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

A complete set of covariants of the four qubit system

We obtain a complete and minimal set of 170 generators for the algebra of SL(2,\C)^{\times 4}-covariants of a binary quadrilinear form. Interpreted in terms of a four qubit system, this describes in particular the algebraic varieties formed by the orbits of local filtering operations in its projective Hilbert space. Also, this sheds some light on the local unitary invariants, and provides all the possible building blocks for the construction of entanglement measures for such a system.Comment: 14 pages, IOP macros; slightly expanded versio

Entanglement monotones and maximally entangled states in multipartite qubit systems

We present a method to construct entanglement measures for pure states of multipartite qubit systems. The key element of our approach is an antilinear operator that we call {\em comb} in reference to the {\em hairy-ball theorem}. For qubits (or spin 1/2) the combs are automatically invariant under SL(2,\CC). This implies that the {\em filters} obtained from the combs are entanglement monotones by construction. We give alternative formulae for the concurrence and the 3-tangle as expectation values of certain antilinear operators. As an application we discuss inequivalent types of genuine four-, five- and six-qubit entanglement.Comment: 7 pages, revtex4. Talk presented at the Workshop on "Quantum entanglement in physical and information sciences", SNS Pisa, December 14-18, 200

Multi-line spectro-polarimetry on active region NOAA 9125

We present here some preliminary results of observations performed with the spectro-polarimetric mode of the THEMIS telescope onactiv e regionNO AA 9125 on August 2000. We show the presence of high-velocity downflows located at the edge of a filament and stress on the non-stationary character of these flows. Flaring activities were also observed: we just present here some spectro-polarimetric profiles of these regions, more accurate magnetic-field configuration determination being performed latter on

Fabrication of an in-plane SU-8 cantilever with integrated strain gauge for wall shear stress measurements in fluid flows.

We present a cantilever fabricated from the polymer SU-8 for the measurement of wall shear stress in fluid flows. The pressure induced deflection of the cantilever, measured using a calibrated and integrated nichrome strain gauge, can be related to the wall shear stress on the surface. The initial degree of curvature of the cantilever can be controlled via the exposure dose, which allows a small positive deflection to be achieved, and so minimises the intrusion into the flow. Wind tunnel testing results show a sensitivity greater than 2.5 mV/Pa, with a shear stress of 0.38 Pa and excitation of 1 V

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

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

THEMIS as particle detector: Spectropolarimetry of solar flares

The progressive phases of three solar flares have beenobserv ed with THEMIS in July 2000, using the multiline spectropolarimetric MTR mode. A preliminary analysis of the characteristics of the polarization of the Hα and Hβ lines observed at the beginning of the progressive phase of one of these flares is presented

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