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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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48 results for Analytic duality

New method for superhedging without assuming continuous claims.

problem Superhedging without assuming upper semicontinuous contingent claims.
method Established a generalized duality for model-free superhedging using Choquet's capacitability theorem.
result Generalized duality for superhedging given marginal distributions without continuity assumptions.

We present a universal construction of almost duality for Frobenius manifolds. The analytic setup of this construction is described in details for the case of semisimple Frobenius manifolds. We illustrate the general considerations by examples from the singularity theory, mirror symmetry, the theory of Coxeter groups a…

2003-07-29abs ↗pdf ↗

In this paper, we investigate the generalization of the Call-Put duality equality obtained in [1] for perpetual American options when the Call-Put payoff (yx)+(y-x)^+ is replaced by φ(x,y)φ(x,y). It turns out that the duality still holds under monotonicity and concavity assumptions on φφ. The specific analytical form of the …

2006-12-21abs ↗pdf ↗

Extends duality preserving singular set images and first fundamental forms to generalized cuspidal edges.

problem Preserving singular set images and first fundamental forms on generalized cuspidal edges.
method Extends previous isometric duality to generalized cuspidal edges including cuspidal cross caps and 5/2-cuspidal edges.
result New geometric insights on the duality.

In a model free discrete time financial market, we prove the superhedging duality theorem, where trading is allowed with dynamic and semi-static strategies. We also show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path ωΩω\in Ω, might be strictly greater than the …

2015-06-22abs ↗pdf ↗

Solutions of Hitchin's self-duality equations corresponds to special real sections in the Deligne-Hitchin moduli space -- twistor lines. A question posed by Simpson in 1997 asks whether all real sections give rise to global solutions of the self-duality equations. An affirmative answer would allow for complex analytic …

2018-01-08abs ↗pdf ↗

We show that for a rationally inessential orientable closed nn-manifold MM whose fundamental group ππ is a duality group the macroscopic dimension of its universal cover is strictly less than nn:$$ \dim_{MC}\Wi M<n.$$ As a corollary we obtain the following 0.1 Theorem. The inequality $ \dim_{MC}\Wi M<n$ holds for t…

2012-08-02abs ↗pdf ↗

Study on curvature measures in non-Euclidean spaces linked to Euclidean geometry.

problem Investigating curvature measures in spherical, hyperbolic, and de Sitter spaces.
method Establishing a unifying framework for curvature measures in real-analytic spaces of constant curvature.
result Floating bodies and duality in non-Euclidean spaces are connected to curvature measures in Euclidean space.

Paper studies compactifications of Higgs bundles and self-duality equations.

problem Compactification of Hitchin moduli space and Higgs bundles.
method Analyzes maps between algebraic and analytic compactifications.
result Map between compactifications fails to be continuous at boundary over discriminant locus.

We construct a canonical element, called the refined analytic torsion, of the determinant line of the cohomology of a closed oriented odd-dimensional manifold M with coefficients in a flat complex vector bundle E. We compute the Ray-Singer norm of the refined analytic torsion. In particular, if there exists a flat Herm…

2005-10-25abs ↗pdf ↗

Analytic torsion defined for rank 2 distributions on 5-manifolds.

problem Defining and analyzing analytic torsion for rank 2 distributions.
method Proposed an analytic torsion for Rumin complex associated with rank 2 distributions on 5-manifolds, established anomaly formulas, and showed coincidence with Ray-Singer torsion.
result The proposed torsion coincides with Ray-Singer torsion for certain nilmanifolds.

An affine Cartan calculus is developed. The concepts of special affine bundles and special affine duality are introduced. The canonical isomorphisms, fundamental for Lagrangian and Hamiltonian formulations of the dynamics in the affine setting are proved.

2003-03-05abs ↗pdf ↗

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but little was known for non-convex problems. We propose a novel analytical framework an…

2017-04-27abs ↗pdf ↗

Study examines how liquidity constraints impact optimal retirement decisions.

problem Impact of liquidity constraints on optimal retirement decisions.
method Analytical solution using duality method with different liquidity constraints.
result Sensitivity analysis reveals the effect of liquidity constraints on retirement decisions.

