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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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48 results for Itô integration

The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.

problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.

We prove that a holomorphic Lie algebroid is integrable if, and only if, its underlying real Lie algebroid is integrable. Thus the integrability criteria of Crainic-Fernandes do also apply in the holomorphic context without any modification. As a consequence we give another proof of the following theorem: a holomorphic…

2008-03-13abs ↗pdf ↗

We define a non-absolutely convergent integration on integral currents of dimension 1 in Euclidean space. This integral is closely related to the Henstock-Kurzweil and Pfeffer Integrals. Using it, we prove a generalized Fundamental Theorem of Calculus on these currents. A detailed presentation of Henstock-Kurzweil Inte…

2019-05-08abs ↗pdf ↗

This paper is an exposition of heuristics related to Witten's functional integral, relating it to Vassiliev invariants and to the Kontsevich integrals that can be used to produce Vassiliev invariants of knots and links.In particular, we give a simplified version of the appearance of the Kontsevich integrals in the pert…

1998-11-23abs ↗pdf ↗

Much of the vast literature on the integral during the last two centuries concerns extending the class of integrable functions. In contrast, our viewpoint is akin to that taken by Hassler Whitney [{\it Geometric integration theory}, Princeton Univ. Press, Princeton, NJ, 1957] and by geometric measure theorists because …

1993-10-01abs ↗pdf ↗

The linking integral is an invariant of the link-type of two manifolds immersed in a Euclidean space. It is shown that the ordinary Gauss integral in three dimensions may be simplified to a winding number integral in two dimensions. This result is then generalized to show that in certain circumstances the linking integ…

2009-07-20abs ↗pdf ↗

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable processes to the space of continuous adapted processes. It is characterized in te…

2018-12-23abs ↗pdf ↗

New integrable deformations for topological hierarchies from Frobenius manifolds.

problem Integrable deformations of topological hierarchies from Frobenius manifolds.
method Construction of integrable deformations with polynomial tau-structures.
result Conjecture of universal object for Riemann--Hopf hierarchy.

In 5D, integrability is linked to curvature constraints of subconformal structures.

problem Dispersionless integrability in 5D partial differential equations.
method Relating integrability to curvature constraints of subconformal structures.
result In 5D, integrability is characterized by the vanishing of a certain curvature of the subconformal structure.

We discuss a recurrent geometrical method, due to Élie Cartan and von Weber ([1],[11]) enabling us to determine, step by step, the maximal integral manifolds of a not necessarily integrable nor regular Pfaffian system. The dimensions of such integral manifolds can, of course, vary from point to point but more so can va…

2016-08-09abs ↗pdf ↗

Lie algebroids can not always be integrated into Lie groupoids. We introduce a new object--``Weinstein groupoid'', which is a differentiable stack with groupoid-like axioms. With it, we have solved the integration problem of Lie algebroids. It turns out that every Weinstein groupoid has a Lie algebroid and every Lie al…

2004-05-01abs ↗pdf ↗

Inspired by the work of Molino, we show that the integrability obstruction for transitive Lie algebroids can be made to vanish by adding extra dimensions. In particular, we prove that the Weinstein groupoid of a non-integrable transitive and abelian Lie algebroid, is the quotient of a finite dimensional Lie groupoid. T…

2017-07-16abs ↗pdf ↗

Proves a theorem for normal distributions on manifolds with boundary.

problem Normal distributions on manifolds with boundary require a new approach to integration.
method Introduces neat integral manifolds with boundary and conditions for integrability.
result Conditions for integrability expressed in terms of adapted collars and integrability on interior and boundary.

The paper defines and analyzes set-valued stochastic integrals for Lévy processes.

problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.

Paper addresses hidden faces in configuration space integrals for embeddings.

problem Understanding hidden faces in configuration space integrals for long embeddings.
method Modified configuration space integrals incorporating acyclic bar complex of a dg algebra.
result Cochain map from new graph complex to de Rham complex of embeddings modulo immersions.

