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.
LLMs will inevitably hallucinate due to their mathematical structure.
The main aim of this article is to investigate the geometric structures admitting by the Gödel spacetime which produces a new class of semi-Riemannian manifolds (see Theorem 4.1 and Theorem 4.5). We also consider some extension of Gödel metric (see Example 4.1).
Classifies special hypersurfaces in Gödel spacetimes.
Study of Gödel Universe as Lie group with specific metric.
Study models of Gödel Universe using Lie groups and Iwasawa decomposition.
The aim of this paper is to review and complete the study of geodesics on Gödel type spacetimes initiated in [8] and improved in [2] of the References. In particular, we prove some new results on geodesic connectedness and geodesic completeness for these spacetimes.
Gödel's sentence is an adversarial example but unsolvable.
In this note we reduce the problem of geodesic connectedness in a wide class of Gödel type spacetimes to the search of critical points of a functional naturally involved in the study of geodesics in standard static spacetimes. Then, by using some known accurate results on the latter, we improve previous results on the …
We prove a generalized version of the Morse index theorem for geodesics endowed with a non positive definite metric tensor (semi-Riemannian manifolds). We apply the result to obtain lower estimates on the number of geodesics joining two fixed non conjugate points in certain classes of manifolds. More specifically, we c…
The paper proves density and positive mass theorems for incomplete manifolds.
Proves limit curve theorem for incomplete metric spaces, applies to null distance in Lorentzian manifolds.
Synthetic proof of Gannon-Lee theorem for spacetimes.
The paper proves pseudolocality theorems for Ricci flows on incomplete manifolds.
The noncompact Yamabe flow can lead to incomplete metrics over infinite time.
New theorem shows black holes are real, with clearer event horizon.
Proves mass theorem for manifolds with arbitrary ends.
We give a simple proof of an extension of the existence results of Ricci flow of G.Giesen and P.M.Topping [GiT1],[GiT2], on incomplete surfaces with bounded above Gauss curvature without using the difficult Shi's existence theorem of Ricci flow on complete non-compact surfaces and the pseudolocality theorem of G.Perelm…
We derive a formula for the index of a Dirac operator on a compact, even-dimensional incomplete edge space satisfying a "geometric Witt condition". We accomplish this by cutting off to a smooth manifold with boundary, applying the Atiyah-Patodi-Singer index theorem, and taking a limit. We deduce corollaries related to …
In this article we extend the Gallot-Tanno theorem to closed pseudo-Riemannian manifolds. It is done by showing that if the cone over such a manifold admits a parallel symmetric 2-tensor then it is incomplete and has non zero constant curvature. An application of this result to the existence of metrics with distinct Le…
In 2002, Isenberg-Mazzeo-Pollack (IMP) constructed a series of vacuum initial data sets via a gluing construction. In this paper, we investigate some local geometry of these initial data sets as well as implications regarding their spacetime developments. In particular, we state conditions for the existence of outer tr…
A singularity theorem based on asymptotic volume growth
In this paper we give sufficient conditions guaranteeing the validity of the well-known minimax theorem for the lower Snell envelope with respect to a family of absolutely continuous probability measures. Such minimax results play an important role in the characterisation of arbitrage-free prices of American contingent…
For integrable Hamiltonian systems with two degrees of freedom whose Hamiltonian vector fields have incomplete flows, an analogue of the Liouville theorem is established. A canonical Liouville fibration is defined by means of an "exact" 2-parameter family of flat polygons equipped with certain pairing of sides. For the…
Strong Frankel theorem for shrinkers in all dimensions.
We establish existence of the eta-invariant as well as of the Atiyah-Patodi-Singer and the Cheeger-Gromov rho-invariants for a class of Dirac operators on an incomplete edge space. Our analysis applies in particular to the signature, the Gauss-Bonnet and the spin Dirac operator. We derive an analogue of the Atiyah-Pato…
The paper explores geometric relationships in manifolds with curvature constraints, proving new inequalities and rigidity results.