A geometric model for twisted KK-homology is introduced. It is modeled after the Mathai-Melrose-Singer fractional analytic index theorem in the same way as the Baum-Douglas model of KK-homology was modeled after the Atiyah-Singer index theorem. A natural transformation from twisted geometric KK-homology to the new g…

2012-11-07abs ↗pdf ↗

We introduce complex generalizations of the classical Legendre transform, operating on Kähler metrics on a compact complex manifold. These Legendre transforms give explicit local isometric symmetries for the Mabuchi metric on the space of Kähler metrics around any real analytic Kähler metric, answering a question origi…

2016-08-19abs ↗pdf ↗

We review the Reidemeister torsion, Ray-Singer's analytic torsion and the Cheeger-M"uller theorem. We describe the analytic torsion of the de Rham complex twisted by a flux form introduced by the current authors and recall its properties. We define a new twisted analytic torsion for the complex of invariant differentia…

2009-12-11abs ↗pdf ↗

We study an analogue of the analytic torsion for elliptic complexes that are graded by Z2\mathbb{Z}_2, orignally constructed by Mathai and Wu. Motivated by topological T-duality, Bouwknegt an Mathai study the complex of forms on an odd-dimensional manifold equipped with with the twisted differential dH=d+Hd_H = d+H, where …

2013-11-26abs ↗pdf ↗

We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of dd risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging price of a path dependent European option has the same value as the purely probabi…

2017-05-08abs ↗pdf ↗

We study the analytic torsion of the cone over an orientable odd dimensional compact connected Riemannian manifold W. We prove that the logarithm of the analytic torsion of the cone decomposes as the sum of the logarithm of the root of the analytic torsion of the boundary of the cone, plus a topological term, plus a fu…

2010-01-26abs ↗pdf ↗

Natural analogs of Lie brackets on affine bundles are studied, based on natural examples from differential geometry and analytical mechanics. In particular, a close relation to Lie algebroids and, by a sort of duality, to affine analogs of Poisson structures is established as well as affine versions of the complete lif…

2002-03-12abs ↗pdf ↗

In a previous paper, the authors defined an equivariant version of the so-called Saito duality between the monodromy zeta functions as a sort of Fourier transform between the Burnside rings of an abelian group and of its group of characters. Here a so-called enhanced Burnside ring B^(G)\widehat{B}(G) of a finite group GG

2015-06-18abs ↗pdf ↗

Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.

problem Optimal transport of multiple probability distributions.
method Unified Kantorovich duality theory for multimarginal optimal transport on general Polish product spaces.
result Unified duality theory for multimarginal optimal transport, extending classical two-marginal conjugacy.

The paper explores dualities in differential equations and their applications in Riemannian geometry.

problem Developing comparison theorems for mixed type differential equations.
method Utilizing dualities in differential equations and inequalities, and applying them to Riemannian geometry.
result Proves Hessian and Laplacian comparison theorems under various curvature assumptions.

We prove the Novikov conjecture on oriented Cheeger spaces whose fundamental group satisfies the strong Novikov conjecture. A Cheeger space is a stratified pseudomanifold admitting, through a choice of ideal boundary conditions, an L2-de Rham cohomology theory satisfying Poincare duality. We prove that this cohomology …

2013-08-13abs ↗pdf ↗

Preprint proves quantum coideal Schur-Weyl duality and generalizes Jones-Wenzl projectors.

problem Quantum coideal Schur-Weyl duality and Jones-Wenzl projectors in type B/D.
method Combinatorial proofs and functional analytic arguments.
result Explicit proof of quantum coideal Schur-Weyl duality and generalization of Jones-Wenzl projectors.

Let EE be a flat complex vector bundle over a closed oriented odd dimensional manifold MM endowed with a flat connection \nabla. The refined analytic torsion for (M,E)(M,E) was defined and studied by Braverman and Kappeler. Recently Mathai and Wu defined and studied the analytic torsion for the twisted de Rham complex…

2010-01-05abs ↗pdf ↗

We study S-dualities in analytically continued SL(2) Chern-Simons theory on a 3-manifold M. By realizing Chern-Simons theory via a compactification of a 6d five-brane theory on M, various objects and symmetries in Chern-Simons theory become related to objects and operations in dual 2d, 3d, and 4d theories. For example,…

2011-06-22abs ↗pdf ↗

Analyzes a finite set of metrics and functions to determine manifold torsion.

problem Determining the torsion of a manifold from a finite set of metrics and functions.
method Introduces a finite set of analytic quantities derived from a Riemannian metric and Morse function, which determine the torsion of the manifold.
result The virtually small spectral package determines the torsion of the manifold, analogous to calculating the Euler-Poincaré characteristic.