Quadratic BSDEs with convex generators and unbounded terminal conditions

In a previous work, we proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded terminal conditions. However, no uniqueness result was stated in that work. The main goal of this paper is to fill this gap. In order to obtain a comparison theorem for this kind of BSDEs, we assume that the generator is convex with respect to the variable z. Under this assumption of convexity, we are also able to prove a stability result in the spirit of the a priori estimates stated in the article of N. El Karoui, S. Peng and M.-C. Quenez. With these tools in hands, we can derive the nonlinear Feynman--Kac formula in this context

Analytical solution of a model for complex food webs

We investigate numerically and analytically a recently proposed model for food webs [Nature {\bf 404}, 180 (2000)] in the limit of large web sizes and sparse interaction matrices. We obtain analytical expressions for several quantities with ecological interest, in particular the probability distributions for the number of prey and the number of predators. We find that these distributions have fast-decaying exponential and Gaussian tails, respectively. We also find that our analytical expressions are robust to changes in the details of the model.Comment: 4 pages (RevTeX). Final versio

Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian

We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study stochastic optimal control problems for suitable controlled Ornstein Uhlenbeck process with unbounded control processes

A bipartite class of entanglement monotones for N-qubit pure states

We construct a class of algebraic invariants for N-qubit pure states based on bipartite decompositions of the system. We show that they are entanglement monotones, and that they differ from the well know linear entropies of the sub-systems. They therefore capture new information on the non-local properties of multipartite systems.Comment: 6 page

Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control

Multipartite entanglement in 2 x 2 x n quantum systems

We classify multipartite entangled states in the 2 x 2 x n (n >= 4) quantum system, for example the 4-qubit system distributed over 3 parties, under local filtering operations. We show that there exist nine essentially different classes of states, and they give rise to a five-graded partially ordered structure, including the celebrated Greenberger-Horne-Zeilinger (GHZ) and W classes of 3 qubits. In particular, all 2 x 2 x n-states can be deterministically prepared from one maximally entangled state, and some applications like entanglement swapping are discussed.Comment: 9 pages, 3 eps figure

Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem

In this paper, we study a class of quadratic Backward Stochastic Differential Equations (BSDEs) which arises naturally when studying the problem of utility maximization with portfolio constraints. We first establish existence and uniqueness results for such BSDEs and then, we give an application to the utility maximization problem. Three cases of utility functions will be discussed: the exponential, power and logarithmic ones

Algebraic invariants of five qubits

The Hilbert series of the algebra of polynomial invariants of pure states of five qubits is obtained, and the simplest invariants are computed.Comment: 4 pages, revtex. Short discussion of quant-ph/0506073 include

Extended Classical Over-Barrier Model for Collisions of Highly Charged Ions with Conducting and Insulating Surfaces

We have extended the classical over-barrier model to simulate the neutralization dynamics of highly charged ions interacting under grazing incidence with conducting and insulating surfaces. Our calculations are based on simple model rates for resonant and Auger transitions. We include effects caused by the dielectric response of the target and, for insulators, localized surface charges. Characteristic deviations regarding the charge transfer processes from conducting and insulating targets to the ion are discussed. We find good agreement with previously published experimental data for the image energy gain of a variety of highly charged ions impinging on Au, Al, LiF and KI crystals.Comment: 32 pages http://pikp28.uni-muenster.de/~ducree