Zamolodchikov relations and Liouville hierarchy in SL(2,R)_k WZNW model

We study the connection between Zamolodchikov operator-valued relations in Liouville field theory and in the SL(2,R)_k WZNW model. In particular, the classical relations in SL(2,R)_k can be formulated as a classical Liouville hierarchy in terms of the isotopic coordinates, and their covariance is easily understood in the framework of the AdS_3/CFT_2 correspondence. Conversely, we find a closed expression for the classical Liouville decoupling operators in terms of the so called uniformizing Schwarzian operators and show that the associated uniformizing parameter plays the same role as the isotopic coordinates in SL(2,R)_k. The solutions of the j-th classical decoupling equation in the WZNW model span a spin j reducible representation of SL(2,R). Likewise, we show that in Liouville theory solutions of the classical decoupling equations span spin j representations of SL(2,R), which is interpreted as the isometry group of the hyperbolic upper half-plane. We also discuss the connection with the Hamiltonian reduction of SL(2,R)_k WZNW model to Liouville theory.Comment: 49 p

Fractional-Parabolic Systems

We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional extension of the class of systems of the first order in $t$ satisfying the uniform strong parabolicity condition. We construct and investigate the Green matrix of the Cauchy problem. While similar results for the fractional diffusion equations were based on the H-function representation of the Green matrix for equations with constant coefficients (not available in the general situation), here we use, as a basic tool, the subordination identity for a model homogeneous system. We also prove a uniqueness result based on the reduction to an operator-differential equation.Comment: Version 3 contains corrections (pages 6 and 23) as compared with the published tex

Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations

It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct consequence, a specialized form of the Ito formula is derived. When a standard Brownian motion is the original semimartingale, classical Ito stochastic differential equations driven by the Brownian motion with drift extend to a larger class of stochastic differential equations involving a time-change with continuous paths. A form of the general solution of linear equations in this new class is established, followed by consideration of some examples analogous to the classical equations. Through these examples, each coefficient of the stochastic differential equations in the new class is given meaning. The new feature is the coexistence of a usual drift term along with a term related to the time-change.Comment: 27 pages; typos correcte