Towards a Convenient Category of Topological Domains

We propose a category of topological spaces that promises to be convenient for the purposes of domain theory as a mathematical theory for modelling computation. Our notion of convenience presupposes the usual properties of domain theory, e.g. modelling the basic type constructors, fixed points, recursive types, etc. In addition, we seek to model parametric polymorphism, and also to provide a flexible toolkit for modelling computational effects as free algebras for algebraic theories. Our convenient category is obtained as an application of recent work on the remarkable closure conditions of the category of quotients of countably-based topological spaces. Its convenience is a consequence of a connection with realizability models

A Convenient Category of Domains

We motivate and define a category of "topological domains", whose objects are certain topological spaces, generalising the usual $omega$-continuous dcppos of domain theory. Our category supports all the standard constructions of domain theory, including the solution of recursive domain equations. It also supports the construction of free algebras for (in)equational theories, provides a model of parametric polymorphism, and can be used as the basis for a theory of computability. This answers a question of Gordon Plotkin, who asked whether it was possible to construct a category of domains combining such properties

Function Spaces on Singular Manifolds

It is shown that most of the well-known basic results for Sobolev-Slobodeckii and Bessel potential spaces, known to hold on bounded smooth domains in $\mathbb{R}^n$, continue to be valid on a wide class of Riemannian manifolds with singularities and boundary, provided suitable weights, which reflect the nature of the singularities, are introduced. These results are of importance for the study of partial differential equations on piece-wise smooth domains.Comment: 37 pages, 1 figure, final version, augmented by additional references; to appear in Math. Nachrichte

Representation of functionals of Ito processes and their first exit times

The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an example of applications, analogs of forward Kolmogorov equations are derived for conditional probability density functions of Ito processes being killed on the boundary. In addition, a maximum principle and a contraction property are established for SPDEs in bounded domains.Comment: 25 page

Degenerate backward SPDEs in domains: non-local boundary conditions and applications to finance

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions based on the representation theorem are suggested. In addition to problems with a standard Cauchy condition at the terminal time, problems with special non-local boundary conditions are considered. These non-local conditions connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability and regularity results are obtained. Some applications to portfolio selection problem are considered.Comment: arXiv admin note: substantial text overlap with arXiv:1211.1460, arXiv:1208.553

Representation and uniqueness for boundary value elliptic problems via first order systems

Given any elliptic system with $t$-independent coefficients in the upper-half space, we obtain representation and trace for the conormal gradient of solutions in the natural classes for the boundary value problems of Dirichlet and Neumann types with area integral control or non-tangential maximal control. The trace spaces are obtained in a natural range of boundary spaces which is parametrized by properties of some Hardy spaces. This implies a complete picture of uniqueness vs solvability and well-posedness.Comment: submitted, 70 pages. A number of maths typos have been eliminate