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arXiv research

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.

168,695 papers · 148 categories

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162324486648 · Jun 202019922001200920172026
48 results for BMO functions

The aim of this article is: (a) To establish the existence of the best isoperimetric constants for the (H1,BMO)(H^1,BMO)-normal conformal metrics e2udx2e^{2u}|dx|^2 on Rn\mathbb R^n, n3n\ge 3, i.e., the conformal metrics with the Q-curvature orientated conditions $$ (-Δ)^{n/2}u\in H^1(\mathbb R^n) & \ u(x)=\hbox{const.}+\frac{\i…

2008-01-30abs ↗pdf ↗

The paper studies the smoothness of critical points of variational integrals on Hessian spaces.

problem The study focuses on the regularity of critical points of variational integrals defined on Hessian spaces.
method The approach involves solving a fourth order nonlinear equation and analyzing the Hessian of the critical points.
result Smooth critical points with bounded Hessian are shown to be smooth provided their Hessian has small BMO.

The study shows how to regularize weakly harmonic maps using Sobolev norms and Coulomb frames.

problem Regularity of weakly harmonic maps between Riemannian manifolds.
method New structure equations and Coulomb-frame methods combined with Hardy-BMO duality.
result Sufficient conditions on Sobolev norms ensure full regularity of weakly harmonic maps.

This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sufficient condition for the existence of a solution but show that uniqueness fails to hold in the sense that there exists a continuum …

2011-07-01abs ↗pdf ↗

We give an overview of the generalized Calderón-Zygmund theory for "non-integral" singular operators, that is, operators without kernels bounds but appropriate off-diagonal estimates. This theory is powerful enough to obtain weighted estimates for such operators and their commutators with $\BMO$ functions. LpLqL^p-L^q of…

2008-10-17abs ↗pdf ↗

Investigates optimal consumption and investment strategies with constraints in incomplete markets.

problem Optimal consumption and investment under constraints in incomplete markets.
method Characterizes optimal strategies via a quadratic BSDE, using martingale optimality criterion and Lyapunov functions.
result Obtains the verification theorem for optimal strategies in unbounded cases.

Study Epstein-Zin preferences in mean field portfolio games, proving unique equilibria.

problem Analyzing portfolio games with Epstein-Zin preferences under non-Markovian conditions.
method Proves a one-to-one correspondence between Nash equilibria and BSDE solutions, using local stochastic maximum principle tailored to Epstein-Zin utility.
result Establishes uniqueness of equilibria in mean field portfolio games under Epstein-Zin preferences.

Study optimal liquidation strategies with infinite horizon and regime switching.

problem Optimal liquidation with semimartingale strategies in a stochastic environment.
method Characterization of value function and optimal strategy via BSDEs with infinite horizon.
result Existence and uniqueness of optimal control problem solutions.

In an incomplete financial market, the axiomatic of Time Consistent Pricing Procedure (TCPP), recently introduced, is used to assign to any financial asset a dynamic limit order book, taking into account both the dynamics of basic assets and the limit order books for options. Kreps-Yan fundamental theorem is extended t…

2008-09-22abs ↗pdf ↗

We study the dynamics of the exponential utility indifference value process C(B;α) for a contingent claim B in a semimartingale model with a general continuous filtration. We prove that C(B;α) is (the first component of) the unique solution of a backward stochastic differential equation with a quadratic generator and o…

2005-08-25abs ↗pdf ↗

The paper solves a complex control problem with stochastic elements and switching conditions.

problem Non-homogeneous stochastic LQ control with regime switching and random coefficients.
method Explicit optimal control and value obtained through two systems of backward stochastic differential equations (BSDEs). Existence and uniqueness of solutions proved using BMO martingales and contraction mapping method.
result Explicit optimal state feedback control and optimal value derived for the problem.

This paper generalizes biharmonic Riemannian submersions to higher dimensions.

problem Classifying biharmonic Riemannian submersions from manifolds with constant sectional curvature.
method Constructing an adapted orthonormal frame to simplify the biharmonic equation and analyzing curvature properties.
result A Riemannian submersion is biharmonic if and only if it is harmonic from an (n+1)(n+1)-dimensional manifold with constant sectional curvature to an nn-dimensional manifold.

The paper studies the properties of maps with free boundaries, focusing on the obstacle case.

problem Properties of the projected image and its regularity in maps with free boundaries.
method Dividing the map into distance and projected image parts; applying classical obstacle problem methods and proving higher regularity for the projected image.
result The projected image is at most of class C2,1C^{2,1} and globally of class W3,BMOW^{3,BMO}, locally of C2,1C^{2,1} around the regular part of the free boundary.

The paper studies boundedness of pseudo-differential operators on smooth manifolds.

problem Boundedness of pseudo-differential operators in LpL^p-LqL^q spaces on smooth manifolds.
method Using global symbols and extending Hörmander's condition, the paper investigates LpL^p-boundedness, LL^\infty-BMOBMO estimates, and LpL^p-LqL^q boundedness for Fourier multipliers and pseudo-differential operators.
result The paper proves LpL^p-LqL^q boundedness for the range 1<p2q<1<p \leq 2 \leq q<\infty.

