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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.

168,657 papers · 148 categories

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1122 · Jan 201619922001200920172026
48 results for Grigor'yan

We prove a variant of the Davies-Gaffney-Grigor'yan Lemma for the continuous time heat kernel on graphs. We use it together with the Li-Yau inequality to obtain strong heat kernel estimates for graphs satisfying the exponential curvature dimension inequality.

2014-02-14abs ↗pdf ↗

Chung-Grigor'yan-Yau's inequality describes upper bounds of eigenvalues of Laplacian in terms of subsets ("input") and their volumes. In this paper we will show that we can reduce "input" in Chung-Grigor'yan-Yau's inequality in the setting of Alexandrov spaces satisfying CD(0,)(0,\infty). We will also discuss a related c…

2016-01-27abs ↗pdf ↗

Using methods of A. Grigor'yan and L. Saloff-Coste we prove that on a manifold with a conical end the heat kernel has a Gaussian bound. This result is applied to asymptotically conical Kähler manifolds. It is a result of the author and R. Goto that a crepant resolution of a Ricci-flat Kähler cone admits a Ricci-flat Kä…

2009-12-19abs ↗pdf ↗

We introduce higher-order Poincar'e constants for compact weighted manifolds and estimate them from above in terms of subsets. These estimates imply upper bounds for eigenvalues of the weighted Laplacian and the first nontrivial eigenvalue of the pp-Laplacian. In the case of the closed eigenvalue problem and the Neuma…

2019-07-08abs ↗pdf ↗

We consider the mapping properties of generalized Laplace-type operators L=+R{\mathcal L} = \nabla^* \nabla + {\mathcal R} on the class of quasi-asymptotically conical (QAC) spaces, which provide a Riemannian generalization of the QALE manifolds considered by Joyce. Our main result gives conditions under which such opera…

2014-06-13abs ↗pdf ↗

Let G=(V,E)G=(V,E) be a connected finite graph and C(V)C(V) be the set of functions defined on VV. Let ΔpΔ_p be the discrete pp-Laplacian on GG with p>1p>1 and L=ΔpkL=Δ_p-k, where kC(V)k\in C(V) is positive everywhere. Consider the operator L:C(V)C(V)L:C(V)\rightarrow C(V). We prove that L-L is one to one, onto and preserves order. So i…

2016-11-15abs ↗pdf ↗

Let G=(V,E)G=(V,E) be a connected finite graph. In this short paper, we reinvestigate the Kazdan-Warner equation Δu=cheuΔu=c-he^u with c<0c<0 on GG, where hh defined on VV is a known function. Grigor'yan, Lin and Yang \cite{GLY} showed that if the Kazdan-Warner equation has a solution, then h\overline{h}, the average value …

2016-11-28abs ↗pdf ↗

Upper bounds for Steklov eigenvalues on manifolds with boundary.

problem Investigating upper bounds for the spectrum of the Steklov-type operator on Riemannian manifolds with boundary.
method Extending the Fraser-Schoen estimate to higher Steklov eigenvalues, using relative conformal volume and isoperimetric ratio.
result Established bounds for the Steklov eigenvalues in terms of relative conformal volume and isoperimetric ratio.

The study extends stochastic completeness to landmark spaces with any number of landmarks.

problem Stochastic completeness for landmark spaces with arbitrary numbers of landmarks.
method Volume growth criterion and eigenvalue bounds for geodesic balls.
result Stochastic completeness for landmark spaces with any number of landmarks is proven.

Study on Brownian motion on discrete curve spaces, proving stochastic completeness.

problem Analyzing Brownian motion on spaces of discrete curves.
method Introduced and studied Brownian motion on spaces of discrete regular curves with Sobolev-type metrics.
result All geodesically complete spaces of discrete regular curves are stochastically complete.

This is a continuation of Tang and Yan, which investigated the first eigenvalues of minimal isoparametric hypersurfaces with g=4g=4 distinct principal curvatures and focal submanifolds in unit spheres. For the focal submanifolds with g=6g=6, the present paper obtains estimates on all the eigenvalues, among others, giving…

2012-11-12abs ↗pdf ↗

New divergence identity for scalar curvature helps prove rigidity of tensors.

problem Proving rigidity of Codazzi tensors under curvature and invariant conditions.
method Derived a divergence identity for a vector field and applied it to tensor rigidity.
result New proof of Tang-Yan theorem on constant eigenvalues for tensors.

1. Translated by Thomas E. Cecil, Department of Mathematics and Computer Science, College of the Holy Cross, Worcester, MA 01610, USA; E-mail address: cecil@mathcs.holycross.edu 2. Typed by Wenjiao Yan, School of Mathematical Sciences, Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 10…

2011-12-13abs ↗pdf ↗

Paper constructs multivalued harmonic functions on R^3 using twistor methods.

problem Constructing multivalued harmonic functions on R^3.
method Twistor methods to construct multivalued harmonic functions.
result Found a family of multivalued harmonic functions with branching sets as ellipses and quadratic growth at infinity.

