arXiv research

Develops new methods for Epstein surfaces and W-volume.

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

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…

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…

Random hyperbolic surfaces with punctures converge to the Brownian sphere.

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

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

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…

New interpretation of discrete conformality using polyhedral convex hulls.

This paper studies optimal consumption, investment, and healthcare spending under Epstein-Zin preferences. Given consumption and healthcare spending plans, Epstein-Zin utilities are defined over an agent's random lifetime, partially controllable by the agent as healthcare reduces mortality growth. To the best of our kn…

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.

Paper confirms conjecture for PL foliations of codimension 2.

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 compare some natural triangulations of the Teichmüller space of hyperbolic surfaces with geodesic boundary and of some bordifications. We adapt Scannell-Wolf's proof to show that grafting semi-infinite cylinders at the ends of hyperbolic surfaces with fixed boundary lengths is a homeomorphism. This way, we construct…

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.

Study critical exponents on hyperbolic surfaces with long boundaries using Weil-Petersson measures.

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 …

A famous construction of Gelfand, Kapranov and Zelevinsky associates to each finite point configuration $A \subset \mathbb{R}^d$ a polyhedral fan, which stratifies the space of weight vectors by the combinatorial types of regular subdivisions of $A$. That fan arises as the normal fan of a convex polytope. In a complete…

The article describes how decorations on hyperbolic surfaces lead to unique tessellations and decompositions.

Generalising a seminal result of Epstein and Penner for cusped hyperbolic manifolds, Cooper and Long showed that each decorated strictly convex projective cusped manifold has a canonical cell decomposition. Penner used the former result to describe a natural cell decomposition of decorated Teichmüller space of puncture…

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…

We produce a one-parameter family of coordinates $\{Ψ_h\}_{h\in\mathbb{R}}$ of the decorated Teichmüller space of an ideally triangulated punctured surface $(S,T)$ with negative Euler characteristic, which is a deformation of Penner's simplicial coordinate \cite{P1}. If $h\geqslant0$, the decorated Teichmüller space in…

A bijection proves a polynomial volume for genus-0 hyperbolic surfaces with boundaries.

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.

In 1997, Chekanov gave the first example of a Legendrian nonsimple knot type: the $m(5_2)$ knot. Epstein, Fuchs, and Meyer extended his result by showing that there are at least $n$ different Legendrian representatives with maximal Thurston--Bennequin number of the twist knot $K_{-2n}$ with crossing number $2n+1$. In t…

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 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…

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

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

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 …

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

In a collectivised pension fund, investors agree that any money remaining in the fund when they die can be shared among the survivors. We compute analytically the optimal investment-consumption strategy for a fund of $n$ identical investors with homogeneous Epstein--Zin preferences, investing in the Black--Scholes mark…

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…

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…