Investment strategy optimization from discrete to continuous models.
problem Optimizing investment strategies and stopping times in both continuous and discrete settings.
method Characterized value functions via quadratic reflected BSDEs for continuous case, discretized BSDEs for discrete case, and derived uniform convergence rates.
result Uniform convergence and rate from discrete to continuous quadratic reflected BSDEs.
A new method learns quantization boundaries in continuous space using tessellation.
problem Mapping between discrete and continuous distributions is difficult.
method Constructs normalizing flows on convex polytopes with exact likelihood evaluations.
result Improves likelihood evaluation and quantization learning across various data modalities.
DDMI generates high-quality INRs by adapting positional embeddings.
problem Existing INR generative models fail to produce high-quality representations.
method DDMI uses adaptive positional embeddings and a D2C-VAE to enhance expressive power.
result DDMI outperforms existing models across multiple modalities and datasets.
Study the limits of discrete DPPs to continuous DPPs as set size grows.
problem Characterize the behavior of discrete DPPs as they approach continuous DPPs.
method Non-asymptotic characterization of the limit in terms of weak coherency.
result Sufficient conditions for weak coherency are identified.
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…
In this paper we introduce Feature Gradients, a gradient-based search algorithm for feature selection. Our approach extends a recent result on the estimation of learnability in the sublinear data regime by showing that the calculation can be performed iteratively (i.e., in mini-batches) and in linear time and space wit…
The rough Heston model emerges from scaling bivariate INAR processes, linking microstructure to option pricing.
problem Modeling and pricing financial options with heavy-tailed and cumulative processes.
method Scaling limit of bivariate INAR processes converging to rough Heston model, explicit formulas linking asymmetry parameters to volatility.
result Weak-error estimates and FFT-accelerated simulation for European and path-dependent options.
Abstract: Nonlinear random walk with distributionally robust transition probabilities.
problem Modeling nonlinear random walks with robust transition probabilities.
method Scaling limit and nonlinear semigroup approach.
result Explicit computation of the generator and corresponding PDE.
New study shows faster convergence of SGD and Kaczmarz methods.
problem Improving convergence rates of iterative linear system solvers.
method Last-iterate convergence analysis of SGD with greedy step size over smooth quadratics.
result The t-th iterate attains an O(1/t3/4) convergence rate. We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional periodic environment by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuous analysis. The case of a homogeneous environment has been recently treated by Braides, Gelli and…
In this article, we study an analog of the Björling problem for isothermic surfaces (that are more general than minimal surfaces): given a real analytic curve γ in R3, and two analytic non-vanishing orthogonal vector fields v and w along γ, find an isothermic surface that is tangent to γ and that…
Estimates nonparametric densities from mixed samples.
problem Unmixing convex combinations of nonparametric densities from observed groups.
method Proposes an estimator using topic modeling and U-statistics.
result Rate-optimal estimator for nonparametric density estimation.
Proposes continuous convolution layers for flexible feature map resizing.
problem Fixed stride limitations in discrete convolution layers.
method Introduces Continuous Convolution (CC) layers that use learned continuous functions.
result Dynamic and consistent resizing of feature maps at any scale, non-integer and axis-dependent.
A machine-checked Itô calculus for Brownian motion on [0,T]
problem Developing an L2 Itô calculus for Brownian motion method Formalized in Lean 4 on top of Mathlib and the BrownianMotion package
result First machine-checked proof of Itô's formula and construction of Itô integral as martingale-valued process
Developed a machine-checked Itô calculus for Brownian motion.
problem Formal verification of Itô calculus for Brownian motion.
method Machine-checked formalization in Lean over Mathlib.
result First machine-checked constructions of the Itô integral and Itô's formula.
Unified neural network framework for context-aware Gaussian overbounds in uncertainty propagation.
problem Uncertainty quantification in safety-critical settings requires conservative bounds, but existing methods often fail to compose and are overly conservative.
method Proposes a learning framework that trains neural networks to produce context-aware Gaussian overbounds with provable conservatism.
result The method yields tighter bounds while maintaining conservatism on the enforced grid and in experiments.
Study of tangent spaces in diffeological spaces under Lie group actions.
problem Understanding tangent spaces in generalized spaces.
method Generalized tangent space construction and isomorphism proof.
result Internal tangent space isomorphic to stratified tangent space.
(1,1) non-L-space knots are foliar in 3D space.
problem Proving (1,1) non-L-space knots are foliar.
method Analyzing (1,1) non-L-space knots in S3 and lens spaces. result (1,1) non-L-space knots are persistently foliar.
Universal spaces for finite topological spaces simplify shape descriptions.
problem Describing shape properties of compact metric spaces.
method Inverse limits of finite spaces and Alexandroff extensions.
result Universal spaces simplify shape descriptions of compact metric spaces.
