arXiv research

This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to $L_VY$, the bundle of vertically adapted linear frames over the bundle of field configurations $Y$. Specifically, the generalized field momentum obs…

In this note, we study the ultimate ruin probabilities of a real-valued L{é}vy process X with light-tailed negative jumps. It is well-known that, for such L{é}vy processes, the probability of ruin decreases as an exponential function with a rate given by the root of the Laplace exponent, when the initial value goes to …

This article is devoted to the maximisation of HARA utilities of L{é}vy switching process on finite time interval via dual method. We give the description of all f-divergence minimal martingale measures in initially enlarged filtration, the expression of their Radon-Nikodym densities involving Hellinger and Kulback-Lei…

In this paper, we study the ruin problem with investment in a general framework where the business part X is a L{é}vy process and the return on investment R is a semimartingale. We obtain upper bounds on the finite and infinite time ruin probabilities that decrease as a power function when the initial capital increases…

Let $M$ be a manifold, $V$ be a vector field on $M$, and $B$ be a Banach space. For any fixed function $f:M\rightarrow B$ and any fixed complex number $λ$, we study Hyers-Ulam stability of the global differential equation $Vy=λy+f$.

In this paper, we provide a representation theorem for dynamic capital allocation under It{ô}-L{é}vy model. We consider the representation of dynamic risk measures defined under Backward Stochastic Differential Equations (BSDE) with generators that grow quadratic-exponentially in the control variables. Dynamic capital …

The Wiener-Hopf factorization is obtained in closed form for a phase type approximation to the CGMY Lévy process. This allows, for the approximation, exact computation of first passage times to barrier levels via Laplace transform inversion. Calibration of the CGMY model to market option prices defines the risk neutral…

We introduce a class of interest rate models, called the $α$-CIR model, which gives a natural extension of the standard CIR model by adopting the $α$-stable L{é}vy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign …

We prove that a compact stratied space satises the Riemannian curvature-dimension condition RCD(K, N) if and only if its Ricci tensor is bounded below by K $\in$ R on the regular set, the cone angle along the stratum of codimension two is smaller than or equal to 2$π$ and its dimension is at most equal to N. This gives…

Many recent papers address reading comprehension, where examples consist of (question, passage, answer) tuples. Presumably, a model must combine information from both questions and passages to predict corresponding answers. However, despite intense interest in the topic, with hundreds of published papers vying for lead…

Constructs supermartingale couplings with full marginals constraints.

The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for individual stocks exhibits jumps, which is caused by the number preference…

We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Bank) listed on Shenzhen Stock Exchange during the whole year of 2003. By reconstructing the limit order book, we can extra…

Modeling financial markets with a novel order flow model.

NeuroPaint infers missing brain area dynamics from multi-animal datasets.

In this paper, we introduce the $L_p$ geominimal surface area for all $-n\neq p<1$, which extends the classical geominimal surface area ($p=1$) by Petty and the $L_p$ geominimal surface area by Lutwak ($p>1$). Our extension of the $L_p$ geominimal surface area is motivated by recent work on the extension of the $L_p$ a…

Overview of affine surface area and its history.

Hasse principle applied to area-minimizing submanifolds across different homology types.

Two families of general affine surface areas are introduced. Basic properties and affine isoperimetric inequalities for these new affine surface areas as well as for $L_φ$ affine surface areas are established.

The hermitian analog of Aleksandrov's area measures of convex bodies is investigated. A characterization of those area measures which arise as the first variation of unitarily invariant valuations is established. General smooth area measures are shown to form a module over smooth valuations and the module of unitarily …

BiLipschitz mappings can be extended to preserve area.

Formula for Heisenberg group surface areas derived.

Introduces new weighted floating functions and affine surface areas.

Study minimal annuli in a slab, estimating their area.

Study area-minimizing subgraphs in integer lattices.

Existing attention mechanisms are trained to attend to individual items in a collection (the memory) with a predefined, fixed granularity, e.g., a word token or an image grid. We propose area attention: a way to attend to areas in the memory, where each area contains a group of items that are structurally adjacent, e.g…

Minimal surfaces in hyperbolic space have a renormalized area criterion.

Upper bounds on area for surfaces with constant mean curvature in hyperbolic 3-manifolds.

Study shows area-minimizing submanifolds are mostly rough, not smooth.

Study examines Hilbert area of inscribed polygons in projective geometry.

Minimal area of spun trefoil knot is found in 4D cubical space.

We give a short and simple proof of Cauchy's surface area formula, which states that the average area of a projection of a convex body is equal to its surface area up to a multiplicative constant in the dimension.

We study an area minimization problem for spacelike zero mean curvature surfaces in four dimensional Lorentz-Minkowski space. The areas of these surfaces are compared of with the areas of certain marginally trapped surfaces having the same boundary values.

The paper connects least area surfaces to quasi-normal surfaces in 3-manifolds.

Pedal curves derived from ellipses are invariant in area.

We prove the existence of a continuous $BV$ minimizer with $C^{0}$ boundary value for the $p$-area (pseudohermitian or horizontal area) in a parabolically convex bounded domain. We extend the domain of the area functional from $BV$ functions to vector-valued measures. Our main purpose is to study the first and second v…

Contracts for Difference (CfDs) are forwards on the spread between an area price and the system price. Together with the system price forwards, these products are used to hedge the area price risk in the Nordic electricity market. The CfDs are typically available for the next two months, three quarters and three years.…

Random forests and LASSO methods improve small area estimation using auxiliary data.

Generalized Cauchy's surface area formula to arbitrary submanifolds in R^n.

Study area minimizing currents in conformal cones, solving Dirichlet problems.

Paper proves existence of area-minimizing submanifolds on almost any manifold with fractal singular sets.

The study finds conditions for area-minimizing cones over submanifolds.

New optimal isosystolic inequality found for Finsler reversible 2-tori.

For a convex body on the Euclidean unit sphere the spherical convex floating body is introduced. The asymptotic behavior of the volume difference of a spherical convex body and its spherical floating body is investigated. This gives rise to a new spherical area measure, the floating area. Remarkably, this floating area…

The area distance to a convex plane curve is an important concept in computer vision. In this paper we describe a strong link between area distances and improper affine spheres. This link makes possible a better understanding of both theories. The concepts of the theory of affine spheres lead to a new definition of an …

The paper proves rigidity theorems for area widths of Riemannian manifolds.

Study of large area-constrained Willmore surfaces in Schwarzschild-like manifolds.

Study calculates the renormalized area of catenoids in hyperbolic spaces.