arXiv research

Infinitesimal calculations link fundamental groups to Lie algebras.

In this paper we introduce the notion of Poincaré DGCAs of Hodge type, which is a subclass of Poincaré DGCAs encompassing the de Rham algebras of closed orientable manifolds. Then we introduce the notion of the small algebra and the small quotient algebra of a Poincaré DGCA of Hodge type. Using these concepts, we inves…

The objective of the note is to remind readers on how self-financing works in Quantitative Finance. The authors have observed continuing uncertainty on this issue which may be because it lies exactly at the intersection of stochastic calculus and finance. The concept of a self-financing trading strategy was originally,…

Building on the work of and answering a question by Michael Harrison, we show that any contact structure on Euclidean 3-space induced by a line fibration is diffeomorphic to the standard contact structure.

We develop the fundamental theorem of asset pricing in a probability-free infinite-dimensional setup. We replace the usual assumption of a prior probability by a certain continuity property in the state variable. Probabilities enter then endogenously as full support martingale measures (instead of equivalent martingale…

We show that the lack of arbitrage in a model with both fixed and proportional transaction costs is equivalent to the existence of a family of absolutely continuous single-step probability measures, together with an adapted process with values between the bid-ask spreads that satisfies the martingale property with resp…

We show that our generalization of the Black-Scholes partial differential equation (pde) for nontrivial diffusion coefficients is equivalent to a Martingale in the risk neutral discounted stock price. Previously, this was proven for the case of the Gaussian logarithmic returns model by Harrison and Kreps, but we prove …

The paper reviews historical and modern approaches to asset pricing probability measures.

Lean 4 formalizes Stokes' theorem for smooth singular cubes.

We consider fundamental questions of arbitrage pricing arising when the uncertainty model is given by a set of possible mutually singular probability measures. With a single probability model, essential equivalence between the absence of arbitrage and the existence of an equivalent martingale measure is a folk theorem,…

This thesis is divided into three parts. In the first part, we give an introduction to J. Harrison's theory of differential chains. In the second part, we apply these tools to generalize the Cauchy theorems in complex analysis. Instead of requiring a piecewise smooth path over which to integrate, we can now do so over …

New method encodes manifold homotopy types into algebra structures, extending previous bounds.

Derives equilibrium law for Plateau borders in wet soap films and foams.

First, classes of Markov processes that scale exactly with a Hurst exponent H are derived in closed form. A special case of one class is the Tsallis density, advertised elsewhere as nonlinear diffusion or diffusion with nonlinear feedback. But the Tsallis model is only one of a very large class of linear diffusion with…

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…

Researchers find a timing error in Black-Scholes-Merton option pricing model.

We propose a continuous-time model of trading with heterogeneous beliefs. Risk-neutral agents face quadratic costs-of-carry on positions and thus their marginal valuations decrease with the size of their position, as it would be the case for risk-averse agents. In the equilibrium models of heterogeneous beliefs that fo…

Study approximates Plateau's laws using the Allen-Cahn equation.

The paper simplifies proofs and characterizes contact structures in 3D.

Extends cohomology theory for infinite volume transformation groups.

In this short note we define a new cohomology for a Lie algebroid $\mathcal{A}$, that we call the \emph{twisted cohomology} of $\mathcal{A}$ by an odd cocycle $θ$ in the Lie algebroid cohomology of $\mathcal{A}$. We proof that this cohomology only depends on the Lie algebroid cohomology class $[θ]$ of the odd cocycle $…

The article examines twisted cohomologies on algebraic and analytic varieties.

We view Dolbeault-Morse-Novikov cohomology H^{p,q}_η(X) as the cohomology of the sheaf Ω_{X,η}^p of η-holomorphic p-forms and give several bimeromorphic invariants. Analogue to Dolbeault cohomology, we establish the Leray-Hirsch theorem and the blow-up formula for Dolbeault-Morse-Novikov cohomology. At last, we conside…

Study cohomology of hemistrict Lie 2-algebras, proving isomorphic results.

Study characterizes cohomology of Vaisman manifolds, linking Bott-Chern and Dolbeault numbers.

Proves a vanishing property for symplectic manifold cohomology.

De Rham theorem extended to Orlicz cohomology.

In this paper we define a new cohomology of a smooth manifold called Lichnerowicz type cohomology attached to a function. Firstly, we study some basic properties of this cohomology as: a de Rham type isomorphism, dependence on the function, singular forms, relative cohomology, Mayer-Vietoris sequence, homotopy invarian…

Compute local cohomology of vector fields on manifolds.

Researchers calculate cohomological dimensions of manifold configuration spaces, proving arithmeticity and providing bounds.

The paper categorifies matroid characteristic polynomials using cohomology.

Deligne cohomology can be viewed as a differential refinement of integral cohomology, hence captures both topological and geometric information. On the other hand, it can be viewed as the simplest nontrivial version of a differential cohomology theory. While more involved differential cohomology theories have been expl…

Unified theory of orbifolds and cohomology.

New cohomology theory for diffeological spaces developed.

This study introduces a unified cohomology theory for braided algebras.

Investigates Künneth formula for foliated de Rham cohomology, overcoming non-Hausdorff issues.

The blow-down map is studied in Lie algebroid cohomology.

We give a definition of differentiable cohomology of a Lie group G (possibly infinite-dimensional) with coefficients in any abelian Lie group. This differentiable cohomology maps both to the cohomology of the group made discrete and to Lie algebra cohomology. We show that the secondary characteristic classes of Beilins…

New cohomological obstruction found for astheno-Kahler metrics.

Researchers redefine $\ell^\infty$-cohomology for groups and spaces, linking it to amenability, hyperbolicity, and algorithmic undecidability.

Inequalities for symplectic cohomology groups are derived.

Extends Adams' theorem to periodic cohomology.

We relate $L^{q,p}$-cohomology of bounded geometry Riemannian manifolds to a purely metric space notion of $\ell^{q,p}$-cohomology, packing cohomology. This implies quasi-isometry invariance of $L^{q,p}$-cohomology together with its multiplicative structure. The result partially extends to the Rumin $L^{q,p}$-cohomolog…

Analyses cohomology relations for moving frames and coframes.

Defines log Floer cohomology for symplectic surfaces with a degenerate part.

We study the tangential Poisson cohomology (TP-cohomology) of regular Poisson manifolds, first defined by Lichnerowicz using contravariant tensor fields. We show that for a regular Poisson manifold M, the TP-cohomology coincides with the leafwise de Rham (or Cech) cohomology of the symplectic foliation of M. Its comput…

Cohomology fractals illustrate complex 3-manifold properties.

Study on twisted Dolbeault cohomology in Kähler foliations.