The Extended Toda Hierarchy

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We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the $CP^1$ topological sigma model and the extended Toda hierarchy. We also establish an equivalence of the latter with certain extension of the nonlinear Schrödinger hierarchy.
23 pages, a remark at the end of Section 4 added

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