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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.

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48 results for Aubin continuity path

Solves complex equation for specific geometric solitons.

problem Solving complex Monge-Ampère equation for specific geometric solitons.
method Aubin continuity path and continuity method.
result Initial value of the path parameter has a solution and is open to all.

On a Fano manifold M we study the supremum of the possible t such that there is a Kähler metric in c_1(M) with Ricci curvature bounded below by t. This is shown to be the same as the maximum existence time of Aubin's continuity path for finding Kähler-Einstein metrics. We show that on P^2 blown up in one point this sup…

2009-03-31abs ↗pdf ↗

We prove that the partial C0C^0-estimate holds for metrics along Aubin's continuity method for finding Kähler-Einstein metrics, confirming a special case of a conjecture due to Tian. We use the method developed in recent work of Chen-Donaldson-Sun on the analogous problem for conical Kähler-Einstein metrics.

2013-10-31abs ↗pdf ↗

New proof of Aubin-Yau theorem for complex non-Kähler manifolds.

problem Transversally Kähler foliations as a generalization of Kähler manifolds.
method Adapting classical Aubin-Yau methods to transversally Kähler case under homological orientability condition.
result New, simpler proof of Vaisman Aubin-Yau theorem.

We study the blowup behavior at infinity of the normalized Kahler-Ricci flow on a Fano manifold which does not admit Kahler-Einstein metrics. We prove an estimate for the Kahler potential away from a multiplier ideal subscheme, which implies that the volume forms along the flow converge to zero locally uniformly away f…

2012-12-30abs ↗pdf ↗

In the previous papers \cite{L1, L2} the author constructed Mabuchi and Aubin-Yau functionals over any complex surfaces and three-folds, respectively. Using the method in \cite{L2}, we construct those functionals over any complex manifolds of the complex dimension bigger than or equal to 2.

2010-04-05abs ↗pdf ↗

In this note we construct Mabuchi LωM\mathcal{L}^{\rm M}_ω functional and Aubin-Yau functionals IωAY,JωAY\mathcal{I}^{\rm AY}_ω, \mathcal{J}^{\rm AY}_ω on any compact complex surfaces, and establish a number of properties. Our construction coincides with the original one in the Kähler case.

2010-02-18abs ↗pdf ↗

In their study of the Yamabe problem in the presence of isometry group, Hebey and Vaugon announced a conjecture. This conjecture generalizes Aubin's conjecture, which has already been proven and is sufficient to solve the Yamabe problem. In this paper, we generalize Aubin's theorem and we prove the Hebey--Vaugon conjec…

2009-03-19abs ↗pdf ↗

Reverse Hölder inequalities on Fano metrics with applications to geodesics and singularities.

problem Establishing reverse Hölder inequalities on Kähler metrics of Fano varieties.
method Using log-concavity and properties of Ricci potentials, the inequality is proven for Fano manifolds with log terminal singularities.
result The inequality holds for Fano varieties with log terminal singularities and the constant depends only on p and the dimension of X.

In this paper we construct Mabuchi LωM\mathcal{L}^{\rm M}_ω functional and Aubin-Yau functionals IωAY,JωAY\mathcal{I}^{\rm AY}_ω, \mathcal{J}^{\rm AY}_ω on any compact complex three-folds. The method presented here will be used in the forthcoming paper \cite{L1} on the construction of those functionals on any compact complex m…

2010-03-27abs ↗pdf ↗

We study the free energy of the Laughlin state on curved backgrounds, starting from the free field representation. A simple argument, based on the computation of the gravitational effective action from the transformation properties of Green functions under the change of the metric, allows to compute the first three ter…

2014-10-24abs ↗pdf ↗

Study Dirac-Einstein equations on manifolds with boundary, focusing on constant volume and chiral conditions.

problem Analyzing Dirac-Einstein equations on manifolds with boundary conditions.
method Characterizing bubbling phenomena and classifying ground state bubbles, proving an Aubin-type inequality.
result Proved an Aubin-type inequality and existence result.

