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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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119239358477 · Jun 202019922001200920172026
48 results for Cameron-Martin space

Abstract: Generalizes SGMs to infinite-dimensional Hilbertian setting.

problem Difficulties in extending SGMs to infinite-dimensional settings.
method Uses Gamma and Malliavin Calculus, Dirichlet forms, Wiener chaoses, and time-reversal formula.
result Generalized SGMs to Hilbertian setting with finite-dimensional entropic convergence bounds.

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the LpL^p norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds …

2009-02-14abs ↗pdf ↗

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the corresponding heat kernel measures, {νt}t>0,\{ν_t\}_{t>0}, are also studied. We show that these he…

2008-05-12abs ↗pdf ↗

It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we have to know that the change-of-measure local martingale that we write down is a tr…

2019-10-25abs ↗pdf ↗

Study uses neural networks to improve option pricing accuracy.

problem Reducing variance in Monte Carlo estimators for option pricing.
method Characterizes neural networks' universal approximation property and applies it to sampling measures.
result Sampling measures generated by neural networks can approximate optimal measures arbitrarily well.

Functional input neural networks approximate continuous functions on weighted spaces.

problem Approximating continuous functions on infinite-dimensional weighted spaces.
method Additive family mapping, non-linear activation, linear readouts, Stone-Weierstrass theorem.
result Global universal approximation of continuous functions on weighted spaces.

We extend diffusion models to function spaces and introduce a new method for sampling from posterior distributions.

problem Sampling from posterior distributions in infinite-dimensional function spaces using diffusion models.
method Infinite-dimensional extension of Doob's hh-transform, Supervised Guidance Training for efficient sampling.
result We prove that diffusion models can be conditioned to sample from posterior distributions and introduce a simulation-free score matching objective.

Extends Mahalanobis distance to Banach spaces for anomaly detection.

problem Anomaly detection in infinite-dimensional spaces.
method Generalizes Mahalanobis distance to Banach spaces via Cameron-Martin norm and variance norm.
result Kernelized nearest-neighbour Mahalanobis distance outperforms traditional methods for time series novelty detection.

Bounds on Gaussian approximation for neural networks with novel smoothing techniques.

problem Approximating the distribution of wide random neural networks.
method Stein's method, Gaussian smoothing, Laplacian operators, Cameron-Martin space.
result First bounds on Gaussian approximation of wide random neural networks.

New IBP formulae for rough stochastic Volterra processes.

problem Deriving IBP formulae for path-dependent stochastic Volterra processes.
method Developed a new fractional IBP formula that interpolates between standard and Bismut-Elworthy-Li formulae.
result For rough noise, the expectation is differentiable along constant directions under certain Hölder continuity conditions.

The distance function ϱ(p,q)\varrho(p,q) (or d(p,q)d(p,q)) of a distance space (general metric space) is not differentiable in general. We investigate such distance spaces over Rn\mathbb R^n, whose distance functions are differentiable like in case of Finsler spaces. These spaces have several good properties, yet they are no F…

2015-05-26abs ↗pdf ↗

In a paper (math.DG/0403528) we obtained explicit examples of Moishezon twistor spaces of some compact self-dual four-manifolds admitting a non-trivial Killing field, and also determined their moduli space. In this note we investigate minitwistor spaces associated to these twistor spaces. We determine their structure, …

2005-08-04abs ↗pdf ↗

Study geometry of tetrahedra in complex hyperbolic space and Hilbert spaces.

problem Understanding geometric relationships between complex hyperbolic spaces and Hilbert spaces.
method Use a complex analog of the cosine of a vertex angle as a novel technical tool.
result Describe possible triangular faces of tetrahedra in hyperbolic space and three-dimensional subspaces in Hilbert spaces with Pick kernels.

Study of complete space-like self-expanders in Minkovski space.

problem Characterize complete space-like self-expanders in Minkovski space.
method Use of maximum principle of Omori-Yau type to prove rigidity theorems.
result Classification of 2-dimensional complete space-like self-expanders with constant squared norm of the second fundamental form.

New quasi space forms solve Thurston's geometrical space form problem.

problem Solving Thurston's geometrical space form problem.
method Introducing quasi space forms as non-real space forms with specific geometric properties.
result Quasi space forms offer a metrical, local geometrical solution to Thurston's problem.

In this paper, we present a unified study of the moduli space of tropical curves and Outer space which we link via period maps to the moduli space of tropical abelian varieties and the space of positive definite quadratic forms. Our work is a first step towards exhibiting Outer space and the space of positive definite …

2012-07-10abs ↗pdf ↗

Survey Bernstein-type theorems for graphical surfaces in Euclidean and Lorentz-Minkowski spaces.

problem Proving theorems for minimal and constant mean curvature graphs in Euclidean and Lorentz-Minkowski spaces.
method Explains several proofs and provides mean curvature estimates for graphs in Euclidean and Lorentz-Minkowski spaces.
result Bernstein-type theorems for constant mean curvature graphs in Euclidean 3-space and space-like graphs in Lorentz-Minkowski 3-space.

We construct a metric on the moduli space of bodies in Euclidean space. The moduli space is defined as the quotient space with respect to the action of integral affine transformations. This moduli space contains a subspace, the moduli space of Delzant polytopes, which can be identified with the moduli space of symplect…

2018-04-14abs ↗pdf ↗

A "Chen space" is a set X equipped with a collection of "plots" - maps from convex sets to X - satisfying three simple axioms. While an individual Chen space can be much worse than a smooth manifold, the category of all Chen spaces is much better behaved than the category of smooth manifolds. For example, any subspace …

2008-07-10abs ↗pdf ↗

The classification of G-spaces by Palais is refined for the case where the orbit space satisfies certain mild topological hypotheses. It is shown that when a sequence of such orbit spaces is "close" to a limit orbit space, in some suitable sense, within a larger ambient orbit space, the G-spaces in the tail of the sequ…

2013-12-30abs ↗pdf ↗

Research explores the space-like embeddings in pseudo-hyperbolic space, finding geometric frames and actions.

problem Flat maximal space-like embeddings in pseudo-hyperbolic space.
method Description of Codazzi tensors, introduction of pseudo-Kähler metrics, Hamiltonian actions, moment maps, and geometric frames.
result Existence of two Hamiltonian actions with moment maps and geometric global Darboux frame.

Complete classification of quaternionic skew-Hermitian symmetric spaces found.

problem Classifying quaternionic skew-Hermitian symmetric spaces.
method Proving the existence of a torsion-free mSO(2n)mSp(1){ m SO}^{*}(2n){ m Sp}(1)-structure and showing that any homogeneous space is symmetric.
result A complete classification of quaternionic skew-Hermitian symmetric spaces for arbitrary n>1n>1.