legendre models to describe the evolution of the term structure. From the pricing perspective, we follow Duffie et al. (2000) in exploring Legendre conditional characteristic functions to obtain a computational tractable method to price fixed income derivatives. Closing the article, the empirical section presents precise evidence on the reward of implementing arbitrage-free parametric term structure models: The ability of obtaining a good approximation for the state vector by simply using cross sectional data.