The aim of the present note is to enhance groups Gn3G_{n}^{3} and to construct new invariants of classical braids. In particular, we construct invariants valued in GN2G_{N}^{2} groups. In groups Gn2G_{n}^{2}, the identity problem is solved, besides, their structure is much simpler than that of Gn3G_{n}^{3}. I am grateful t…

2018-01-22abs ↗pdf ↗

Based on ideas of Pigolla and Setti \cite{PS} we prove that immersed submanifolds with bounded mean curvature of Cartan-Hadamard manifolds are Feller. We also consider Riemannian submersions π ⁣:MNπ\colon M \to N with compact minimal fibers, and based on various criteria for parabolicity and stochastic completeness, see \c…

2011-09-15abs ↗pdf ↗

The paper confirms a conjecture about submanifolds in Euclidean space.

problem Addressing a conjecture about non-holomorphic Kaehler submanifolds in Euclidean space.
method Analyzing the structure of the second fundamental form and ruling dimensions.
result The conjecture is confirmed for codimensions p ≤ 6, and for p = 7 to 11 under additional assumptions.

The paper proves the behavior of the second fundamental form for Kaehler submanifolds in Euclidean space.

problem Classifying non-holomorphic Kaehler submanifolds in Euclidean space with low codimension.
method Analyzing the second fundamental form of submanifolds in Euclidean space.
result The second fundamental form behaves pointwise as expected for low codimensions.

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

In his Inventiones paper, Ziller (Invent. Math: 1-22, 1977) computed the integral homology as a graded abelian group of the free loop space of compact, globally symmetric spaces of rank 1. Chas and Sullivan (String Topology, 1999)showed that the homology of the free loop space of a compact closed orientable manifold ca…

2011-04-27abs ↗pdf ↗

In a recent work \cite{BG}, given a collection of continuous semimartingales, authors derive a semimartingale decomposition from the corresponding ranked processes in the case that the ranked processes can meet more than two original processes at the same time. This has led to a more general decomposition of ranked pro…

2008-07-31abs ↗pdf ↗

In 1999 Chas and Sullivan showed that the homology of the free loop space of an oriented manifold admits the structure of a Batalin-Vilkovisky algebra. In this paper we give a complete description of this Batalin-Vilkovisky algebra for complex projective spaces. This builds on a description of the ring structure that i…

2009-08-07abs ↗pdf ↗

In an incomplete financial market, the axiomatic of Time Consistent Pricing Procedure (TCPP), recently introduced, is used to assign to any financial asset a dynamic limit order book, taking into account both the dynamics of basic assets and the limit order books for options. Kreps-Yan fundamental theorem is extended t…

2008-09-22abs ↗pdf ↗

Paper finds conditions for minimal hypersurfaces in S^6 with constant scalar curvature.

problem Finding conditions for minimal hypersurfaces in S^6 with constant scalar curvature.
method Assumptions on principal curvatures for isoparametric hypersurfaces.
result Rigidity result: Hypersurfaces with exactly two distinct principal curvatures are Clifford tori.

Let MM be a compact oriented dd-dimensional smooth manifold. Chas and Sullivan have defined a structure of Batalin-Vilkovisky algebra on H(LM)\mathbb{H}_*(LM). Extending work of Cohen, Jones and Yan, we compute this Batalin-Vilkovisky algebra structure when MM is a sphere SdS^d, d1d\geq 1. In particular, we show that $…

2006-09-11abs ↗pdf ↗

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.

Paper compares two local explanation methods for machine learning models.

problem Comparing two local explanation methods for machine learning models.
method Integrated Gradients and Baseline Shapley methods.
result Additional insights on comparative behavior for tabular data and neural networks.

Recently, a novel adaptive wave model for financial option pricing has been proposed in the form of adaptive nonlinear Schrödinger (NLS) equation [Ivancevic a], as a high-complexity alternative to the linear Black-Scholes-Merton model [Black-Scholes-Merton]. Its quantum-mechanical basis has been elaborated in [Ivancevi…

2010-01-23abs ↗pdf ↗

The paper explores isomorphisms on isoparametric hypersurfaces in spheres, leading to new geometric structures.

problem Investigating isomorphisms between principal distributions on isoparametric hypersurfaces.
method Constructing vector bundle isomorphisms and nearly Kähler structures.
result Explicit construction of a global vector bundle isomorphism for all odd multiplicities.

Index theorems for the Dirac operator allow one to study spinors on manifolds with boundary and torsion. We analyse the modifications of the boundary Chern-Simons correction and APS eta invariant in the presence of torsion. The bulk contribution must also be modified and is computed using a supersymmetric quantum mecha…

1999-01-05abs ↗pdf ↗

New research shows DDPM can adapt to data's intrinsic low dimensionality efficiently.

problem Theoretical inefficiency of DDPM in high-dimensional data.
method Investigates how DDPM can exploit intrinsic low dimensionality of data.
result Proves DDPM's iteration complexity scales nearly linearly with intrinsic dimension kk.

Given a closed manifold MM and a vector bundle ξξ of rank nn over MM, by gluing two copies of the disc bundle of ξξ, we can obtain a closed manifold D(ξ,M)D(ξ, M), the so-called double manifold. In this paper, we firstly prove that each sphere bundle Sr(ξ)S_r(ξ) of radius r>0r>0 is an isoparametric hypersurface in the tot…

2016-01-13abs ↗pdf ↗

Improved eigenvalue bounds for minimal hypersurfaces in spheres.

problem Proving bounds on the first eigenvalue of minimal hypersurfaces in spheres.
method Using the Laplacian operator and properties of the second fundamental form, derived a new lower bound for the first eigenvalue.
result Improved lower bound for the first eigenvalue of minimal hypersurfaces in spheres.