Following the work of Cano and Diaz, we consider a continuous analog of lattice path enumeration. This allows us to define a continuous version of any discrete object that counts certain types of lattice paths. We define continuous versions of binomials and multinomials, and describe some identities and partial differe…

2017-07-06abs ↗pdf ↗

Smooth solutions and classification of Dirac-Einstein equations on 3-manifolds.

problem Analyzing solutions of Dirac-Einstein equations on R3\mathbb{R}^3.
method Proving smoothness and asymptotic behavior, classifying ground state solutions.
result Scalar part is given by Aubin-Talenti functions, spinorial part is conformal image of 12-\frac{1}{2}-Killing spinors on S3\mathbb{S}^3.

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

Study continuous paths in discrete subgroups of hyperbolic space, proving combination and decomposition theorems.

problem Understanding continuous paths in discrete subgroups of hyperbolic space.
method Combination theorem and chromatography technique.
result Construction of an exotic path of discrete subgroups with no isomorphic subgroups.

Study of Dirac equation with non-local nonlinearity on spheres.

problem Conformally invariant Dirac equation with non-local nonlinearity.
method Investigation of compactness, bubbling, and energy quantization of energy functional; characterization of ground state solutions; proof of Aubin-type inequality and Brezis-Nirenberg type result.
result Existence of solutions to the conformal Einstein-Dirac problem in dimension 4.

The paper examines stability of the Sobolev inequality in metric spaces with curvature dimension conditions.

problem Investigating stability of the Sobolev inequality in metric spaces with curvature dimension conditions.
method Assuming almost the same optimal constant, the paper shows that the cumulative distribution of almost extremal functions is close to that of an Aubin-Talenti bubble on the round sphere.
result Quantitative stability with sharp exponent for the Sobolev inequality in various curvature and dimension assumptions.

This paper develops a mathematical framework for the analysis of continuous-time trading strategies which, in contrast to the classical setting of continuous-time mathematical finance, does not rely on stochastic integrals or other probabilistic notions. Our purely analytic framework allows for the derivation of a path…

2016-02-16abs ↗pdf ↗

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

Simplified proof and new C0C^0 estimate for Kähler-Einstein metrics.

problem Existence of Kähler-Einstein metrics on Calabi-Yau manifolds.
method Alternative C0C^0 a priori estimate for the Monge-Ampère equation.
result Established a new uniform bound for the solution of the Monge-Ampère equation.

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the dat…

2012-10-19abs ↗pdf ↗

This is the content of the lectures given by the author at the winter school KAWA3 held at the University of Barcelona in 2012 from January 30 to February 3. The main goal was to give an account of viscosity techniques and to apply them to degenerate Complex Monge-Ampère equations following recent works of P. Eyssidieu…

2014-04-04abs ↗pdf ↗

This article addresses the problem of approximating the price of options on discrete and continuous arithmetic average of the underlying, i.e. discretely and continuously monitored Asian options, in local volatility models. A path-integral-type expression for option prices is obtained using a Brownian bridge representa…

2017-06-07abs ↗pdf ↗

Let $(M,g,\si)$ be a compact Riemannian spin manifold of dimension 2\geq 2. For any metric g~\tilde g conformal to gg, we denote by λ~\tildeλ the first positive eigenvalue of the Dirac operator on $(M,\tilde g,\si)$. We show that $$\inf_{\tilde{g} \in [g]} \tildeλ\Vol(M,\tilde g)^{1/n} \leq (n/2) \Vol(S^n)^{1/n}.$$ T…

2003-08-12abs ↗pdf ↗

The paper examines ellipticity of specific equations on vector bundles.

problem Investigating ellipticity of vector bundle versions of Monge-Ampère equations.
method Analyzing continuity paths and preserving ellipticity of equations.
result Not all equations preserve ellipticity along continuity paths, but σ2σ_{2} does.

Flow Matching enables robust training of CNFs with various probability paths.

problem Training Continuous Normalizing Flows (CNFs) at large scales.
method Flow Matching (FM) is a simulation-free approach for training CNFs by regressing vector fields of conditional probability paths.
result Flow Matching with diffusion paths yields more robust and stable training compared to diffusion-based methods.

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restriction…

2008-01-26abs ↗pdf ↗

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically eval…

2016-02-13abs ↗pdf ↗

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…

2012-05-11abs ↗pdf ↗