Th. 3e cycle--Math.--Besançon, 1982. N°: 383.

Fan, Sin Tsun Edward. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 85-87). / Abstract also in Chinese. / Chapter 1 --- Introduction --- p.5 / Chapter 1.1 --- Motivation --- p.5 / Chapter 1.2 --- Main results --- p.10 / Chapter 2 --- Preliminaries --- p.14 / Chapter 2.1 --- Z-gradations of Semisimple Lie Algebras --- p.14 / Chapter 2.2 --- Basic Facts about Algebraic Groups --- p.15 / Chapter 3 --- Weight Multiplicity Free Representations and Pre- homogeneous Vector Spaces --- p.18 / Chapter 3.1 --- Weight Multiplicity Free Representations --- p.18 / Chapter 3.2 --- Prehomogeneous Vector Spaces --- p.22 / Chapter 4 --- Augmentations of Dynkin Diagrams --- p.25 / Chapter 5 --- Orbit Finiteness and Prehomogeneity --- p.32 / Chapter 6 --- Termination of Z-grading --- p.36 / Chapter 7 --- Explicit Construction of Generic Elements in Simply- laced Cases --- p.42 / Chapter 8 --- The Ambient Lie Algebras of Parabolic PVS's --- p.47 / Chapter 9 --- PVS's of Twisted Affine Type --- p.52 / Chapter 10 --- "Orbit Structure of (GL2 x SL2m+1,C2 x A2C2m+1)" --- p.55 / Chapter 11 --- Nilvarieties and Generalisation of Open Orbits --- p.59 / Chapter 11.1 --- Nilvarieties and Visible Representations --- p.59 / Chapter 11.2 --- Augmeantations of Affine Dynkin Diagrams --- p.62 / Chapter 11.3 --- Classification of Irreducible Visible Representations --- p.67 / Chapter 12 --- Real Forms of PVS of Parabolic Type --- p.70 / Chapter 12.1 --- Representations of Real Reductive Lie Algebras and Satake Diagrams --- p.70 / Chapter 12.2 --- Real Forms of PVS of Parabolic Type --- p.77 / Chapter 13 --- Tables --- p.81 / Bibliography --- p.85

The trace form gives a connection between the representation ring and the space of invariant bilinear forms of a Lie algebra $L$. This thesis reviews the definition of the trace of an endomorphism of a finitely generated projective module over a commutative ring $R$. We then use this to look at the trace form of a finitely generated projective representation of a Lie algebra $L$ over $R$ and its representation ring. While doing so, we prove a few trace formulas which are useful in the theory of the Dynkin index, an invariant introduced by Dynkin in 1952 to study homomorphisms between simple Lie algebras.

Conjugacy classes of nilpotent elements in complex semisimple Lie algebras are classified using the Bala-Carter theory. In this theory, nilpotent orbits in g are parametrized by the conjugacy classes of pairs (l,pl) of Levi subalgebras of g and distinguished parabolic subalgebras of [l,l]. In this thesis we present this theory and use it to give a list of representatives for nilpotent orbits in so(8) and from there we give a partition-type parametrization of them.

Le sujet de ma thèse est la théorie de la pénalisation, développée originalement par B .Roynette, P. Vallois et M. Yor dans le cas du mouvement brownien. En quelques mots, cela consiste à favoriser des trajectoires de mesure nulle en mettant un poids sur la mesure de probabilité. La première partie de ma thèse est la contrepartie discrète de leur travail: Soit (Omega,(Xn,,n>=0),Fn,n>=0, P) la marche aléatoire symétrique où Fn est la filtration canonique. Pour des fonctionnelles positives et adaptées G:N*Omega->R+, j'étudie pour tout n dans N, pour tout An dans Fn, la limite quand p tend vers l'infini de la quantité: Ex[An Gp] / Ex[Gp] Quand cette limite existe, elle est égale à Q(An):=Ex[An Mn] où (Mn,n>=0) est une martingale positive non uniformément intégrable. La définition de Q induit une nouvelle probabilité sur (Omega,F) et on étudie alors (Xn,n>=0) sous Q. Dans une seconde partie, j'essaye d'étendre cette théorie à un processus de naissance et de mort. Rappelons que ces processus ont la propriété de ne changer d'état que vers les états les plus proches et cela après un temps aléatoire exponentiel. Plus précisément, je pénalise un processus de naissance et de mort transient par le nombre de visites dans l'état 0 (ce qui est comme une pénalisation par le temps local). Quand je force ce processus à visiter une infinité de fois l'état 0, je prouve que, sous la nouvelle mesure de probabilité induite par pénalisation, le processus se comporte comme un processus de naissance et de mort récurrente. / The subject of my thesis is the theory of penalisation originaly developed by B .Roynette, P. Vallois and M. Yor in the case of the brownian motion. In a few words, it consists in putting a weight on the probability measure to favorise trajectories with probability measure equals to zero. The first part of my thesis is the discrete counterpart of their work : let (Omega,(Xn,,n>=0),Fn,n>=0, P) the symmetric random walk and Fn is the canonical filtration. For some adapted and positive functionals G:N*Omega->R+, I study for all n in N, for all An in Fn, the limit when p goes to infinity of the quantity: Ex[An Gp] / Ex[Gp] When this limit exists, it is equal to Q(An):=Ex[An Mn] where (M_n,n>=0) is a positive non uniformly integrable martingale. The definition of Q induces a new probability on (Omega, F) and then I study (Xn,n>=0) under Q. In a second part, I try to expend this theory to birth and death Markov processes. Recall that these processes have the property that, after an exponential random length of time, only transitions to neighbouring states are possible. Precisely, I penalize the distribution of the transient birth and death process by the number of visits at the state 0 (which is like local time type penalization). When I force the process to visit an infinitely often the state zero, I prove that, under the new probability measure induced by penalization, the process behaves as a recurrent birth and death process.