Aether theory is introduced to implement the violation of the Lorentz invariance in general relativity. For this purpose a unit timelike vector field introduced to theory in addition to the metric tensor. Aether theory contains four free parameters which satisfy some inequalities in order that the theory to be consiste…
Starting from the recent classification of quotients of Freund--Rubin backgrounds in string theory of the type AdS_{p+1} x S^q by one-parameter subgroups of isometries, we investigate the physical interpretation of the associated quotients by discrete cyclic subgroups. We establish which quotients have well-behaved cau…
Som-Raychaudhuri spacetime is a stationary cylindrical symmetric solution of Einstein field equation corresponding to a charged dust distribution in rigid rotation. The main object of the present paper is to investigate the curvature restricted geometric structures admitting by the Som-Raychaudhuri spacetime and it is …
The paper addresses how to complete incomplete risk markets by iteratively enhancing welfare.
In this paper, we study a time-inconsistent consumption-investment problem with random endowments in a possibly incomplete market under general discount functions. We provide a necessary condition and a verification theorem for an open-loop equilibrium consumption-investment pair in terms of a coupled forward-backward …
We offer mathematical tractability and new insights for a framework of exponential utility with non-negative consumption, a constraint often omitted in the literature giving rise to economically unviable solutions. Specifically, using the Kuhn-Tucker theorem and the notion of aggregate state price density (Malamud and …
Investigates optimal consumption and investment strategies with constraints in incomplete markets.
We study locally conformally Berwald metrics on closed manifolds which are not globally conformally Berwald. We prove that the characterization of such metrics is equivalent to characterizing incomplete, simply-connected, Riemannian manifolds with reducible holonomy group whose quotient by a group of homotheties is clo…
We provide a critical analysis of the proof of the fundamental theorem of asset pricing given in the paper "Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing" by B. Wong and C.C. Heyde (Stochastics, 2010) in the context of incomplete Itô-process models. We show that their approach can only w…
New risk measures for incomplete markets without lattice structures.
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it the necessary and sufficient conditions of optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous Doob decomposition onto the case of superm…
In the present work some generalizations of the Hawking singularity theorems in the context of theories are presented. The assumptions are of these generalized theorems is that the matter fields satisfy the conditions for any generic unit time like field, that…
The Abstract Boundary singularity theorem was first proven by Ashley and Scott. It links the existence of incomplete causal geodesics in strongly causal, maximally extended spacetimes to the existence of Abstract Boundary essential singularities, i.e., non-removable singular boundary points. We give two generalizations…
Cosmological singularity theorems such as that of Hawking and Penrose assume local curvature conditions as well as global ones like the existence of a compact (achronal) slice. Here, we prove a new singularity theorem for chronological spacetimes that satisfy what we call a `past null focusing' condition. Such a condit…
Uniform drift estimates found for random walks on graph products.
We prove existence and uniqueness of stochastic equilibria in a class of incomplete continuous-time financial environments where the market participants are exponential utility maximizers with heterogeneous risk-aversion coefficients and general Markovian random endowments. The incompleteness featured in our setting - …
Extends Carathéodory's theorem to multidimensional domains with constant curvature.
Generalizes nonnegativity result for Brown-York mass using noncompact fill-ins.
In this paper, we first establish the reflected backward stochastic difference equations with finite state (FS-RBSDEs for short). Then we explore the Existence and Uniqueness Theorem as well as the Comparison Theorem by "one step" method. The connections between FS-RBSDEs and optimal stopping time problems are investig…
New method clusters strong and weak views effectively, improving performance by up to 40%.
Incomplete cusp edges model the behavior of the Weil-Petersson metric on the compactified Riemann moduli space near the interior of a divisor. Assuming such a space is Witt, we construct a fundamental solution to the heat equation, and using a precise description of its asymptotic behavior at the singular set, we prove…
Study dynamic asset allocation in incomplete markets using game theory and nonlocal BSDEs.