On prescribed change of profile for solutions of parabolic equations

Parabolic equations with homogeneous Dirichlet conditions on the boundary are studied in a setting where the solutions are required to have a prescribed change of the profile in fixed time, instead of a Cauchy condition. It is shown that this problem is well-posed in L_2-setting. Existence and regularity results are established, as well as an analog of the maximum principle

Mutual Fund Theorem for continuous time markets with random coefficients

We study the optimal investment problem for a continuous time incomplete market model such that the risk-free rate, the appreciation rates and the volatility of the stocks are all random; they are assumed to be independent from the driving Brownian motion, and they are supposed to be currently observable. It is shown that some weakened version of Mutual Fund Theorem holds for this market for general class of utilities; more precisely, it is shown that the supremum of expected utilities can be achieved on a sequence of strategies with a certain distribution of risky assets that does not depend on risk preferences described by different utilities.Comment: 17 page

Predictability of band-limited, high-frequency, and mixed processes in the presence of ideal low-pass filters

Pathwise predictability of continuous time processes is studied in deterministic setting. We discuss uniform prediction in some weak sense with respect to certain classes of inputs. More precisely, we study possibility of approximation of convolution integrals over future time by integrals over past time. We found that all band-limited processes are predictable in this sense, as well as high-frequency processes with zero energy at low frequencies. It follows that a process of mixed type still can be predicted if an ideal low-pass filter exists for this process.Comment: 10 page

Black hole atom as a dark matter particle candidate

We propose the new dark matter particle candidate - the "black hole atom", which is an atom with the charged black hole as an atomic nucleus and electrons in the bound internal quantum states. As a simplified model we consider the the central Reissner-Nordstrom black hole with the electric charge neutralized by the internal electrons in bound quantum states. For the external observers these objects would look like the electrically neutral Schwarzschild black holes. We suppose the prolific production of black hole atoms under specific conditions in the early universe.Comment: 5 pages, 1 figures, with additional reference

Universal estimate of the gradient for parabolic equations

We suggest a modification of the estimate for weighted Sobolev norms of solutions of parabolic equations such that the matrix of the higher order coefficients is included into the weight for the gradient. More precisely, we found the upper limit estimate that can be achieved by variations of the zero order coefficient. As an example of applications, an asymptotic estimate was obtained for the gradient at initial time. The constant in the estimates is the same for all possible choices of the dimension, domain, time horizon, and the coefficients of the parabolic equation. As an another example of application, existence and regularity results are obtained for parabolic equations with time delay for the gradient.Comment: 15 page