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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.

169,181 papers · 148 categories

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2835678501,133 · Jun 202019922001200920182026
48 results for Finite time existence

The paper studies the combinatorial p-th Calabi flow for finite and infinite circle patterns.

problem Establishing convergence and long-time existence of the combinatorial p-th Calabi flow.
method Combinatorial p-th Calabi flow for finite and infinite ideal circle patterns.
result Sharp criterion for convergence in finite case and long-time existence in infinite case for p2p \geq 2.

Given any embedded Lagrangian on a four dimensional compact Calabi-Yau, we find another Lagrangian in the same Hamiltonian isotopy class which develops a finite time singularity under mean curvature flow. This contradicts a weaker version of the Thomas-Yau conjecture regarding long time existence and convergence of Lag…

2010-09-06abs ↗pdf ↗

New bounds derived for KG algorithm's performance in finite time.

problem Best arm identification problem in multi-armed bandit.
method Theoretical analysis of finite-time performance, deriving bounds for sample allocation, error probability, and regret.
result Upper and lower bounds for the probability of error and simple regret of the KG algorithm.

Let pp be an odd prime. We construct a non-abelian extension ΓΓ of S1S^1 by Z/p×Z/pZ/p \times Z/p, and prove that any finite subgroup of ΓΓ acts freely and smoothly on S2p1×S2p1S^{2p-1} \times S^{2p-1}. In particular, for each odd prime pp we obtain free smooth actions of infinitely many non-metacyclic rank two pp-groups on $…

2007-06-06abs ↗pdf ↗

The OLS estimator optimally identifies stable linear systems with a finite number of samples.

problem Identifying stable linear systems with a finite number of samples.
method Finite-time analysis of the Ordinary Least Squares (OLS) estimator for stable linear systems.
result The OLS estimator achieves optimal sample complexity for stable systems, matching existing lower bounds up to universal factors.

Study inverse mean curvature flow on entire graphs, proving finite time existence for certain asymptotic cases.

problem Analyzing the evolution of entire graphs under inverse mean curvature flow.
method Global existence for starshaped graphs, critical case analysis for asymptotically conical graphs.
result Existence of a finite time \( T \) for certain asymptotically conical graphs, convergence to a flat plane as \( t o T \).

We investigate the scalar curvature behavior along the normalized conical Kähler-Ricci flow ωtω_t, which is the conic version of the normalized Kähler-Ricci flow, with finite maximal existence time T<T<\infty . We prove that the scalar curvature of ωtω_t is bounded from above by C/(Tt)2C/(T-t)^2 under the existence of a con…

2016-07-11abs ↗pdf ↗

We construct a non-abelian extension ΓΓ of S1S^1 by $\cy 3 \times \cy 3$, and prove that ΓΓ acts freely and smoothly on S5×S5S^{5} \times S^{5}. This gives new actions on S5×S5S^{5} \times S^{5} for an infinite family $\cP$ of finite 3-groups. We also show that any finite odd order subgroup of the exceptional Lie group $G_…

2007-05-28abs ↗pdf ↗

We show that finiteness of the Lorentzian distance is equivalent to the existence of generalised time functions with gradient uniformly bounded away from light cones. To derive this result we introduce new techniques to construct and manipulate achronal sets. As a consequence of these techniques we obtain a functional …

2014-12-17abs ↗pdf ↗

We prove that at a finite singular time for the Harmonic Ricci Flow on a surface of positive genus both the energy density of the map component and the curvature of the domain manifold have to blow up simultaneously. As an immediate consequence, we obtain smooth long-time existence for the Harmonic Ricci Flow with larg…

2015-10-13abs ↗pdf ↗

We consider a short time existence problem motivated by a conjecture of Joyce. Specifically we prove that given any compact Lagrangian LCnL\subset \mathbb{C}^n with a finite number of singularities, each asymptotic to a pair of non-area-minimising, transversally intersecting Lagrangian planes, there is a smooth Lagrangi…

2015-01-30abs ↗pdf ↗

We show some results for the L2L^2 curvature flow linked by the theme of addressing collapsing phenomena. First we show long time existence and convergence of the flow for SO(3)SO(3)-invariant initial data on S3S^3, as well as a long time existence and convergence statement for three-manifolds with initial L2L^2 norm of c…

2012-01-05abs ↗pdf ↗

Developed LQ MFG theory with common noise, proving existence and uniqueness.

problem Linear-quadratic mean field games with common noise.
method Coupled forward-backward stochastic evolution equations (FBSEEs) in Hilbert spaces.
result Existence and uniqueness of solutions for small and arbitrary finite time horizons.