Study optimal investment and reinsurance strategy for insurers under random coefficients.

problem Optimal mean-variance investment-reinsurance problem for insurers under Cramér-Lundberg model with random coefficients.
method Reduced to a constrained stochastic linear-quadratic control problem with jumps, solved using BSDE techniques and SREs.
result Explicit efficient investment-reinsurance strategy and mean-variance frontier.

Extends pseudo-differential operators theory to compact Lie groups.

problem Global pseudo-differential operators on compact Lie groups.
method Develops a subelliptic pseudo-differential calculus for compact Lie groups.
result Establishes subelliptic versions of Fefferman and Calderón-Vaillancourt theorems.

Establishes interior regularity results for a broad class of two-dimensional nonlinear elliptic systems using a unified abstract framework.

problem Interior regularity results for two-dimensional nonlinear elliptic systems
method A unified abstract framework built around a Campanato-type discrete iteration scheme coupled with a Caccioppoli-type estimate
result Local Hölder continuity of the map u\boldsymbol{u} is established, with an explicit Hölder exponent that optimally attains the classical Morrey--Campanato threshold dictated by the Lebesgue integrability of the source term f\boldsymbol{f}

This paper proves that for large n, the regular polygon minimizes the first eigenvalue of the Laplacian.

problem Finding the polygon with the smallest first eigenvalue of the Laplacian for a given area.
method Constructing polygonal manifolds and using spectral theory, tensor calculus, and symmetrization techniques.
result For large n, the regular polygon minimizes the first eigenvalue of the Laplacian.

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

problem Functional predictor selection and estimation of smooth functional coefficients in high-dimensional multivariate functional data.
method Functional group-sparse regression methods in a generic Hilbert space of infinite dimension.
result Consistency of estimation and selection (oracle property) under infinite-dimensional Hilbert spaces.

FFBO optimizes functions as inputs and outputs, improving on existing BO methods.

problem Optimizing functions as both inputs and outputs in complex systems.
method Function-on-function Gaussian process (FFGP) model with a separable operator-valued kernel, scalar upper confidence bound (UCB) acquisition function, and scalable functional gradient ascent algorithm (FGA).
result FFBO outperforms existing methods in synthetic and real-world data.

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

The Fridman function is bounded by the injectivity radius for certain hyperbolic manifolds.

problem Bounding the Fridman function for hyperbolic manifolds.
method Analyzing the relationship between the Fridman function and the injectivity radius function.
result The Fridman function is bounded above by the injectivity radius function for certain hyperbolic manifolds.

The paper proves isoparametric functions on Finsler space forms under specific conditions.

problem Understanding isoparametric functions in Finsler space forms.
method Proving transnormal functions as isoparametric functions and constructing global and local isoparametric functions using the distance function.
result Generalization of Theorem B to Finsler space forms.

Paper introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

Robustifies elicitable functionals to handle small distribution misspecifications.

problem Determining uniquely optimal forecasts under distributional misspecification.
method Integrates statistical robustness into elicitable functionals using Kullback-Leibler divergence.
result Robust elicitable functionals admit unique solutions at the boundary of uncertainty regions.

The paper characterizes strong Hamel functions using symmetries and proves their preservation properties.

problem Characterizing strong Hamel functions and their symmetries in Finsler spaces.
method Analyzing geodesic spray, strong dual symmetries, and strong dynamical symmetries.
result Strong Hamel functions can be characterized in terms of strong dual symmetries and strong dynamical symmetries.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

Study stabilizers of smooth functions on surfaces, focusing on Morse-Bott functions.

problem Understanding the homotopy type of stabilizers of smooth functions on surfaces.
method Analyzing the homotopy properties of stabilizers for a specific class of smooth functions.
result The homotopy type of the connected component of the identity map of the stabilizer is completely described for Morse-Bott functions.

The paper connects convex functions to p-subharmonic functions and proves their equivalence.

problem Understanding the relationship between convex functions and p-subharmonic functions.
method Average principle, variational methods, and PDE techniques.
result Convex functions on R^n are p-subharmonic for every p > 1.

A new deep neural network tackles nonlinear functional regression with improved dimensionality reduction.

problem Nonlinear functional regression in infinite-dimensional functional data analysis.
method Functional deep neural network with adaptive kernel embedding and projection steps.
result Explicit rates of approximating nonlinear smooth functionals are derived, and the network is shown to be effective in both simulated and real datasets.

New model for network analysis using functional data.

problem Existing network models treat nodes as functions, but this paper introduces functional edges.
method Transform adjacency matrix into functional adjacency tensor, apply Tucker decomposition, regularize basis matrices, and solve tensor completion problem.
result The model effectively captures community structure and handles irregular functional edge data.

The study finds a special type of smooth function on connected sums of manifolds.

problem Finding smooth functions that are Morse on preimages of non-extrema values.
method Investigates internally Morse (I-Morse) and neat with respect to Reeb graph (N-Reeb) functions.
result Constructs an IN-Morse-Reeb function on a connected sum of given manifolds.

NeuTSFlow models continuous functions behind time series forecasting.

problem Forecasting treats time series as discrete sequences, ignoring their continuous nature.
method NeuTSFlow uses Neural Operators to learn the transition between historical and future function families.
result NeuTSFlow outperforms traditional methods in forecasting accuracy and robustness.