arXiv research

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…

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

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

Classifies totally geodesic submanifolds in exceptional symmetric spaces.

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

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…

Determines regular homotopy classes for link immersions of simple singularities.

Classifies singularities in quiver varieties for specific Dynkin quivers.

Geometrically classifies total stability spaces for Dynkin diagrams.

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

The study finds many Lagrangian fillings for Legendrian links of specific types.

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.

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

We show that every flag variety contains a naturally defined homogeneous cominuscule subvariety. From the Dynkin diagram of the flag variety, we compute the Dynkin diagram of that subvariety.

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 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}.

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_…

Triangulates permutahedra for Coxeter groups, revealing braid group connections.

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…

For the root systems of type $B_l, C_l$ and $D_l$, we generalize the result of \cite{DZ1998} by showing the existence of Frobenius manifold structures on the orbit spaces of the extended affine Weyl groups that correspond to any vertex of the Dynkin diagram instead of a particular choice made in \cite{DZ1998}. It also …

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…

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…

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…

We introduce a setup of model uncertainty in discrete time. In this setup we derive dual expressions for the super--replication prices of game options with upper semicontinuous payoffs. We show that the super--replication price is equal to the supremum over a special (non dominated) set of martingale measures, of the c…

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…

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 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 …

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 construct a finite dimensional quiver algebra from the non-simply laced type $B$ Dynkin diagram, which we call the type $B$ zigzag algebra. This leads to a faithful categorical action of the type $B$ braid group $\mathcal{A}(B)$, acting on the homotopy category of its projective modules. This categorical action is a…

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 …

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…

Automorphisms of Lie algebras and their root systems are fully lifted.

We classify the torsion pairs in a tube category and show that they are in bijection with maximal rigid objects in the extension of the tube category containing the Pruefer and adic modules. We show that the annulus geometric model for the tube category can be extended to the larger category and interpret torsion pairs…

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

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…

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

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

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

We study the partial resolutions of singularities related to Hilbert schemes of points on an affine space. Consider a quotient of a vector space $V$ by an action of a finite group $G$ of linear transforms. Under some additional assumptions, we prove that the partial desingularization of Hilbert type is smooth only if t…

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.