Bosonic topological insulators (BTI) in three dimensions are symmetry-protected topological phases (SPT) protected by time-reversal and boson number conservation symmetries. BTI in three dimensions were first proposed and classified by the group cohomology theory which suggests two distinct root states, each carrying a Z2 index. Soon after, surface anomalous topological orders were proposed to identify different root states of BTI, which even leads to a new BTI root state beyond the group cohomology classification. In this paper, we propose a universal physical mechanism via vortex-line condensation from a 3d superfluid to achieve all three root states. It naturally produces bulk topological quantum field theory (TQFT) description for each root state. Topologically ordered states on the surface are rigorously derived by placing TQFT on an open manifold, which allows us to explicitly demonstrate the bulk-boundary correspondence. Finally, we generalize the mechanism to ZN symmetries and discuss potential SPT phases beyond the group cohomology classification.

An axiomatic formulation is presented for point processes which may be interpreted as ordered sequences of points randomly located on the real line. Such concepts as forward recurrence times and number of points in intervals are defined and related in set-theoretic Note that for α∈$A$,$G$^{α}may not cover$G$_{α}as a convex subgroup and so we cannot use Theorem 1.1 to prove this result. Moreover, all that we know about the$G$^{α}/G_{α}is that each is an extension of a trivially ordered subgroup by a subgroup of$R$. It$B$is a plenary subset of$A$, then there exists a$v$-isomorphism μ of$G$into$V(B, G$^{β}/G_{β}), but whether or not μ is an$o$-isomorphism is not known.

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This paper is concerned with a mean-reversion trading rule. In contrast to most market models treated in the literature, the underlying market is solely determined by a two-state Markov chain. The major advantage of such Markov chain model is its striking simplicity and yet its capability of capturing various market movements. The purpose of this paper is to study an optimal trading rule under such a model. The objective of the problem under consideration is to nd a sequence stopping (buying and selling) times so as to maximize an expected return. Under some suitable conditions, explicit solutions to the associated HJ equations (variational inequalities) are obtained. The optimal stopping times are given in terms of a set of threshold levels. A verication theorem is provided to justify their optimality. Finally, a numerical example is provided to illustrate the results.

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