arXiv research

New Dynkin condition for manifolds with boundary yields bi-Lipschitz equivalence and spectral properties.

This paper introduces cluster exchange groupoids for Coxeter-Dynkin diagrams and finds their fundamental groups are braid groups.

Paper defines saddle points in asymmetric Dynkin games using martingale theory.

In this paper we consider Dynkin's games with payoffs which are functions of an underlying process. Assuming extended weak convergence of underlying processes $\{S^{(n)}\}_{n=0}^{\infty}$ to a limit process $S$ we prove convergence Dynkin's games values corresponding to $\{S^{(n)}\}_{n=0}^{\infty}$ to the Dynkin's game…

Classifies singularities in quiver varieties for specific Dynkin quivers.

Cominuscule subvarieties found in flag varieties.

This paper uses recent results on continuous-time finite-horizon optimal switching problems with negative switching costs to prove the existence of a saddle point in an optimal stopping (Dynkin) game. Sufficient conditions for the game's value to be continuous with respect to the time horizon are obtained using recent …

The study connects Kato bounds to finite-dimensional RCD spaces.

We examine how generalised geometries can be associated with a labelled Dynkin diagram built around a gravity line. We present a series of new generalised geometries based on the groups $\mathit{Spin}(d,d)\times\mathbb{R}^+$ for which the generalised tangent space transforms in a spinor representation of the group. In …

We prove that all immersions of a genus one surface into G/T possessing a Toda frame can be constructed by integrating a pair of commuting vector fields on a finite dimensional Lie algebra. Here G is any simple real Lie group (not necessarily compact), T is a Cartan subgroup and the k-symmetric space structure on G/T i…

We study a doubly reflected backward stochastic differential equation (BSDE) with integrable parameters and the related Dynkin game. When the lower obstacle $L$ and the upper obstacle $U$ of the equation are completely separated, we construct a unique solution of the doubly reflected BSDE by pasting local solutions and…

We start briefly surveying research on optimal stopping games since their introduction by E.B.Dynkin more than 40 years ago. Recent renewed interest to dynkin's games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities …

We construct two infinite sequences of immersions of the 3-sphere into 4-space, parameterized by the Dynkin diagrams of types A and D. The construction is based on immersions of 4-manifolds obtained as the plumbed immersions along the weighted Dynkin diagrams. We compute their Smale invariants and bordism classes of im…

Classifies totally geodesic submanifolds in exceptional symmetric spaces.

Geometrically classifies total stability spaces for Dynkin diagrams.

Study proves value of non-Markovian games with partial, asymmetric info.

We define an equivalence relation on graphs with signed edges, such that the associated adjacency matrices of two equivalent graphs are congruent over $\mathbb{Z}$. We show that signed graphs whose eigenvalues are larger than $-2$ are equivalent to one of the simply laced Dynkin diagrams: $A_{n}$, $D_{n}$, $E_{6}$, $E_…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a bi-dimensional diffusion $(X,Y)$. Then we characterize the existence of a Nash equilibrium…

Generalizes Landau-Ginzburg mirrors for Frobenius manifolds in Dynkin type A.

Locally convex classes on manifolds linked to Ricci curvature bounds.

We present the construction of a large class of homogeneous KT, HKT and QKT manifolds, $G/K$, using an invariant metric on $G$ and the canonical connection. For this a decomposition of the Lie algebra of $G$ is employed, which is most easily described in terms of colourings of Dynkin diagrams of simple Lie algebras. KT…

The paper analyzes a game where players must balance short-term and long-term interests, leading to cooperative or competitive outcomes.

This paper studies the valuation and optimal strategy of convertible bonds as a Dynkin game by using the reflected backward stochastic differential equation method and the variational inequality method. We first reduce such a Dynkin game to an optimal stopping time problem with state constraint, and then in a Markovian…

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we consider the problem of pricing American game contingent claims by the utility maximiza…

Determines regular homotopy classes for link immersions of simple singularities.

