arXiv research

Paper proves method for calculating NML code length works for continuous models.

In this paper we prove the probabilistic continuous complexity conjecture. In continuous complexity theory, this states that the complexity of solving a continuous problem with probability approaching 1 converges (in this limit) to the complexity of solving the same problem in its worst case. We prove the conjecture ho…

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

In this article we discuss the problem of calculating optimal model-independent (robust) bounds for the price of Asian options with discrete and continuous averaging. We will give geometric characterisations of the maximising and the minimising pricing model for certain types of Asian options in discrete and continuous…

We present a numerical scheme to calculate fluctuation identities for exponential Lévy processes in the continuous monitoring case. This includes the Spitzer identities for touching a single upper or lower barrier, and the more difficult case of the two-barriers exit problem. These identities are given in the Fourier-L…

This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of non-constant price processes has to be 2, as in the case of continuous martingales.

Working in a continuous time setting, we extend to the general case of dynamic risk measures continuous from above the characterization of time consistency in terms of ``cocycle condition'' of the minimal penalty function. We prove also the supermartingale property for general time consistent dynamic risk measures. Whe…

Study on volume continuity of Lagrangian submanifolds.

Classifies surfaces for pure mapping class groups with automatic continuity.

Topological degrees of continuous mappings between manifolds of even dimension are studied in terms of index theory of pseudo-differential operators. The index formalism of non-commutative geometry is used to derive analytic integral formulas for the index of a 0:th order pseudo-differential operator twisted by a Hölde…

We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In the subcritical case, asymptotic normality is proved for all the parameters, whi…

Continuous curves inscribe isosceles trapezoids in complex plane.

We construct Riemannian manifolds with singular continuous spectrum embedded in the absolutely continuous spectrum of the Laplacian. Our manifolds are asymptotically hyperbolic with sharp curvature bounds.

This paper extends risk parity to continuous-time, solving risk budgeting problems.

The paper analyzes continuous optimization for DAG structure learning and its limitations.

Study continuity equation on Hopf and Inoue surfaces, proving estimates and convergence.

Paper solves DRO for continuous distributions with iterative algorithms.

Let $M$ be a complete Riemannian manifold possessing a strictly convex Lipschitz continuous exhaustion function. We show that the isoperimetric profile of $M$ is a continuous and non-decreasing function. Particular cases are Hadamard manifolds and complete non-compact manifolds with strictly positive sectional curvatur…

In this paper we study a special case of the completion of cusp Kähler-Einstein metric on the regular part of varieties by taking the continuity method proposed by La Nave and Tian. The differential geometric and algebro-geometric properties of the noncollapsing limit in the continuity method with cusp singularities wi…

Researchers examine various causal structures for spacetimes with continuous metrics.

Proves FR-NGD optimally approximates evolutionary dynamics and continuous Bayesian inference.

We consider a stable Cox--Ingersoll--Ross process driven by a standard Wiener process and a spectrally positive strictly stable Lévy process, and we study asymptotic properties of the maximum likelihood estimator (MLE) for its growth rate based on continuous time observations. We distinguish three cases: subcritical, c…

The notion of a locally continuously perfect group is introduced and studied. This notion generalizes locally smoothly perfect groups introduced by Haller and Teichmann. Next, we prove that the path connected identity component of the group of all homeomorphisms of a manifold is locally continuously perfect. The case o…

We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.

This paper analyzes optimal stopping regions for American options with Poisson exercise opportunities.

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

Classifies $T^k$-manifolds with continuous sections.

In mathematical Finance calculating the Greeks by Malliavin weights has proved to be a numerically satisfactory procedure for finite-dimensional Itô-diffusions. The existence of Malliavin weights relies on absolute continuity of laws of the projected diffusion process and a sufficiently regular density. In this article…

Study evaluates how changes in mobility affect COVID-19 case rates.

We determine the automorphisms and the continuous endomorphisms of the Einstein gyrogroup in arbitrary dimension. This generalizes a recent result of Lajos Molnár and Dániel Virosztek, who have determined the continuous endomorphisms in the three-dimensional case.

Robotic vision is a field where continual learning can play a significant role. An embodied agent operating in a complex environment subject to frequent and unpredictable changes is required to learn and adapt continuously. In the context of object recognition, for example, a robot should be able to learn (without forg…

We develop from basic economic principles a continuous-time model for a large investor who trades with a finite number of market makers at their utility indifference prices. In this model, the market makers compete with their quotes for the investor's orders and trade among themselves to attain Pareto optimal allocatio…

We formulate the laws governing the dynamics of a crystalline solid in which a continuous distribution of dislocations is present. Our formulation is based on new differential geometric concepts, which in particular relate to Lie groups. We then consider the static case, which describes crystalline bodies in equilibriu…

Study shows instability of certain MOTSs with continuous symmetry.

We study finite-time collapsing limits of the continuity method. When the continuity method starting from a rational initial Kähler metric on a projective manifold encounters a finite-time volume collapsing, this projective manifold admits a Fano fibration over a lower dimensional base. In this case, we prove the conti…

New algorithm for aggregate inference in HMMs with continuous observations.

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary tim…

We study the problem of policy evaluation and learning from batched contextual bandit data when treatments are continuous, going beyond previous work on discrete treatments. Previous work for discrete treatment/action spaces focuses on inverse probability weighting (IPW) and doubly robust (DR) methods that use a reject…

In this paper we prove the existence of coupled Kähler-Einstein metrics on complex manifolds whose canonical bundle is ample. These metrics were introduced and their existence in the said case was proven by Hultgren and Nyström using calculus of variations. We prove the result using the method of continuity. In the pro…

Continuous-time SGD converges under certain conditions, useful for deep learning.

Develops method to create non-Abelian Ricci-flat graphs via bundles.

Resurgent analysis reveals full partition function for 3-manifold invariants.

We prove that on compact Kähler manifolds solutions to the complex Monge-Ampère equation, with the the right hand side in $L^p, p>1,$ are Hölder continuous.

The paper proves that certain FLRW spacetimes cannot be extended past the big bang.

In many regular cases, there exists a (properly defined) limit of iterations of a function in several real variables, and this limit satisfies the functional equation (1-z)f(x)=f(f(xz)(1-z)/z); here z is a scalar and x is a vector. This is a special case of a well-known translation equation. In this paper we present a …

Study continuity and Hölder estimates for solutions on Stein spaces.

We extend the continuity equation of La Nave-Tian to Hermitian metrics and establish its interval of maximal existence. The equation is closely related to the Chern-Ricci flow, and we illustrate this in the case of elliptic bundles over a curve of genus at least two.

This paper deals with continuity preservation when minimizing generalized total variation with a $L^2$ fidelity term or a Dirichlet boundary condition. We extend several recent results in the two cases, mainly by showing comparison principles for the prescribed mean curvature problem satisfied by the level-sets of such…