arXiv research

The Schwarzian action is linked to the area of Epstein curves in hyperbolic geometry.

The paper defines analogs of volume and action for curves in flag manifolds.

The Epstein-Baer theory of curve isotopies is basic to the remarkable theorem that homotopic homeomorphisms of surfaces are isotopic. The groundbreaking work of R. Baer was carried out on closed, orientable surfaces and extended by D. B. A. Epstein to arbitrary surfaces, compact or not, with or without boundary and ori…

Introduces Epstein-Poincaré surfaces for G-oper, generalizing classical construction.

Investment and consumption strategy for risk-averse agents with Epstein-Zin utility.

Develops new methods for Epstein surfaces and W-volume.

Study optimal healthcare spending under Epstein-Zin preferences for longevity.

In this paper we develop a method to compute the Burns-Epstein invariant of a spherical CR homology sphere, up to an integer, from its holonomy representation. As application, we give a formula for the Burns-Epstein invariant, modulo an integer, of a spherical CR structure on a Seifert fibered homology sphere in terms …

In a market with stochastic investment opportunities, we study an optimal consumption investment problem for an agent with recursive utility of Epstein-Zin type. Focusing on the empirically relevant specification where both risk aversion and elasticity of intertemporal substitution are in excess of one, we characterize…

Investigates stability of Epstein-Zin problem under market distortions.

Paper shows equivalence between two dividend preference models.

Study optimal consumption and investment strategies with leverage constraints using Epstein-Zin utility.

Study optimal consumption and investment for investors with Epstein-Zin preferences.

Study Epstein-Zin preferences in mean field portfolio games, proving unique equilibria.

We define a renormalized characteristic class for Einstein asymptotically complex hyperbolic (ACHE) manifolds of dimension 4: for any such manifold, the polynomial in the curvature associated to the characteristic class euler-3signature is shown to converge. This extends a work of Burns and Epstein in the Kahler-Einste…

Investigates optimal consumption and investment strategies with constraints in incomplete markets.

We extend the canonical cell decomposition due to Epstein and Penner of a hyperbolic manifold with cusps to the strictly convex setting. It follows that a sufficiently small deformation of the holonomy of a finite volume strictly convex real projective manifold is the holonomy of some nearby projective structure with r…

Investigates optimal consumption and investment strategies in non-Markovian markets with unbounded parameters.

The paper provides formulae for CR invariants in Sasakian η-Einstein manifolds.

The following discourse is inspired by the works on hyperbolic groups of Epstein, and Neumann/Reeves. Epstein showed that geometrically finite hyperbolic groups are biautomatic. Neumann/Reeves showed that virtually central extensions of word hyperbolic groups are biautomatic. We prove the following generalisation: Theo…

Defines W-volume for planar domains with circular boundaries, relating to Laplacian determinant and Schottky uniformization.

Researchers analyze optimal investment strategies for a collectivised pension fund with identical investors.

Paper solves investment and consumption problem with unknown risk, providing explicit solutions.

New tiling algorithm for hyperbolic 3-manifolds, characterizing cusp areas.

New spectral invariants distinguish Joyce orbifolds from other manifolds.

The universal Liouville action equals the renormalized volume of a hyperbolic 3-manifold.

We present a new solution to the index problem for hypoelliptic operators in the Heisenberg calculus on contact manifolds, by constructing the appropriate topological K-theory cocycle for such operators. Its Chern character gives a cohomology class to which the Atiyah-Singer index formula can be applied. Such a K-cocyc…

This paper solves optimal investment-consumption problems for a risk-averse agent with special utility.

This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable, but not necessarily tradable, state processes. Contrary to prior studies, we do…

Authors prove an asymptotic expansion for spectral zeta functions on discrete tori.

Study geodesics on flat tori, focusing on convex bodies.

Optimizes investment strategies for retirees with longevity risk.

The standard asset pricing models (the CCAPM and the Epstein-Zin non-expected utility model) counterintuitively predict that equilibrium asset prices can rise if the representative agent's risk aversion increases. If the income effect, which implies enhanced saving as a result of an increase in risk aversion, dominates…

An index formula is proposed for contact transformations between contact manifolds equipped with CR structures or with fillings by symplectic manifolds. The formula generalizes the Atiyah-Singer formula and gives a conjectured formula for the index of Fourier integral operators, as well as Epstein's relative index for …

New interpretation of discrete conformality using polyhedral convex hulls.

Cooper and Long generalised Epstein and Penner's Euclidean cell decomposition of cusped hyperbolic manifolds of finite volume to non-compact strictly convex projective manifolds of finite volume. We show that Weeks' algorithm to compute this decomposition for a hyperbolic surface generalises to strictly convex projecti…

A line pattern in a free group $F$ is defined by a malnormal collection of cyclic subgroups. Otal defined a decomposition space $\mathcal{D}$ associated to a line pattern. We provide an algorithm that computes a presentation for the Čech cohomology of $\mathcal{D}$, thought of as a $F$-module. This answers a relative v…

The extended Heisenberg algebra for a contact manifold has a symbolic calculus that accommodates both Heisenberg pseudodifferential operators as well as classical pseudodifferential operators. We derive here a formula for the index of Fredholm operators in this extended calculus. This formula incorporates in a single e…

Random hyperbolic surfaces with punctures converge to the Brownian sphere.

This memoir presents a systematic study of the utility maximization problem of an investor in a constrained and unbounded financial market. Building upon the work of Hu et al. (2005) [Ann. Appl. Probab., 15, 1691--1712] in a bounded framework, we extend our analysis to the more challenging unbounded case. Our methodolo…

We show that the interior of the convex core of a quasifuchsian punctured-torus group admits an ideal decomposition (usually an infinite triangulation) which is canonical in two different senses: in a combinatorial sense via the pleating invariants, and in a geometric sense via an Epstein-Penner convex hull constructio…

We show that the Gromov-Hausdorff limit of a sequence of leaves in a compact foliation is a covering space of the limiting leaf which is no larger than this leaf's holonomy cover. We also show that convergence to such a limit is smooth instead of merely Gromov-Hausdorff. Corollaries include Reeb's local stability theor…

The Epstein deformation space parameterizes marked rational maps with prescribed combinatorial and dynamical structure. For the family of quadratic rational maps with a periodic critical cycle of order 4 and an extra critical point not lying in this cycle, S. Koch and I recently showed that the deformation space has in…

Sullivan showed that there exists $K_0$ such that if $Ω\subset \hat{\mathbb{C}}$ is a simply connected hyperbolic domain, then there exists a conformally natural $K_0$-quasiconformal map from $Ω$ to the boundary ${\rm Dome}(Ω)$ of the convex hull of its complement which extends to the identity on $\partialΩ$. Explicit …

In this paper we produce several new invariants for CR and contact manifolds by looking at the noncommutative residue traces of various geometric projections. In the CR setting these operators arise from the Kohn-Rossi complex and include the Szegö projections on forms. In the contact setting they stem from the general…

This paper introduces a dual problem to study a continuous-time consumption and investment problem with incomplete markets and stochastic differential utility. For Epstein-Zin utility, duality between the primal and dual problems is established. Consequently the optimal strategy of the consumption and investment proble…

We examine the dependence of the deformation obtained by bending quasi-Fuchsian structures on the bending lamination. We show that when we consider bending quasi-Fuchsian structures on a closed surface, the conditions obtained by Epstein and Marden to relate weak convergence of arbitrary laminations to the convergence …

Numerical study confirms Brennan's conjecture for a counterexample to Thurston's $K=2$ conjecture.