Browsing 2011 by Title
Now showing items 2638 of 38

A note on delta hedging in markets with jumps
[OWP201123] (Mathematisches Forschungsinstitut Oberwolfach, 20110521)Modelling stock prices via jump processes is common in financial markets. In practice, to hedge a contingent claim one typically uses the socalled deltahedging strategy. This strategy stems from the Black–Merton–Scholes ... 
On Canonical Forms for Twoperson Zerosum Limit Average Payoff Stochastic Games
[OWP201135] (Mathematisches Forschungsinstitut Oberwolfach, 20110529)We consider twoperson zerosum mean payoff undiscounted stochastic games. We give a sufficient condition for the existence of a saddle point in uniformly optimal stationary strategies. Namely, we obtain sufficient ... 
On Reflection Subgroups of Finite Coxeter Groups
[OWP201106] (Mathematisches Forschungsinstitut Oberwolfach, 2011059)Let $W$ be a finite Coxeter group. We classify the reflection subgroups of $W$ up to conjugacy and give necessary and sufficient conditions for the map that assigns to a reflection subgroup $R$ of $W$ the conjugacy class ... 
Positive recurrence of piecewise OrnteinUhlenbeck processes and common quadratic Lyapunov functions
[OWP201126] (Mathematisches Forschungsinstitut Oberwolfach, 2011)We study the positive recurrence of piecewise OrnsteinUhlenbeck (OU) diffusion processes, which arise from manyserver queueing systems with phasetype service requirements. These diffusion processes exhibit different ... 
Products of pairs of Dehn twists and maximal real Lefschetz fibrations
[OWP201132] (Mathematisches Forschungsinstitut Oberwolfach, 2011)We address the problem of existence and uniqueness of a factorization of a given element of the modular group into a product of two Dehn twists. As a geometric application, we conclude that any maximal real elliptic ... 
Quotients of Index Two and General Quotients in a Space of Orderings
[OWP201136] (Mathematisches Forschungsinstitut Oberwolfach, 20110530)In this paper we investigate quotient structures and quotient spaces of a space of orderings arising from subgroups of index two. We provide necessary and sufficient conditions for a quotient structure to be a quotient ... 
Second Main Theorems and Unicity of Meromorphic Mappings with Moving Hypersurfaces
[OWP201138] (Mathematisches Forschungsinstitut Oberwolfach, 2011)In this article, we establish some new second main theorems for meromorphic mappings of $\mathbf{C}^m$ into $\mathbf{P}^n(\mathbf{C})$ and moving hypersurfaces with truncated counting functions. As an application, we prove ... 
Selfadjoint differentialalgebraic equations
[OWP201127] (Mathematisches Forschungsinstitut Oberwolfach, 20110524)Motivated from linearquadratic optimal control problems for differentialalgebraic equations (DAEs), we study the functional analytic properties of the operator associated with the necessary optimality boundary value ... 
Some Combinatorial Identities Related to Commuting Varieties and Hilbert Schemes
[OWP201102] (Mathematisches Forschungsinstitut Oberwolfach, 2011)In this article we explore some of the combinatorial consequences of recent results relating the isospectral commuting variety and the Hilbert scheme of points in the plane. 
Steinberg groups for Jordan pairs
[OWP201129] (Mathematisches Forschungsinstitut Oberwolfach, 20110526)We introduce categories of groups with commutator relations with respect to root groups and Weyl elements, permuting the root groups. This allows us to view the classical Steinberg groups, for example the Steinberg group ... 
The TGraph of a Multigraded Hilbert Scheme
[OWP201134] (Mathematisches Forschungsinstitut Oberwolfach, 2011)The $T$graph of a multigraded Hilbert scheme records the zero and onedimensional orbits of the $T=(K^*)^n$ action on the Hilbert scheme induced from the $T$action on $\mathbb{A}^n$. It has vertices the $T$fixed points, ... 
Upper bounds for the number of solutions to quartic thue equations
[OWP201121] (Mathematisches Forschungsinstitut Oberwolfach, 2011)We will give upper bounds for the number of integral solutions to quartic Thue equations. Our main tool here is a logarithmic curve $\phi(x,y)$ that allows us to use the theory of linear forms in logarithms. This manuscript ... 
The Weyl group of the Cuntz algebra
[OWP201131] (Mathematisches Forschungsinstitut Oberwolfach, 20110528)The Weyl group of the Cuntz algebra $\mathcal{O}_n$ is investigated. This is (isomorphic to) the group of polynomial automorphisms $\lambda_u$ of $\mathcal{O}_n$, namely those induced by unitaries u that can be written ...