We investigate mirror symmetry for toric Calabi-Yau manifolds from the perspective of the SYZ conjecture. Starting with a non-toric special Lagrangian torus fibration on a toric Calabi-Yau manifold $X$, we construct a complex manifold $\check{X}$ using T-duality modified by quantum corrections. These corrections are encoded by Fourier transforms of generating functions of certain open Gromov-Witten invariants. We conjecture that this complex manifold $\check{X}$, which belongs to the Hori-Iqbal-Vafa mirror family, is inherently written in canonical flat coordinates. In particular, we obtain an enumerative meaning for the (inverse) mirror maps, and this gives a geometric reason for why their Taylor series expansions in terms of the K\"ahler parameters of $X$ have integral coefficients. Applying the results in \cite{Chan10} and \cite{LLW10}, we compute the open Gromov-Witten invariants in terms of local BPS invariants and give evidences of our conjecture for several 3-dimensional examples including $K_{\proj^2}$ and $K_{\proj^1\times\proj^1}$.

The paper presents a study of Fuglede’s $p$ -module of systems of measures in condensers in polarizable Carnot groups. In particular, we calculate the $p$ -module of measures in spherical ring domains, find the extremal measures, and finally, extend a theorem by Rodin to these groups.

Economists historically measure the degree to which the market is surprised by an earnings announcement by the consensus forecast error, defined as difference between the actual earnings and the consensus forecast. The consensus might be calculated using either the mean or median of security analysts forecasts. The premise of this measure is that the consensus forecast is a good proxy for the markets expectation of earnings. Hence the consensus forecast error captures how surprised the market is when the earnings is announced. The consensus forecast error is a building block of a host of studies across finance, accounting and economics (see for a survey of event studies in Kothari (2001)). For instance, in finance and accounting, it is used in event studies of how efficiently markets react to earnings announcements. Efficient market studies when it comes to bond or currency markets and macroeconomic

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We consider singular integral operators of the form (a)$Z$_{1}L^{−1}Z_{2}, (b)$Z$_{1}Z_{2}L^{−1}, and (c)$L$^{−1}Z_{1}Z_{2}, where$Z$_{1}and$Z$_{2}are nonzero right-invariant vector fields, and$L$is the$L$^{2}-closure of a canonical Laplacian. The operators (a) are shown to be bounded on$L$^{p}for all$p$∈(1, ∞) and of weak type (1, 1), whereas all of the operators in (b) and (c) are not of weak type ($p, p$) for any$p$∈[1, ∞).