arXiv research

This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to $L_VY$, the bundle of vertically adapted linear frames over the bundle of field configurations $Y$. Specifically, the generalized field momentum obs…

Let $M$ be a manifold, $V$ be a vector field on $M$, and $B$ be a Banach space. For any fixed function $f:M\rightarrow B$ and any fixed complex number $λ$, we study Hyers-Ulam stability of the global differential equation $Vy=λy+f$.

In this note, we study the ultimate ruin probabilities of a real-valued L{é}vy process X with light-tailed negative jumps. It is well-known that, for such L{é}vy processes, the probability of ruin decreases as an exponential function with a rate given by the root of the Laplace exponent, when the initial value goes to …

In this paper, we provide a representation theorem for dynamic capital allocation under It{ô}-L{é}vy model. We consider the representation of dynamic risk measures defined under Backward Stochastic Differential Equations (BSDE) with generators that grow quadratic-exponentially in the control variables. Dynamic capital …

This article is devoted to the maximisation of HARA utilities of L{é}vy switching process on finite time interval via dual method. We give the description of all f-divergence minimal martingale measures in initially enlarged filtration, the expression of their Radon-Nikodym densities involving Hellinger and Kulback-Lei…

In this paper, we study the ruin problem with investment in a general framework where the business part X is a L{é}vy process and the return on investment R is a semimartingale. We obtain upper bounds on the finite and infinite time ruin probabilities that decrease as a power function when the initial capital increases…

The Wiener-Hopf factorization is obtained in closed form for a phase type approximation to the CGMY Lévy process. This allows, for the approximation, exact computation of first passage times to barrier levels via Laplace transform inversion. Calibration of the CGMY model to market option prices defines the risk neutral…

We introduce a class of interest rate models, called the $α$-CIR model, which gives a natural extension of the standard CIR model by adopting the $α$-stable L{é}vy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign …

We prove that a compact stratied space satises the Riemannian curvature-dimension condition RCD(K, N) if and only if its Ricci tensor is bounded below by K $\in$ R on the regular set, the cone angle along the stratum of codimension two is smaller than or equal to 2$π$ and its dimension is at most equal to N. This gives…

Many recent papers address reading comprehension, where examples consist of (question, passage, answer) tuples. Presumably, a model must combine information from both questions and passages to predict corresponding answers. However, despite intense interest in the topic, with hundreds of published papers vying for lead…

Constructs supermartingale couplings with full marginals constraints.

The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for individual stocks exhibits jumps, which is caused by the number preference…

We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Bank) listed on Shenzhen Stock Exchange during the whole year of 2003. By reconstructing the limit order book, we can extra…

Modeling financial markets with a novel order flow model.

Study Galois groupoids of discret Painlevé equations.

Proves solvability of general inverse σ_k equations with constant coefficients.

We present an unsupervised approach for discovering semantic representations of mathematical equations. Equations are challenging to analyze because each is unique, or nearly unique. Our method, which we call equation embeddings, finds good representations of equations by using the representations of their surrounding …

Paper establishes estimates for nonlinear equations on compact manifolds.

Proves C^2,alpha estimates for elliptic equations on hyperkähler manifolds.

The paper generalizes Monge-Ampère equations and their solutions in differential geometry.

We study four distinct second-order nonlinear equations of Rabelo which describe pseudospherical surfaces. By transforming these equations to the constant-characteristic form we relate them to some well-studied integrable equations. Two of the Rabelo equations are found to be related to the sine-Gordon equation. The ot…

Introduces a new PDE involving differential forms for Kähler geometry.

Sharp sub-Gaussian bounds for subsolutions of Trudinger's equation on Riemannian manifolds.

In this paper we perform a blow-up and quantization analysis of the following nonlocal Liouville-type equation \begin{equation}(-Δ)^\frac12 u= κe^u-1~\mbox{in $S^1$,} \end{equation} where $(-Δ)^\frac{1}{2}$ stands for the fractional Laplacian and $κ$ is a bounded function. We interpret the above equation as the prescri…

The paper derives gradient estimates for porous medium and fast diffusion equations on metric measure spaces.

Paper solves Hessian equations on Kähler manifolds.

The paper introduces new equations in Kähler geometry and proves their solutions and convexity.

We describe a method to reduce partial differential equations of Monge-Ampère type in 4 variables to complex partial differential equations in 2 variables. To illustrate this method, we construct explicit holomorphic solutions of the special lagrangian equation, the real Monge-Ampère equations and the Plebanski equatio…

Probabilistic grammars improve equation discovery from data.

In this paper, we provide families of second order non-linear partial differential equations, describing pseudospherical surfaces (pss equations), with the property of having local isometric immersions in E^3, with principal curvatures depending on finite-order jets of solutions of the differential equation. These equa…

The paper proves constant rank theorems for special Lagrangian equations.

Study solves HJB equations for time-inconsistent control problems.

We introduce a class of overdetermined systems of partial differential equations of finite type on (pseudo)-Riemannian manifolds that we call the generalised Ricci soliton equations. These equations depend on three real parameters. For special values of the parameters they specialise to various important classes of equ…

In this thesis, we consider the suitability of using the charged cold fluid model in the description of ultra-relativistic beams. The method that we have used is the following. Firstly, the necessary notions of kinetic theory and differential geometry of second order differential equations are explained. Then an averag…

Combines geometric hydrodynamics with magnetic systems to derive new equations and prove well-posedness.

We determine the Lie point symmetries of the Fokker-Planck equation and provide examples of solutions of this equation. The Fokker-Planck equation admits a conserved form, hence there is an auxiliary system associated to this equation and whose point symmetries give rise to potential symmetries of the Fokker-Planck equ…

Studies projective geometry and partial differential equations prolongation.

Develops equivariant connections for Yang-Mills equations, simplifying interactions modeling.

The paper derives gradient estimates for solutions of certain equations on metric measure spaces.

Study generalizes Hermitian-Einstein equation for cyclic Higgs bundles, proving existence and inequality.

We come up with infinite-dimensional prequantum line bundles and moment map interpretations of three different sets of equations - the generalised Monge-Amp`ere equation, the almost Hitchin system, and the Calabi-Yang-Mills equations. These are all perturbations of already existing equations. Our construction for the g…

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

The paper proves estimates for vortex-type equations on compact Riemann surfaces.

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

Study a modified Laplacian equation in spacetime.

Geometrically interprets two equations, showing their equivalence and providing solutions.

Auxiliary equations improve bounds in symplectic geometry.

In this paper we introduce a new equation on the compact Kahler manifolds. Solution of this equation corresponds to the Calabi-Yau metric. New equation differs from the Monge--Ampere equation considered by Calabi and Yau.