In this paper we present a new approach to nding good lattice points. We employ the spectral test, a well-known gure of merit for uniform random number generators. This concept leads to an assessment of lattice points g that is closely related to the classical Babenko-Zaremba quantity (g; N). The associated lattice rules are good uniformly over a whole range of dimensions. Our numerical example...

On the predual of a von Neumann algebra, we define a dif-ferentiable manifold structure and affine connections by embeddings into non-commutative L p –spaces. Using the geometry of uniformly convex Ba-nach spaces and duality of the L p and L q spaces for 1/p + 1/q = 1, we show that we can introduce the α-divergence, for α ∈ (−1, 1), in a similar manner as Amari in the classical case. If restric...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

We construct a locally finite graph and a bounded geometry metric space which do not admit a quasi-isometric embedding into any uniformly convex Banach space. Connections with the geometry of c0 and superreflexivity are discussed. The question of coarse embeddability into uniformly convex Banach spaces became interesting after the recent work of G. Kasparov and G. Yu, who showed the coarse Novi...

It is a classical result that every subharmonic function, defined and L p-integrable for some p, 0 < p < +∞, on the unit disk D of the complex plane C is for almost all θ of the form o((1− |z|)−1/p), uniformly as z → eiθ in any Stolz domain. Recently Pavlović gave a related integral inequality for absolute values of harmonic functions, also defined on the unit disk in the complex plane. We gene...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

AMS Subject Classi cation: 58F20, 60J60, 65G05 We investigate the effects of round-off errors on quasi-periodic motions in a linear symplectic planar map. By discretizing coordinates uniformly we transform this map into a permutation of Z2 , and study motions near infinity, which correspond to a fine discretization. We provide numerical evidence that all orbits are periodic and that the average...