We use neural networks as control variates with geometric integration techniques.

problem Analytic integration of neural network approximations for variance reduction.
method Integration domain subdivision using computational geometry for MLPs with continuous piecewise linear activation functions.
result Neural networks can be used as control variates with geometric integration methods.

A new method integrates forms on Riemann surfaces, leading to modular forms.

problem Integrating differential forms with poles on Riemann surfaces.
method Simple procedure to integrate differential forms with arbitrary holomorphic poles, establishing an analytic theory for integrals over configuration spaces.
result Regularized graph integrals on elliptic curves are almost-holomorphic modular forms.

This paper explores integrability conditions for generalized metrics and structures on manifolds.

problem Investigating integrability conditions for generalized metrics and structures on manifolds.
method Considered two notions of integrability: Courant bracket and connection-induced bracket. Provided sufficient criteria for integrability.
result Sufficient criteria for integrability of generalized metrics and structures are formulated.

We show that various notions of integrability for Poisson brackets are all equivalent, and we give the precise obstructions to integrating Poisson manifolds. We describe the integration as a symplectic quotient, in the spirit of the Poisson sigma-model of Cattaneo and Felder. For regular Poisson manifolds we express th…

2002-10-10abs ↗pdf ↗

New integrable systems constructed for non-diagonal Killing tensors.

problem Constructing integrable Hamiltonian systems with quadratic momenta.
method Using Nijenhuis geometry and gl-regular Nijenhuis operators.
result Reproduces classical Stäckel construction and finds new systems for n≥3.

The geodesic flow of a Riemannian metric on a compact manifold QQ is said to be toric integrable if it is completely integrable and the first integrals of motion generate a homogeneous torus action on the punctured cotangent bundle TQQT^*Q\setminus{Q}. If the geodesic flow is toric integrable, the cosphere bundle admit…

2004-06-10abs ↗pdf ↗

Paper derives a Reilly type integral formula and applies it to inequalities and eigenvalue problems.

problem Developing a new integral formula and its applications in geometric inequalities and eigenvalue problems.
method Derives a Reilly type integral formula associated with the φφ-Laplacian and applies it to inequalities and eigenvalue problems.
result Obtains Heintze-Karcher and Minkowski type inequalities, and eigenvalue relationships.

The paper studies algebraic relations of first integrals on specific Lie groups.

problem Algebraic relations of first integrals on step-two and step-three nilpotent Lie groups.
method Analysis of isometry algebra and invariant first integrals.
result Complete families of first integrals can be constructed with Killing vector fields and symmetric Killing 2-tensor fields in low dimensions.

Combines Integrated Gradients and PatternAttribution into PGIG, outperforming alternatives.

problem Improving neural network explainability methods.
method Combines Integrated Gradients and PatternAttribution into Pattern-Guided Integrated Gradients (PGIG).
result PGIG outperforms other explainability methods in a large-scale image degradation experiment.

We consider the relation between simplicial volume and two of its variants: the stable integral simplicial volume and the integral foliated simplicial volume. The definition of the latter depends on a choice of a measure preserving action of the fundamental group on a probability space. We show that integral foliated s…

2015-06-18abs ↗pdf ↗

A new geometric definition of integration for differential forms.

problem Standard integration definitions are coordinate-dependent and not suitable for certain contexts.
method Uses triangulations and cochains on the pair groupoid to define integration.
result Natural definition in Lie algebroids, stochastic integration, and quantum field theory.

A hyperlink is a finite set of non-intersecting simple closed curves in R×R3\mathbb{R} \times \mathbb{R}^3. We compute the Wilson Loop observable using a path integral with an Einstein-Hilbert action. Using axial-gauge fixing, we can write this path integral as the limit of a sequence of Chern-Simons integrals, studied e…

2017-01-11abs ↗pdf ↗