New discrete-time model shows insider trading dynamics.

problem Modeling insider trading with discrete time and noise traders.
method Formulated as a game with three types of traders, including an insider, noise traders, and a market maker. Proved existence of sequential Kyle equilibrium for various distributions and information flows.
result Equilibria exist in mixed strategies but not in pure strategies, unlike in Kyle's original model.

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 …

2014-11-17abs ↗pdf ↗

Suppose that Γ0Rn+1Γ_0\subset\mathbb R^{n+1} is a closed countably nn-rectifiable set whose complement Rn+1Γ0\mathbb R^{n+1}\setminus Γ_0 consists of more than one connected component. Assume that the nn-dimensional Hausdorff measure of Γ0Γ_0 is finite or grows at most exponentially near infinity. Under these assumptions, we…

2015-11-09abs ↗pdf ↗

The paper studies a gradient flow of G2G_2 structures and proves existence and convergence results.

problem Existence and convergence of gradient flow of G2G_2 structures.
method Negative gradient flow of an energy functional, Shi-type estimates, compactness theorem, entropy functional.
result Low entropy initial data lead to solutions of the flow which exist for all time and converge smoothly.

We establish that finite-time singularities do not occur in four-dimensional Yang-Mills flow, confirming the conjecture of Schlatter, Struwe, and Tahvildar-Zadeh. The proof relies on a weighted energy identity and sharp decay estimates in the neck region.

2016-10-11abs ↗pdf ↗

Study on BSDEs with random time horizon, focusing on existence and properties.

problem Existence of solutions to BSDEs and reflected BSDEs with a random time horizon.
method Method of reduction and examination of BSDEs with lahdlaug driver.
result Existence of solutions to BSDEs and reflected BSDEs with a random time horizon.

The abstract proves the existence and regularity of Brakke flows starting from a given set.

problem Existence and regularity of Brakke flows starting from a given set.
method Proves the existence and regularity of Brakke flows using a closed countably 1-rectifiable set in R^2.
result For almost all time, the flow locally consists of a finite number of embedded curves of class W^{2,2} whose endpoints meet at junctions with angles of 0, 60, or 120 degrees.

A new method samples CGMY processes efficiently by decomposing their time changes.

problem Sampling CGMY processes with finite or infinite variation.
method Exploiting time change representation, decomposing into two independent components.
result The method is advantageous over existing methods in simulations.

New method estimates treatment effects over time for survival data, improving accuracy and smoothness.

problem Estimating treatment effects over time for survival data with left truncation and right censoring.
method surv-iTMLE, a targeted learning procedure for estimating conditional survival probabilities.
result surv-iTMLE outperforms existing methods in bias and smoothness of time-varying effect estimates.

First-order method solves stochastic bilevel optimization with linear constraints.

problem Stochastic bilevel optimization with linear constraints and noise.
method Developed a novel framework using gradient-based techniques and smoothed penalty functions.
result Achieved finite-time convergence guarantees for (δ,ε)(δ, ε)-Goldstein stationary points.

In this paper we consider the steepest descent H1H^{-1}-gradient flow of the length functional for immersed plane curves, known as the curve diffusion flow. It is known that under this flow there exist both initially immersed curves which develop at least one singularity in finite time and initially embedded curves whi…

2012-01-18abs ↗pdf ↗

Researchers prove long-time existence for two landmark Brownian motion.

problem Proving long-time existence of Brownian motion on configurations of two landmarks.
method Classification and analysis of long-time existence for configurations of exactly two landmarks, using a radial kernel.
result For configurations of exactly two landmarks, long-time existence is possible for certain kernels, but not for others.

Paper analyzes convergence rates for multi-agent learning in games.

problem Convergence rates for multi-agent learning in games.
method Characterizes finite-time convergence rates for joint OGD learning on λλ-cocoercive games and develops adaptive algorithms.
result Adaptive algorithms achieve same convergence rates as non-adaptive counterparts.

In this work one shows that given a connected CC^\infty-manifold MM of dimension 2\geq 2 and a finite subgroup $G\subset \Diff(M)$, there exists a complete vector field XX on MM such that its automorphism group equals G×RG\times \mathbb{R} where the factor R\mathbb{R} comes from the flow of XX.

2011-12-13abs ↗pdf ↗

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed dynamic optimal control and stopping problems in the existing literature, to stu…

2014-06-26abs ↗pdf ↗