ITERATED -FRACTIONAL VECTOR REPRESENTATION FORMULAE AND INEQUALITIES FOR BANACH SPACE VALUED FUNCTIONS

Here we present very general iterated fractional Bochner integral representation formulae for Banach space valued functions. Based on these we derive generalized and iterated left and right: fractional Poincar´e type inequalities, fractional Opial type inequalities and fractional Hilbert-Pachpatte inequalities. All these inequalities are very general having in their background Bochner type integrals

Parafermionic quasi-particle basis and fermionic-type characters

A new basis of states for highest-weight modules in \ZZ_k parafermionic conformal theories is displayed. It is formulated in terms of an effective exclusion principle constraining strings of $k$ fundamental parafermionic modes. The states of a module are then built by a simple filling process, with no singular-vector subtractions. That results in fermionic-sum representations of the characters, which are exactly the Lepowsky-Primc expressions. We also stress that the underlying combinatorics -- which is the one pertaining to the Andrews-Gordon identities -- has a remarkably natural parafermionic interpretation.Comment: minor modifications and proof in app. C completed; 34 pages (harvmac b

Harnack Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion

For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift. These inequalities are applied to the study of existence and uniqueness of invariant measure for a discrete Markov semigroup constructed in terms of the distribution of the solution. Furthermore, we show that entropy-cost inequality holds for the invariant measure

Integral equations PS-3 and moduli of pants

More than a hundred years ago H.Poincare and V.A.Steklov considered a problem for the Laplace equation with spectral parameter in the boundary conditions. Today similar problems for two adjacent domains with the spectral parameter in the conditions on the common boundary of the domains arises in a variety of situations: in justification and optimization of domain decomposition method, simple 2D models of oil extraction, (thermo)conductivity of composite materials. Singular 1D integral Poincare-Steklov equation with spectral parameter naturally emerges after reducing this 2D problem to the common boundary of the domains. We present a constructive representation for the eigenvalues and eigenfunctions of this integral equation in terms of moduli of explicitly constructed pants, one of the simplest Riemann surfaces with boundary. Essentially the solution of integral equation is reduced to the solution of three transcendent equations with three unknown numbers, moduli of pants. The discreet spectrum of the equation is related to certain surgery procedure ('grafting') invented by B.Maskit (1969), D.Hejhal (1975) and D.Sullivan- W.Thurston (1983).Comment: 27 pages, 13 figure

Representation formulae for the fractional Brownian motion

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients. The basic notions of fractional calculus which are needed for the study are introduced. As an application, we also prove some properties of the Cameron-Martin space of the fractional Brownian motion, and compare its law with the law of some of its variants. Several of the results which are given here are not new; our aim is to provide a unified treatment of some previous literature, and to give alternative proofs and additional results; we also try to be as self-contained as possible.Comment: to appear in "S\'eminaire de Probabilit\'es