On a filtered probability space $(Ω,\mathcal{F},P,\mathbb{F}=(\mathcal{F}_t)_{t=0,\dotso,T})$, we consider stopper-stopper games $\overline V:=\inf_{\Rho\in\bT^{ii}}\sup_{τ\in\T}\E[U(\Rho(τ),τ)]$ and $\underline V:=\sup_{\Tau\in\bT^i}\inf_{ρ\in\T}\E[U(\Rho(τ),τ)]$ in discrete time, where $U(s,t)$ is $\mathcal{F}_{s\vee…

This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are characterized by the solution of a backward stochastic differential equation. The pa…

The theory of Hitchin systems is something like a "global theory of Lie groups", where one works over a Riemann surface rather than just at a point. We'll describe how one can take this analogy a few steps further by attempting to make precise the class of rich geometric objects that appear in this story (including the…

Given any representation V of a complex linear reductive Lie group G_0, we show that a larger semi-simple Lie group G with g=g_0 + V + V* + ..., exists precisely when V has a finite number of G_0-orbits. In particular, V admits an open G_0-orbit. Furthermore, this corresponds to an augmentation of the Dynkin diagram of…

We study a robust Dynkin game over a set of mutually singular probabilities. We first prove that for the conservative player of the game, her lower and upper value processes coincide (i.e. She has a value process $V$ in the game). Such a result helps people connect the robust Dynkin game with second-order doubly refle…

Artin groups get $K(π,1)$-conjecture proof for tree and cyclic diagrams.

Basket links are shown to be isotopic to $T(2,n+1)$.

Studying the isotropy orbits of compact symmetric spaces Reiswich introduced a family of explicit polynomials in one variable in order to describe the unique minimal isotropy orbit of compact symmetric spaces with Dynkin diagram of type $D_m$. Based on this geometric interpretation he conjectured that these polynomials…

Study callable convertible bonds with liquidity constraints, generalizing previous work.

We study the solution's existence for a generalized Dynkin game of switching type which is shown to be the natural representation for general defaultable OTC contract with contingent CSA. This is a theoretical counterparty risk mitigation mechanism that allows the counterparty of a general OTC contract to switch from z…

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.

The paper studies Einstein metrics on homogeneous supermanifolds.

Investigates webs related to cluster algebras and polylogarithms.

This article addresses the question of whether Langlands duality for complex reductive Lie groups may be implemented by T-dualization. We prove that for reductive groups whose simple factors are of Dynkin type A, D, or E, the answer is yes.

Triangulates permutahedra for Coxeter groups, revealing braid group connections.

The aim of this paper is twofold. First, we extend the results of [33] concerning the existence and uniqueness of second-order reflected 2BSDEs to the case of two obstacles. Under some regularity assumptions on one of the barriers, similar to the ones in [10], and when the two barriers are completely separated, we prov…

Model cash management under ambiguity using maxmin preferences and diffusion.

We characterise positive braid links with positive Seifert form via a finite number of forbidden minors. From this we deduce a one-to-one correspondence between prime positive braid links with positive Seifert form and simply laced Dynkin diagrams, as well as a simple classification of alternating positive braid knots.

Study provides error estimates for approximating game options with diffusion asset prices.

We solve the problem raised by Hsiang, Palais and Terng in [The topology of isoparametric submanifolds, JDG, 27(1988), 423-460]: Is it possible to have an isoparametric foliation on R^{52} whose marked Dynkin giagram is of type D_4 and with all multiplicities uniformly equal to 4?

For the root system of type $B_l$ and $C_l$, we generalize the result of \cite{DZ1998} by showing the existence of a Frobenius manifold structure on the orbit space of the extended affine Weyl group that corresponds to any vertex of the Dynkin diagram instead of a particular choice of \cite{DZ1998}.

Among all torus links, we characterise those arising as links of simple plane curve singularities by the property that their fibre surfaces admit only a finite number of cutting arcs that preserve fibredness. The same property allows a characterisation of Coxeter-Dynkin trees (i.e., $A_n$, $D_n$, $E_6$, $E_7$ and $E_8$…

We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect market model to the case of an imperfect market with default, when the imperfections are taken into account via the nonlinearity of the weal…