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arXiv research

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.

168,657 papers · 148 categories

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3571106141 · May 202619922001200920172026
48 results for Fatou theorem

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.

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 ↗

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.

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 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.

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.

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 ↗

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.

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 ↗

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.

Investigates the effects of nondominated sets of probability measures in robust models of finance.

problem Uncertainty in financial models due to multiple possible probability measures.
method Analyzes various results from mathematical finance literature under the assumption of nondominated sets of probability measures.
result Many classical results in robust models do not hold when the set of measures is nondominated.

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 ↗

The study examines exceptional sets for radial limits of superharmonic functions on curved manifolds.

problem Understanding exceptional sets for radial limits of superharmonic functions on curved manifolds.
method Analysis of radial geodesic rays, Poisson integrals, Green potentials, and Riesz decomposition.
result Sharp bounds on Hausdorff dimensions of exceptional sets for superharmonic functions.

Dynamic risk measures follow law invariance principles over time.

problem Tackles dynamic risk measurement principles.
method Shows equivalence between adapted law invariance and recursive one-step conditional-law representation for time-consistent risk measures.
result Identifies adapted law invariance as the dynamic counterpart of ordinary law invariance.

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗

Let X\mathcal{X} be a subset of L1L^1 that contains the space of simple random variables L\mathcal{L} and ρ:X(,]ρ: \mathcal{X} \rightarrow (-\infty,\infty] a dilatation monotone functional with the Fatou property. In this note, we show that ρρ extends uniquely to a σ(L1,L)σ(L^1,\mathcal{L}) lower semicontinuous and dilatatio…

2020-02-27abs ↗pdf ↗

Extends utility maximization theory for infinite horizons without strong no-arbitrage assumptions.

problem Maximizing lifetime utility from wealth over an infinite horizon.
method Develops a duality theory using deflators and supermartingale properties, extending previous work.
result Establishes a strong duality theorem for infinite horizon utility maximization under minimal no-arbitrage assumptions.

The paper resolves a problem about metric inequivalence and characterizes proper holomorphic maps.

problem Metric inequivalence and characterization of proper holomorphic maps.
method Explicit characterization of proper holomorphic maps from a finitely-connected planar domain onto the unit disk.
result Characterization of proper holomorphic maps from a finitely-connected planar domain onto the unit disk.

The paper proves three circles theorems and Liouville type theorems for subharmonic and holomorphic functions.

problem Establishing theorems for subharmonic and holomorphic functions on specific geometric structures.
method Using subharmonic and holomorphic functions on Riemannian manifolds and gradient shrinking Ricci solitons.
result Proves Liouville type theorems as applications of the established theorems.

We consider the task of automated theorem proving, a key AI task. Deep learning has shown promise for training theorem provers, but there are limited human-written theorems and proofs available for supervised learning. To address this limitation, we propose to learn a neural generator that automatically synthesizes the…

2020-02-17abs ↗pdf ↗

Paper generalizes complex Brunn-Minkowski theory and proves new extension theorems.

problem Complex Brunn-Minkowski theory and extension theorems.
method Hilbert bundle approach to complex Brunn-Minkowski theory.
result Generalizes Guan's sharp strong openness theorem and sharp Ohsawa-Takegoshi extension theorem.

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.

In LM, we proved a family version of the famous Witten rigidity theorems and several family vanishing theorems for elliptic genera. In this paper, we gerenalize our theorems LM in two directions. First we establish a family rigidity theorem for the Dirac operator on loop space twisted by general positive energy loop gr…

1999-11-05abs ↗pdf ↗

The paper explains the topological origin of the distinction between incidence theorems over division rings and fields.

problem Understanding the distinction between incidence theorems over division rings and fields.
method Extending the surface-graph approach to noncommutative settings, the paper analyzes the topological properties of graphs embedded on surfaces of different genera.
result Theorems associated with graphs on the sphere hold over any division ring, while those on surfaces of positive genus typically hold only if the ground ring is a field.

INT benchmark tests theorem proving agents' ability to generalize to unseen theorems.

problem Evaluating theorem proving agents' ability to generalize to unseen theorems.
method INT benchmark based on a theorem generation and proof procedure with adjustable knobs for measuring 6 types of generalization.
result MCTS can help agents prove new theorems.