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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.

168,742 papers · 148 categories

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48 results for Lévy bridges

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

2001-11-21abs ↗pdf ↗

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…

2018-07-24abs ↗pdf ↗

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 2ππ and its dimension is at most equal to N. This gives…

2018-04-24abs ↗pdf ↗

The paper provides examples of keen weakly reducible bridge spheres for links in b-bridge position.

problem Characterizing and finding examples of keen weakly reducible bridge spheres.
method Analyzing bridge spheres and their properties in terms of compressing disks and width complex.
result Infinitely many examples of keen weakly reducible bridge spheres for links in b-bridge position.

Suppose a knot in a 33-manifold is in nn-bridge position. We consider a reduction of the knot along a bridge disk DD and show that the result is an (n1)(n-1)-bridge position if and only if there is a bridge disk EE such that (D,E)(D, E) is a cancelling pair. We apply this to an unknot KK, in nn-bridge position with re…

2016-06-23abs ↗pdf ↗

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…

2010-03-12abs ↗pdf ↗

We show that if KK is a knot in S3S^3 and ΣΣ is a bridge sphere for KK with high distance and 2n2n punctures, the number of perturbations of KK required to interchange the two balls bounded by ΣΣ via an isotopy is nn. We also construct a knot with two different bridge spheres with 2n2n and 2n12n-1 bridges respecti…

2009-08-25abs ↗pdf ↗

Paper explores link and plat presentations, showing equivalence under bridge isotopy.

problem Relationship between links in bridge position and plat presentations.
method Established equivalence between Hilden double coset classes of plat presentations and bridge positions up to isotopy.
result Revealed equivalence of Hilden double coset classes for n-bridge unknot and torus knots in plat position.

For any given number of crossings cc, there exists a formula to determine the number of 2-bridge knots of cc crossings, and indeed it is a simple matter to actually construct presentations of these knots. However, the determination of whether a given (prime) knot is a 2-bridge knot remains a nontrivial exercise, and …

2004-09-20abs ↗pdf ↗

New unbiased methods for generating stochastic bridges with given extrema.

problem Generating unbiased stochastic bridges with a specified extremum.
method Comparison and generalization of two algorithms for Brownian bridges to other diffusions, and application to Ornstein-Uhlenbeck and unconstrained processes.
result Generalization of unbiased generation methods to other diffusions and application to various processes.

The purpose of this note is to announce complete answers to the following questions. (1) For an essential simple loop on a 2-bridge sphere in a 2-bridge link complement, when is it null-homotopic in the link complement? (2) For two distinct essential simple loops on a 2-bridge sphere in a 2-bridge link complement, when…

2011-04-18abs ↗pdf ↗

We introduce bridge trisections of knotted surfaces in the four-sphere. This description is inspired by the work of Gay and Kirby on trisections of four-manifolds and extends the classical concept of bridge splittings of links in the three-sphere to four dimensions. We prove that every knotted surface in the four-spher…

2015-07-30abs ↗pdf ↗

We show that any non-minimal bridge decomposition of a torus knot is stabilized and that nn-bridge decompositions of a torus knot are unique for any integer nn. This implies that a knot in a bridge position is a torus knot if and only if there exists a torus containing the knot such that it intersects the bridge sphe…

2010-06-05abs ↗pdf ↗

We extend techniques due to Pardon to show that there is a lower bound on the distortion of a knot in R3\mathbb{R}^3 proportional to the minimum of the bridge distance and the bridge number of the knot. We also exhibit an infinite family of knots for which the minimum of the bridge distance and the bridge number is unb…

2017-05-23abs ↗pdf ↗