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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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6381,2771,9152,553 · Jun 202019922001200920172026
48 results for Guo and Phong method

Adapts PDE method to prove LL^\infty estimates for complex Hessian equations.

problem Proving LL^\infty estimates for complex Hessian equations on transverse Kähler manifolds.
method Adapts PDE approach of Guo-Phong-Tong and Guo-Phong-Tong-Wang [17, 18].
result Obtains LL^\infty estimate for transverse complex Monge-Ampère equations.

Formula establishes determinant majorization for symmetric matrices.

problem Determining determinant majorization for symmetric matrices.
method Establishes determinant majorization formula for symmetric matrices using invariant Garding-Dirichlet polynomials.
result Formula F(A)1Ndet(A)1nF(A)^{1\over N} \geq \det(A)^{1\over n} for symmetric matrices.

Sharp C0C^0 bound for quaternionic Monge-Ampere on hyperhermitian manifolds.

problem Sharp C0C^0 estimate for quaternionic Monge-Ampere equation on hyperhermitian manifolds.
method Sharp uniform estimate for quaternionic PDEs using Guo and Phong's method.
result The estimate depends only on LpL^p norm of the right-hand side for any p>2p>2 and holds for any hyperhermitian initial metric.

Paper bounds Kähler manifolds' diameter using Orlicz spaces and complex Monge-Ampère equations.

problem Establishing diameter bounds for Kähler manifolds in Orlicz spaces.
method Proving a priori estimates for solutions of complex Monge-Ampère equations in Orlicz spaces using Kołodziej's and Guo-Phong-Tong-Wang's approaches.
result Uniform estimates for Green's function and its gradient for Kähler metrics.

Derives LL^{\infty} estimate for Kähler-Ricci flows with weaker conditions.

problem Estimating solutions to Kähler-Ricci flows under weaker conditions.
method Extends recent techniques to more general geometric cases.
result Derives LL^{\infty} estimate for Kähler-Ricci flows with weaker conditions.

Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.

problem Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.
method Comparison with auxiliary complex Monge-Ampère equations, Hölder-Young inequality, and De Giorgi iteration lemma.
result Improved L∞ estimates for fully non-linear elliptic equations on Kähler and Hermitian manifolds.

Uniform estimates for complex equations on compact manifolds found.

problem Uniform estimates for (n1)(n-1)-form fully nonlinear PDEs on compact Hermitian manifolds.
method Local comparison with Monge-Ampère equations and finding an appropriate elliptic operator.
result A priori LL^\infty estimate for the equations.

Unified estimate for complex Monge-Ampère equations on Kähler manifolds.

problem Estimating solutions to complex Monge-Ampère equations on Kähler manifolds.
method Unified approach using PDE methods and entropy bounds to construct comparison metrics.
result Improves previous results on modulus of continuity, stability, and W1,1W^{1,1}-estimates of Green's functions.

The note provides uniform estimates for complex Hessian equations on compact Hermitian manifolds.

problem Uniform estimates for solutions to degenerate complex Hessian equations on compact Hermitian manifolds.
method The approach relies on corresponding a priori estimates for Monge-Ampère equations.
result Extension and short alternative proof of results for complex Hessian equations.

This paper improves Green's function estimates for compact Kähler manifolds.

problem Estimating Green's function norms for compact Kähler manifolds without curvature bounds.
method Proves an improved integral estimate for Green's function under volume density condition.
result Improved global geometric estimates, including eigenvalue bounds for Laplacian.

In 2011 Enders, Müller and Topping showed that any blow up sequence of a Type I Ricci flow near a singular point converges to a non-trivial gradient Ricci soliton, leading them to conclude that for such flows all reasonable definitions of singular points agree with each other. We prove the analogous result for the harm…

2018-11-23abs ↗pdf ↗

The paper extends inequalities to twisted differential forms on Kähler manifolds.

problem Generalizing Sobolev-type inequalities to twisted differential forms.
method Establishing heat kernel estimates for differential forms on Kähler manifolds.
result Proves vanishing theorem and Lq,pL^{q,p}-estimates for ˉ\bar\partial-operator.

Extends rigidity and existence results for discrete conformal structures on surfaces with boundary.

problem Rigidity and existence of discrete conformal structures on surfaces with boundary.
method Axiomatic framework and classification of discrete conformal structures.
result Extends results by Guo-Luo and Guo to a general context.

