Let F be a homeomorphism of 𝕋² = ℝ²/ℤ² isotopic to the identity and f a lift to the universal covering space ℝ². We suppose that κ ∈ H¹(𝕋²,ℝ) is a cohomology class which is positive on the rotation set of f. We prove the existence of a smooth Lyapunov function of f whose derivative lifts a non-vanishing smooth closed form on 𝕋² whose cohomology class is κ.

An overview of multivariate modelling based on logistic and exponential smooth transition models with transition variable generated by aggregation operators and orders of auto and exogenous regression selected by information criterion separately for each regime is given. Model specification procedure is demonstrated on trivariate exchange rates time series. The application results show satisfactory improvement in fit when particular aggregation operators are used. Source code in the form of Mathematica...