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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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371013 · Oct 201919922001200920172026
48 results for Fatou's Lemma

Proves theorem for Riemannian manifolds, extending previous work.

problem Proving Quantitative Fatou Theorem on Riemannian manifolds.
method Extending ε-approximation lemma to manifold setting.
result Proves Quantitative Fatou Theorem for Lipschitz domains on Riemannian manifolds.

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

2018-05-14abs ↗pdf ↗

The paper characterizes risk measures with the Fatou property in function spaces.

problem Investigating the Fatou property of law-invariant risk measures in function spaces.
method Characterization of the Fatou property using the AOCEA property and dual representations.
result Risk measures with the Fatou property exist under the AOCEA property in most classical model spaces.

We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of P\mathcal{P}-quasisure bounded random variables, where P\mathcal{P} is a (possibly non-dominated) class of probability measures. Applications of our results lie within robust versions the Fundamental Theo…

2016-10-13abs ↗pdf ↗

Study dynamics of automorphisms on cubic surfaces and their connection to Painlevé 6.

problem Dynamics of holomorphic automorphisms on cubic surfaces and their relation to Painlevé 6.
method Defined Julia and Fatou sets, studied locally discrete and non-discrete dynamics, and proved existence of non-empty Fatou and Julia sets.
result Existence of non-empty Fatou and Julia sets for the group action.

Study of algebraic dynamics on Markov cubics in tropical geometry.

problem Understanding the dynamics of Markov cubics over non-archimedean fields.
method Tropicalization and (,,)(\infty,\infty,\infty)-triangle reflection group on hyperbolic plane.
result Existence of Fatou domain and finitude of orbits with rational points over prime power denominators.

In this paper we study a class of functions that appear naturally in some equidistribution problems and that we call FF-harmonic. These are functions of the universal cover of a closed and negatively curved which possess an integral representation analogous to the Poisson representation of harmonic functions, where th…

2014-07-02abs ↗pdf ↗

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

problem Properties of bounded pluriharmonic and holomorphic functions on Teichmüller space.
method Analyzes the boundary behavior of functions and proves theorems about limits and non-ergodicity.
result Proves the existence of radial limits for bounded pluriharmonic functions and non-constant bounded holomorphic functions.

New risk measures for incomplete markets without lattice structures.

problem Risk measures on incomplete markets without lattice structures.
method Study of risk measures without lattice structures, focusing on tractable dual representations and solid superspaces.
result Existence of a tractable dual representation equivalent to a Fatou-like property, and extension theorems under certain conditions.

The study extends classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.

problem Extending classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.
method Investigated the restricted mean-value property on Riemannian manifolds, focusing on non-tangential boundary behavior.
result Extended a classical result of Fenton to non-positively curved Harmonic manifolds of purely exponential volume growth.

In this paper we extend a recent result of Collin-Rosenberg ({\it a solution to the minimal surface equation in the Euclidean disc has radial limits almost everywhere}) to a large class of differential operators in Divergence form. Moreover, we construct an example (in the spirit of \cite{CR2}) of a minimal graph in $\…

2009-03-16abs ↗pdf ↗

An infinite family of generalized pseudo-Anosov homeomorphisms of the sphere S is constructed, and their invariant foliations and singular orbits are described explicitly by means of generalized train tracks. The complex strucure induced by the invariant foliations is described, and is shown to make S into a complex sp…

2003-07-15abs ↗pdf ↗

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space X\mathcal{X}. In particular, we show that order closedness, σ(X,Xn)σ(\mathcal{X},\mathcal{X}_n^\sim)-closedness and σ(X,L)σ(\mathcal{X},L^\infty)-closedness of a law-invariant convex set in $\mathc…

2018-10-24abs ↗pdf ↗

We identify a large class of Orlicz spaces XX for which the topology σ(X,Xn)σ(X,X_n^\sim) fails the C-property introduced in [7]. We also establish a variant of the C-property and use it to prove a ww^*-representation theorem for proper convex increasing functionals on dual Banach lattices that satisfy a suitable version …

2015-11-10abs ↗pdf ↗

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

Tucker and Ky Fan's lemma are combinatorial analogs of the Borsuk-Ulam theorem (BUT). In 1996, Yu. A. Shashkin proved a version of Fan's lemma, which is a combinatorial analog of the odd mapping theorem (OMT). We consider generalizations of these lemmas for BUT-manifolds, i.e. for manifolds that satisfy BUT. Proofs rel…

2014-09-30abs ↗pdf ↗

Paper proves a discrete Schwarz-Pick lemma for generalized circle packings.

problem Comparing geometric quantities of circle packings with different boundary values.
method Combinatorial Calabi flows and maximum principle.
result Discrete Schwarz-Pick lemma proven for generalized circle packings.

The paper improves Zakalyukin's lemma for frontals and applies it to surface singularities.

problem Improving the conditions under which wave front germs imply map germs.
method Generalization of Zakalyukin's lemma for frontals and applications to surface singularities.
result The paper provides a more general version of Zakalyukin's lemma for map germs.

Meridian lemma extended to fully alternating links in thickened surfaces.

problem Extending Menasco's meridian lemma to fully alternating links in thickened surfaces.
method Developed a new meridian lemma for fully alternating links in thickened orientable surfaces of positive genus.
result The meridian lemma holds for fully alternating links in thickened surfaces.

The paper characterizes when the \partial \overline{\partial}-lemma holds for twistor spaces.

problem Characterizing the \partial \overline{\partial}-lemma for twistor spaces.
method Study Bott-Chern and Aeppli cohomologies of twistor spaces.
result Explicit computation of Dolbeault cohomology for flat torus twistor space.

Positive representations on surfaces have positive cross-ratios and satisfy a collar lemma.

problem Characterizing representations of surface groups with positive properties.
method Proving a collar lemma and showing positivity of cross-ratios for ΘΘ-positive representations.
result Closed subsets of representation varieties are characterized by ΘΘ-positive representations.

Enhanced Schwarz lemma for Hermitian manifolds with new curvature constraints.

problem Improving Schwarz lemma for holomorphic maps between Hermitian manifolds.
method Introducing new curvature constraints on source and target manifolds, controlling by holomorphic sectional curvature.
result Significant improvements on the Wu--Yau theorem and Schwarz lemma for Gauduchon connections.

For the convenience of readers of the article {\em No-arbitrage pricing under systemic risk: accounting for cross-ownership} (Fischer, 2012, arXiv:1005.0768), a full proof of Lemma A.5 and a shorter proof of Lemma A.6 of that paper are provided.

2012-06-21abs ↗pdf ↗

The paper extends the Discrete Schwarz-Pick Lemma to circle packings with obtuse intersections and disjoint packings.

problem Proving the Discrete Schwarz-Pick Lemma for circle packings with various inversive distances.
method Using a variational principle for circle packings with inversive distances, the paper extends the lemma to a broader range of packings.
result The Discrete Schwarz-Pick Lemma holds for circle packings with inversive distances in (1,1](-1,1], provided an additional condition on triangle weights.