The paper studies fundamental groups of compact Kahler varieties with nef anti-canonical bundles.

problem Understanding the fundamental groups of compact Kahler varieties with specific properties.
method Application of geometric analytic theory of Kahler spaces and study of Albanese maps.
result The fundamental group of compact Kahler varieties with nef anti-canonical bundle is almost Abelian.

This paper classifies discrete conformal structures on surfaces with boundary.

problem Classifying discrete conformal structures on surfaces with boundary.
method Axiomatic approach ensuring good geometric structure, classification based on triangulation and axioms.
result Unified and generalized existing discrete conformal structures on surfaces with boundary.

This paper proves a conjecture about unique positive harmonic functions in a ball.

problem Proving the uniqueness of positive harmonic functions in a unit ball for specific parameters.
method Analyzing a partial differential equation to show the solution is constant.
result Guo-Wang's conjecture is proven for the specified parameters.

Inversive distance circle packing metric was introduced by P Bowers and K Stephenson \cite{BS} as a generalization of Thurston's circle packing metric \cite{T1}. They conjectured that the inversive distance circle packings are rigid. For nonnegative inversive distance, Guo \cite{Guo} proved the infinitesimal rigidity a…

2017-05-08abs ↗pdf ↗

Method calibrates stock price models with stochastic interest rates using optimal transport.

problem Calibrating stock price models with stochastic interest rates.
method Non-parametric, semimartingale optimal transport, solving a fully non-linear Hamilton-Jacobi-Bellman equation.
result Fully calibrated model closest to a reference model in a defined cost function.

The paper introduces combinatorial Calabi flows to find hyperbolic metrics on surfaces with boundary.

problem Finding hyperbolic metrics on surfaces with totally geodesic boundaries of given lengths.
method Introducing combinatorial Calabi flows and proving their long time existence and global convergence.
result Proves the long time existence and global convergence of combinatorial Calabi flow on surfaces with boundary.

In the aftermath of the global financial crisis, much attention has been paid to investigating the appropriateness of the current practice of default risk modeling in banking, finance and insurance industries. A recent empirical study by Guo et al.(2008) shows that the time difference between the economic and recorded …

2013-06-27abs ↗pdf ↗

This paper develops a structural credit risk model to characterize the difference between the economic and recorded default times for a firm. Recorded default occurs when default is recorded in the legal system. The economic default time is the last time when the firm is able to pay off its debt prior to the legal defa…

2010-12-03abs ↗pdf ↗

The paper develops algorithms for finding metrics with prescribed combinatorial curvature on polyhedral surfaces.

problem Finding metrics with prescribed combinatorial curvature on polyhedral surfaces.
method Discrete uniformization theorem, combinatorial α-Yamabe flow, combinatorial α-Calabi flow, edge flipping surgery.
result Longtime existence and convergence of combinatorial α-Yamabe flow and combinatorial α-Calabi flow with surgery.

New discrete conformal structures on surfaces with boundary, proving global rigidity and constructing hyperbolic metrics.

problem Creating new discrete conformal structures on surfaces with boundary.
method Introducing new discrete conformal structures, proving global rigidity using variational principles, and introducing combinatorial curvature flows.
result Global rigidity of new discrete conformal structures and effective algorithms for constructing hyperbolic metrics.

Paper establishes LL^{\infty} estimates for complex Monge-Ampere and Hessian equations.

problem Estimating solutions to complex Monge-Ampere and Hessian equations.
method Uses PDE techniques similar to Phong et al to prove LL^{\infty} and Hölder estimates.
result Establishes LL^{\infty} estimates for both complex Monge-Ampere and Hessian equations.

The presence of discrete dividends complicates the derivation and form of pricing formulas even for vanilla options. Existing analytic, numerical, and theoretical approximations provide results of varying quality and performance. Here, we compare the analytic approach, developed and effective for European puts and call…

2016-01-05abs ↗pdf ↗

The space of positively curved hermitian metrics on a positive holomorphic line bundle over a compact complex manifold is an infinite-dimensional symmetric space. It is shown by Phong and Sturm that geodesics in this space can be uniformly approximated by geodesics in the finite dimensional spaces of Bergman metrics. W…

2007-03-17abs ↗pdf ↗

In this short paper, we improve the result of Phong-Song-Sturm on degeneration of Fano Kähler-Ricci solitons by removing the assumption on the uniform bound of the Futaki invariant. Let KR(n)\mathcal{KR}(n) be the space of Kähler-Ricci solitons on nn-dimensional Fano manifolds. We show that after passing to a subsequence…

2018-05-08abs ↗pdf ↗