The paper extends Stone duality to topological convexity spaces.
problem Understanding the relationship between topological convexity spaces and sup-lattices.
method Extending Stone duality to topological convexity spaces using preconvexity spaces.
result An adjunction between topological convexity spaces and sup-lattices.
No Einstein hypersurfaces found in Damek-Ricci spaces.
problem Existence of Einstein hypersurfaces in symmetric spaces.
method Analyzing properties of Damek-Ricci spaces and proving no Einstein hypersurface exists.
result No Einstein hypersurfaces in Damek-Ricci spaces.
The distance function ϱ(p,q) (or d(p,q)) of a distance space (general metric space) is not differentiable in general. We investigate such distance spaces over Rn, whose distance functions are differentiable like in case of Finsler spaces. These spaces have several good properties, yet they are no F…
New kernels defined for various spaces, including measures.
problem Defining kernels on non-standard spaces like measures.
method Integrally strictly positive definite and characteristic kernels on Hilbert, Banach, and metric spaces.
result Explicit classes of kernels on Lp spaces and sets of measures. Metric spaces uniquely split into Hilbert and non-line-split parts.
problem Understanding the structure of metric spaces.
method Proved unique decomposition into Hilbert and non-line-split parts.
result Metric spaces have a unique decomposition into a Hilbert space and a non-line-split part.
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, …
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.
New curvature positivity helps classify spherical spaces and complex projective spaces.
problem Classifying spherical space forms and complex projective spaces.
method Introducing a new positivity notion for curvature.
result Characterizations for spherical space forms and complex projective spaces.
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.
The abstract discusses the linear and smooth structures of mapping spaces.
problem The structure of mapping spaces in differential geometry.
method Proving diffeomorphisms and fibre bundle properties.
result Path spaces and base point preserving mapping spaces are Fréchet spaces.
Study on convergence of transformed metric spaces as dimensions grow.
problem Conditions for convergence of transformed metric spaces.
method Clarifying conditions for convergence of transformed spaces from original sequence and vice versa.
result Spheres and projective spaces converge to Gaussian space and its quotient as dimensions increase.
Characterizes when almost smooth spaces become RCD spaces.
problem Understanding conditions for almost smooth spaces to be RCD spaces.
method Characterizations via local volume doubling and Poincaré inequality.
result Characterizes Einstein 4-orbifolds.
Stability of Wasserstein spaces under various convergence types.
problem Stability and finiteness of Wasserstein spaces over singular and non-singular spaces.
method Gromov--Hausdorff convergence and equivariant Gromov--Hausdorff convergence.
result Analogue of Perelman's stability theorem on Wasserstein spaces.
New infinite families of flat spaces found from symmetric spaces.
problem Finding new flat homogeneous spaces.
method Starting from compact symmetric spaces, constructing infinite families of compact homogeneous spaces with invariant Bismut connections.
result Infinite families of compact homogeneous spaces with vanishing Ricci tensor.
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.
Classifies compact spaces by shape, finite spaces by weak homotopy.
problem Classifying compact Hausdorff spaces and finite topological spaces.
method Constructs a category that classifies spaces by shape and weak homotopy.
result Classifies compact spaces by shape, finite spaces by weak homotopy.
Introduces new types of homogeneous spaces and their properties.
problem Defining and understanding new types of homogeneous spaces.
method Introducing and analyzing (strongly) (Θ-)discrete homogeneous spaces. result Discovers relationships between new and existing homogeneous space types.
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 …
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.
CAT(0) spaces with small volume growth are homeomorphic to Euclidean space.
problem Characterizing CAT(0) spaces with specific volume growth properties.
method Analyzing asymptotic topological regularity and volume growth.
result CAT(0) spaces with small volume growth are homeomorphic to Euclidean space.
Cantor Riemannium is a new type of space from holomorphic germs.
problem Defining a new type of space from holomorphic germs.
method Constructing the Cantor Riemannium by Borel monogenic continuation.
result The Cantor Riemannium is a metric, path connected, Gromov length 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…
Study static Einstein-Maxwell space invariant by translation.
problem Classify static Einstein-Maxwell space invariant under translation.
method Analyze static Einstein-Maxwell space conformal to pseudo-Euclidean space.
result Complete classification of static Einstein-Maxwell space invariant under translation.
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 …
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…
New spaces help connect manifold structures on equivariant Poincaré spaces.
problem Creating manifold structures on equivariant Poincaré spaces.
method Introducing semifree isovariant G-Poincaré spaces and gap conditions. result Space of isovariant structures on semifree G-Poincaré spaces is highly connected. Study shows how maps from certain geometric spaces behave near their edges.
problem Boundary regularity of harmonic maps in specific geometric spaces.
method Analysis of RCD(K,N) and CAT(0) spaces. result Established boundary regularity of harmonic maps.
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)-structure and showing that any homogeneous space is symmetric. result A complete classification of quaternionic skew-Hermitian symmetric spaces for arbitrary n>1.