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.
We develop the notion of Brakke flow with free-boundary in a barrier surface. Unlike the classical free-boundary mean curvature flow, the free-boundary Brakke flow must "pop" upon tangential contact with the barrier. We prove a compactness theorem for free-boundary Brakke flows, define a Gaussian monotonicity formula v…
Consider an integral Brakke flow (μt), t∈[0,T], inside some ball in Euclidean space. If μ0 has small height, its measure does not deviate too much from that of a plane and if μT is non-empty, then Brakke's local regularity theorem yields that (μt) is actually smooth and graphical inside a smaller b…
The abstract proves the existence and regularity of Brakke flows starting from a given set.
problem Existence and regularity of Brakke flows starting from a given set.
method Proves the existence and regularity of Brakke flows using a closed countably 1-rectifiable set in R^2.
result For almost all time, the flow locally consists of a finite number of embedded curves of class W^{2,2} whose endpoints meet at junctions with angles of 0, 60, or 120 degrees.
In 1978 Brakke introduced the mean curvature flow in the setting of geometric measure theory. There exist multiple variants of the original definition. Here we prove that most of them are indeed equal. One central point is to correct the proof of Brakke's §3.5, where he develops an estimate for the evolution of the mea…
We study the regular conditional law of mixed Gaussian Volterra processes under the influence of model disturbances. More precisely, we study prediction of Gaussian Volterra processes driven by a Brownian motion in a case where the Brownian motion is not observable, but only a noisy version is observed. As an applicati…
The present paper proposes a unified geometric framework for coordinated motion on Lie groups. It first gives a general problem formulation and analyzes ensuing conditions for coordinated motion. Then, it introduces a precise method to design control laws in fully actuated and underactuated settings with simple integra…
The Black-Scholes implied volatility skew at the money of SPX options is known to obey a power law with respect to the time-to-maturity. We construct a model of the underlying asset price process which is dynamically consistent to the power law. The volatility process of the model is driven by a fractional Brownian mot…
We consider so-called regular invertible Gaussian Volterra processes and derive a formula for their prediction laws. Examples of such processes include the fractional Brownian motions and the mixed fractional Brownian motions. As an application, we consider conditional-mean hedging under transaction costs in Black-Scho…
Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6, 7]. This widespread observed regularity has been explained in many ways: genera…
In [LW], we construct examples of two-dimensional Hamiltonian stationary self-shrinkers and self-expanders for Lagrangian mean curvature flows, which are asymptotic to the union of two Schoen-Wolfson cones. These self-shrinkers and self-expanders can be glued together to yield solutions of the Brakke flow - a weak form…
We construct examples of shrinkers and expanders for Lagrangian mean curvature flows. These examples are Hamiltonian stationary and asymptotic to the union of two Hamiltonian stationary cones found by Schoen and Wolfson. The Schoen-Wolfson cones Cp,q are obstructions to the existence problems of special Lagrangian…
Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…
A possible evolution of a compact hypersurface in R^n by mean curvature past singularities is defined via the level set flow. In the case that the initial hypersurface has positive mean curvature, we show that the Brakke flow associated to the level set flow is actually a Brakke flow with equality. We obtain as a conse…
In this paper we consider the Allen-Cahn equation with constraint. In 1994, Chen and Elliott studied the asymptotic behavior of the solution of the Allen-Cahn equation with constraint. They proved that the zero level set of the solution converges to the classical solution of the mean curvature flow under the suitable c…