A dissertação tem como tema as álgebras de Lie. Especificamente álgebras de Lie semi-simples e suas propriedades . Para encontramos essas propriedades estudamos os conceitos básicos da teoria das álgebras de Lie e suas representações. Então fizemos a classificação dessas álgebras por diagramas de Dynkin explicitando quais os possíveis diagramas que são associados a uma álgebra de Lie semi-simples. Por fim, demonstramos vários resultados concernentes a essa classificação, dentre esses, o principal resultado demonstrado foi: os diagramas de Dynkin são um invariante completo das álgebras de Lie semi-simples / The dissertation has the theme Lie algebras. Specifically semi-simple Lie algebras and its properties. To find these properties we studied the basic concepts of the theory of Lie algebras and their representations. Then we did the classification by Dynkin diagrams of these algebras and explaining the possible diagrams that are associated with a semi-simple Lie algebra. Finally, we demonstrate several results related to this classification, among these, the main result demonstrated was: the Dynkin diagrams are a complete invariant of semi-simple Lie algebras

A dissertação tem como tema as álgebras de Lie. Especificamente álgebras de Lie semi-simples e suas propriedades . Para encontramos essas propriedades estudamos os conceitos básicos da teoria das álgebras de Lie e suas representações. Então fizemos a classificação dessas álgebras por diagramas de Dynkin explicitando quais os possíveis diagramas que são associados a uma álgebra de Lie semi-simples. Por fim, demonstramos vários resultados concernentes a essa classificação, dentre esses, o principal resultado demonstrado foi: os diagramas de Dynkin são um invariante completo das álgebras de Lie semi-simples / The dissertation has the theme Lie algebras. Specifically semi-simple Lie algebras and its properties. To find these properties we studied the basic concepts of the theory of Lie algebras and their representations. Then we did the classification by Dynkin diagrams of these algebras and explaining the possible diagrams that are associated with a semi-simple Lie algebra. Finally, we demonstrate several results related to this classification, among these, the main result demonstrated was: the Dynkin diagrams are a complete invariant of semi-simple Lie algebras

Dans ce mémoire, après avoir défini le concept de déploiement, nous obtenons les variables des algèbres amassées et les classes de mutations associées aux carquois valués de types B et C en ramenant l'étude de ces concepts à celle des familles A et D, respectivement.

The Ginibre gas is a Poisson point process dened on a space of loops related to the Feynman-Kac representation of the ideal Bose gas. Here we study thermodynamic limits of dierent ensembles via Martin-Dynkin boundary technique and show, in which way innitely long loops occur. This effect is the so-called Bose-Einstein condensation.

This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. Namely, Paper I deals with valuation of a game version of a perpetual American option where the parties disagree about the distributional properties of the underlying process, Papers II and III investigate pricing of default-sensitive contingent claims, Paper IV treats CVA (credit value adjustment) modelling for a portfolio consisting of American options, and Paper V studies a problem motivated by model calibration in pricing of corporate bonds. In each of the articles, we deal with an underlying stochastic process that is continuous in time and defined on some probability space. Namely, Papers I-IV treat stochastic processes with continuous paths, whereas Paper V assumes that the underlying process is a jump-diffusion with finite jump intensity. The information level in Paper I is the filtration generated by the stock value. In articles III and IV, we consider investors whose information flow is designed as a progressive enlargement with default time of the filtration generated by the stock price, whereas in Paper II the information flow is an initial enlargement. Paper V assumes that the default is a hitting time of the firm's value and thus the underlying filtration is the one generated by the process modelling this value. Moreover, in all of the papers the risk-free bonds are assumed for simplicity to have deterministic prices so that the focus is on the uncertainty coming from the stock price and default risk.